Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,694.0 |
3,929.5 |
235.5 |
6.4% |
4,160.5 |
High |
3,945.0 |
4,238.0 |
293.0 |
7.4% |
4,378.0 |
Low |
3,652.5 |
3,835.5 |
183.0 |
5.0% |
3,703.0 |
Close |
3,834.5 |
3,910.5 |
76.0 |
2.0% |
3,851.5 |
Range |
292.5 |
402.5 |
110.0 |
37.6% |
675.0 |
ATR |
316.8 |
323.0 |
6.2 |
2.0% |
0.0 |
Volume |
246,625 |
191,952 |
-54,673 |
-22.2% |
843,431 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,202.0 |
4,959.0 |
4,132.0 |
|
R3 |
4,799.5 |
4,556.5 |
4,021.0 |
|
R2 |
4,397.0 |
4,397.0 |
3,984.5 |
|
R1 |
4,154.0 |
4,154.0 |
3,947.5 |
4,074.0 |
PP |
3,994.5 |
3,994.5 |
3,994.5 |
3,955.0 |
S1 |
3,751.5 |
3,751.5 |
3,873.5 |
3,672.0 |
S2 |
3,592.0 |
3,592.0 |
3,836.5 |
|
S3 |
3,189.5 |
3,349.0 |
3,800.0 |
|
S4 |
2,787.0 |
2,946.5 |
3,689.0 |
|
|
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 |
4,238.0 |
3,652.5 |
585.5 |
15.0% |
309.0 |
7.9% |
44% |
True |
False |
185,544 |
10 |
4,398.0 |
3,652.5 |
745.5 |
19.1% |
318.0 |
8.1% |
35% |
False |
False |
199,365 |
20 |
5,100.0 |
3,652.5 |
1,447.5 |
37.0% |
319.0 |
8.2% |
18% |
False |
False |
216,231 |
40 |
5,622.0 |
3,652.5 |
1,969.5 |
50.4% |
256.0 |
6.5% |
13% |
False |
False |
161,685 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
52.1% |
198.0 |
5.1% |
13% |
False |
False |
107,928 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
52.1% |
169.0 |
4.3% |
13% |
False |
False |
80,956 |
100 |
5,969.0 |
3,652.5 |
2,316.5 |
59.2% |
145.0 |
3.7% |
11% |
False |
False |
64,801 |
120 |
6,421.0 |
3,652.5 |
2,768.5 |
70.8% |
122.0 |
3.1% |
9% |
False |
False |
54,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,948.5 |
2.618 |
5,291.5 |
1.618 |
4,889.0 |
1.000 |
4,640.5 |
0.618 |
4,486.5 |
HIGH |
4,238.0 |
0.618 |
4,084.0 |
0.500 |
4,037.0 |
0.382 |
3,989.5 |
LOW |
3,835.5 |
0.618 |
3,587.0 |
1.000 |
3,433.0 |
1.618 |
3,184.5 |
2.618 |
2,782.0 |
4.250 |
2,125.0 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,037.0 |
3,945.0 |
PP |
3,994.5 |
3,933.5 |
S1 |
3,952.5 |
3,922.0 |
|