Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,160.5 |
4,355.0 |
194.5 |
4.7% |
4,184.5 |
High |
4,378.0 |
4,363.5 |
-14.5 |
-0.3% |
4,555.0 |
Low |
4,071.5 |
4,163.0 |
91.5 |
2.2% |
3,811.0 |
Close |
4,265.0 |
4,215.0 |
-50.0 |
-1.2% |
4,035.0 |
Range |
306.5 |
200.5 |
-106.0 |
-34.6% |
744.0 |
ATR |
324.7 |
315.9 |
-8.9 |
-2.7% |
0.0 |
Volume |
192,143 |
162,145 |
-29,998 |
-15.6% |
1,404,861 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,848.5 |
4,732.5 |
4,325.5 |
|
R3 |
4,648.0 |
4,532.0 |
4,270.0 |
|
R2 |
4,447.5 |
4,447.5 |
4,252.0 |
|
R1 |
4,331.5 |
4,331.5 |
4,233.5 |
4,289.0 |
PP |
4,247.0 |
4,247.0 |
4,247.0 |
4,226.0 |
S1 |
4,131.0 |
4,131.0 |
4,196.5 |
4,089.0 |
S2 |
4,046.5 |
4,046.5 |
4,178.0 |
|
S3 |
3,846.0 |
3,930.5 |
4,160.0 |
|
S4 |
3,645.5 |
3,730.0 |
4,104.5 |
|
|
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 |
4,398.0 |
3,811.0 |
587.0 |
13.9% |
327.5 |
7.8% |
69% |
False |
False |
213,187 |
10 |
4,700.0 |
3,811.0 |
889.0 |
21.1% |
356.0 |
8.4% |
45% |
False |
False |
245,600 |
20 |
5,284.5 |
3,811.0 |
1,473.5 |
35.0% |
305.5 |
7.3% |
27% |
False |
False |
207,589 |
40 |
5,690.0 |
3,811.0 |
1,879.0 |
44.6% |
227.0 |
5.4% |
22% |
False |
False |
138,532 |
60 |
5,690.0 |
3,811.0 |
1,879.0 |
44.6% |
178.5 |
4.2% |
22% |
False |
False |
92,468 |
80 |
5,690.0 |
3,811.0 |
1,879.0 |
44.6% |
153.0 |
3.6% |
22% |
False |
False |
69,399 |
100 |
6,125.5 |
3,811.0 |
2,314.5 |
54.9% |
130.5 |
3.1% |
17% |
False |
False |
55,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,215.5 |
2.618 |
4,888.5 |
1.618 |
4,688.0 |
1.000 |
4,564.0 |
0.618 |
4,487.5 |
HIGH |
4,363.5 |
0.618 |
4,287.0 |
0.500 |
4,263.0 |
0.382 |
4,239.5 |
LOW |
4,163.0 |
0.618 |
4,039.0 |
1.000 |
3,962.5 |
1.618 |
3,838.5 |
2.618 |
3,638.0 |
4.250 |
3,311.0 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,263.0 |
4,183.5 |
PP |
4,247.0 |
4,152.0 |
S1 |
4,231.0 |
4,121.0 |
|