Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,904.0 |
4,064.5 |
160.5 |
4.1% |
4,184.5 |
High |
4,073.5 |
4,238.0 |
164.5 |
4.0% |
4,555.0 |
Low |
3,811.0 |
3,863.5 |
52.5 |
1.4% |
3,811.0 |
Close |
3,845.0 |
4,035.0 |
190.0 |
4.9% |
4,035.0 |
Range |
262.5 |
374.5 |
112.0 |
42.7% |
744.0 |
ATR |
318.0 |
323.3 |
5.4 |
1.7% |
0.0 |
Volume |
205,826 |
267,861 |
62,035 |
30.1% |
1,404,861 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,169.0 |
4,976.5 |
4,241.0 |
|
R3 |
4,794.5 |
4,602.0 |
4,138.0 |
|
R2 |
4,420.0 |
4,420.0 |
4,103.5 |
|
R1 |
4,227.5 |
4,227.5 |
4,069.5 |
4,136.5 |
PP |
4,045.5 |
4,045.5 |
4,045.5 |
4,000.0 |
S1 |
3,853.0 |
3,853.0 |
4,000.5 |
3,762.0 |
S2 |
3,671.0 |
3,671.0 |
3,966.5 |
|
S3 |
3,296.5 |
3,478.5 |
3,932.0 |
|
S4 |
2,922.0 |
3,104.0 |
3,829.0 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,365.5 |
5,944.5 |
4,444.0 |
|
R3 |
5,621.5 |
5,200.5 |
4,239.5 |
|
R2 |
4,877.5 |
4,877.5 |
4,171.5 |
|
R1 |
4,456.5 |
4,456.5 |
4,103.0 |
4,295.0 |
PP |
4,133.5 |
4,133.5 |
4,133.5 |
4,053.0 |
S1 |
3,712.5 |
3,712.5 |
3,967.0 |
3,551.0 |
S2 |
3,389.5 |
3,389.5 |
3,898.5 |
|
S3 |
2,645.5 |
2,968.5 |
3,830.5 |
|
S4 |
1,901.5 |
2,224.5 |
3,626.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,555.0 |
3,811.0 |
744.0 |
18.4% |
370.0 |
9.2% |
30% |
False |
False |
280,972 |
10 |
4,815.0 |
3,811.0 |
1,004.0 |
24.9% |
370.0 |
9.2% |
22% |
False |
False |
247,446 |
20 |
5,373.0 |
3,811.0 |
1,562.0 |
38.7% |
298.5 |
7.4% |
14% |
False |
False |
213,194 |
40 |
5,690.0 |
3,811.0 |
1,879.0 |
46.6% |
220.0 |
5.5% |
12% |
False |
False |
129,682 |
60 |
5,690.0 |
3,811.0 |
1,879.0 |
46.6% |
171.5 |
4.3% |
12% |
False |
False |
86,566 |
80 |
5,699.0 |
3,811.0 |
1,888.0 |
46.8% |
148.0 |
3.7% |
12% |
False |
False |
64,971 |
100 |
6,125.5 |
3,811.0 |
2,314.5 |
57.4% |
125.5 |
3.1% |
10% |
False |
False |
51,982 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,829.5 |
2.618 |
5,218.5 |
1.618 |
4,844.0 |
1.000 |
4,612.5 |
0.618 |
4,469.5 |
HIGH |
4,238.0 |
0.618 |
4,095.0 |
0.500 |
4,051.0 |
0.382 |
4,006.5 |
LOW |
3,863.5 |
0.618 |
3,632.0 |
1.000 |
3,489.0 |
1.618 |
3,257.5 |
2.618 |
2,883.0 |
4.250 |
2,272.0 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,051.0 |
4,104.5 |
PP |
4,045.5 |
4,081.5 |
S1 |
4,040.0 |
4,058.0 |
|