Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,355.0 |
4,130.0 |
-225.0 |
-5.2% |
4,184.5 |
High |
4,363.5 |
4,211.5 |
-152.0 |
-3.5% |
4,555.0 |
Low |
4,163.0 |
3,855.0 |
-308.0 |
-7.4% |
3,811.0 |
Close |
4,215.0 |
4,033.5 |
-181.5 |
-4.3% |
4,035.0 |
Range |
200.5 |
356.5 |
156.0 |
77.8% |
744.0 |
ATR |
315.9 |
319.0 |
3.2 |
1.0% |
0.0 |
Volume |
162,145 |
158,707 |
-3,438 |
-2.1% |
1,404,861 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,103.0 |
4,924.5 |
4,229.5 |
|
R3 |
4,746.5 |
4,568.0 |
4,131.5 |
|
R2 |
4,390.0 |
4,390.0 |
4,099.0 |
|
R1 |
4,211.5 |
4,211.5 |
4,066.0 |
4,122.5 |
PP |
4,033.5 |
4,033.5 |
4,033.5 |
3,989.0 |
S1 |
3,855.0 |
3,855.0 |
4,001.0 |
3,766.0 |
S2 |
3,677.0 |
3,677.0 |
3,968.0 |
|
S3 |
3,320.5 |
3,498.5 |
3,935.5 |
|
S4 |
2,964.0 |
3,142.0 |
3,837.5 |
|
|
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 |
4,378.0 |
3,811.0 |
567.0 |
14.1% |
300.0 |
7.4% |
39% |
False |
False |
197,336 |
10 |
4,555.0 |
3,811.0 |
744.0 |
18.4% |
346.0 |
8.6% |
30% |
False |
False |
234,753 |
20 |
5,284.5 |
3,811.0 |
1,473.5 |
36.5% |
319.0 |
7.9% |
15% |
False |
False |
207,269 |
40 |
5,690.0 |
3,811.0 |
1,879.0 |
46.6% |
233.0 |
5.8% |
12% |
False |
False |
142,472 |
60 |
5,690.0 |
3,811.0 |
1,879.0 |
46.6% |
183.0 |
4.5% |
12% |
False |
False |
95,113 |
80 |
5,690.0 |
3,811.0 |
1,879.0 |
46.6% |
157.0 |
3.9% |
12% |
False |
False |
71,382 |
100 |
6,085.0 |
3,811.0 |
2,274.0 |
56.4% |
133.5 |
3.3% |
10% |
False |
False |
57,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,726.5 |
2.618 |
5,145.0 |
1.618 |
4,788.5 |
1.000 |
4,568.0 |
0.618 |
4,432.0 |
HIGH |
4,211.5 |
0.618 |
4,075.5 |
0.500 |
4,033.0 |
0.382 |
3,991.0 |
LOW |
3,855.0 |
0.618 |
3,634.5 |
1.000 |
3,498.5 |
1.618 |
3,278.0 |
2.618 |
2,921.5 |
4.250 |
2,340.0 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,033.5 |
4,116.5 |
PP |
4,033.5 |
4,089.0 |
S1 |
4,033.0 |
4,061.0 |
|