Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,047.0 |
3,882.0 |
-165.0 |
-4.1% |
4,160.5 |
High |
4,119.0 |
3,938.0 |
-181.0 |
-4.4% |
4,378.0 |
Low |
3,860.0 |
3,703.0 |
-157.0 |
-4.1% |
3,703.0 |
Close |
4,073.0 |
3,851.5 |
-221.5 |
-5.4% |
3,851.5 |
Range |
259.0 |
235.0 |
-24.0 |
-9.3% |
675.0 |
ATR |
314.7 |
318.7 |
3.9 |
1.3% |
0.0 |
Volume |
157,619 |
172,817 |
15,198 |
9.6% |
843,431 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,536.0 |
4,428.5 |
3,981.0 |
|
R3 |
4,301.0 |
4,193.5 |
3,916.0 |
|
R2 |
4,066.0 |
4,066.0 |
3,894.5 |
|
R1 |
3,958.5 |
3,958.5 |
3,873.0 |
3,895.0 |
PP |
3,831.0 |
3,831.0 |
3,831.0 |
3,799.0 |
S1 |
3,723.5 |
3,723.5 |
3,830.0 |
3,660.0 |
S2 |
3,596.0 |
3,596.0 |
3,808.5 |
|
S3 |
3,361.0 |
3,488.5 |
3,787.0 |
|
S4 |
3,126.0 |
3,253.5 |
3,722.0 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,002.5 |
5,602.0 |
4,223.0 |
|
R3 |
5,327.5 |
4,927.0 |
4,037.0 |
|
R2 |
4,652.5 |
4,652.5 |
3,975.0 |
|
R1 |
4,252.0 |
4,252.0 |
3,913.5 |
4,115.0 |
PP |
3,977.5 |
3,977.5 |
3,977.5 |
3,909.0 |
S1 |
3,577.0 |
3,577.0 |
3,789.5 |
3,440.0 |
S2 |
3,302.5 |
3,302.5 |
3,728.0 |
|
S3 |
2,627.5 |
2,902.0 |
3,666.0 |
|
S4 |
1,952.5 |
2,227.0 |
3,480.0 |
|
|
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 |
3,703.0 |
675.0 |
17.5% |
271.5 |
7.0% |
22% |
False |
True |
168,686 |
10 |
4,555.0 |
3,703.0 |
852.0 |
22.1% |
321.0 |
8.3% |
17% |
False |
True |
224,829 |
20 |
5,100.0 |
3,703.0 |
1,397.0 |
36.3% |
329.0 |
8.5% |
11% |
False |
True |
210,840 |
40 |
5,690.0 |
3,703.0 |
1,987.0 |
51.6% |
241.0 |
6.3% |
7% |
False |
True |
150,728 |
60 |
5,690.0 |
3,703.0 |
1,987.0 |
51.6% |
189.0 |
4.9% |
7% |
False |
True |
100,619 |
80 |
5,690.0 |
3,703.0 |
1,987.0 |
51.6% |
160.5 |
4.2% |
7% |
False |
True |
75,474 |
100 |
6,025.5 |
3,703.0 |
2,322.5 |
60.3% |
138.0 |
3.6% |
6% |
False |
True |
60,416 |
120 |
6,421.0 |
3,703.0 |
2,718.0 |
70.6% |
116.5 |
3.0% |
5% |
False |
True |
50,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,937.0 |
2.618 |
4,553.0 |
1.618 |
4,318.0 |
1.000 |
4,173.0 |
0.618 |
4,083.0 |
HIGH |
3,938.0 |
0.618 |
3,848.0 |
0.500 |
3,820.5 |
0.382 |
3,793.0 |
LOW |
3,703.0 |
0.618 |
3,558.0 |
1.000 |
3,468.0 |
1.618 |
3,323.0 |
2.618 |
3,088.0 |
4.250 |
2,704.0 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
3,841.0 |
3,957.0 |
PP |
3,831.0 |
3,922.0 |
S1 |
3,820.5 |
3,887.0 |
|