Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
3,929.5 |
4,179.0 |
249.5 |
6.3% |
4,160.5 |
High |
4,238.0 |
4,336.0 |
98.0 |
2.3% |
4,378.0 |
Low |
3,835.5 |
4,048.0 |
212.5 |
5.5% |
3,703.0 |
Close |
3,910.5 |
4,211.5 |
301.0 |
7.7% |
3,851.5 |
Range |
402.5 |
288.0 |
-114.5 |
-28.4% |
675.0 |
ATR |
323.0 |
330.3 |
7.3 |
2.3% |
0.0 |
Volume |
191,952 |
204,146 |
12,194 |
6.4% |
843,431 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,062.5 |
4,925.0 |
4,370.0 |
|
R3 |
4,774.5 |
4,637.0 |
4,290.5 |
|
R2 |
4,486.5 |
4,486.5 |
4,264.5 |
|
R1 |
4,349.0 |
4,349.0 |
4,238.0 |
4,418.0 |
PP |
4,198.5 |
4,198.5 |
4,198.5 |
4,233.0 |
S1 |
4,061.0 |
4,061.0 |
4,185.0 |
4,130.0 |
S2 |
3,910.5 |
3,910.5 |
4,158.5 |
|
S3 |
3,622.5 |
3,773.0 |
4,132.5 |
|
S4 |
3,334.5 |
3,485.0 |
4,053.0 |
|
|
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 |
4,336.0 |
3,652.5 |
683.5 |
16.2% |
295.5 |
7.0% |
82% |
True |
False |
194,631 |
10 |
4,378.0 |
3,652.5 |
725.5 |
17.2% |
298.0 |
7.1% |
77% |
False |
False |
195,984 |
20 |
5,087.0 |
3,652.5 |
1,434.5 |
34.1% |
324.5 |
7.7% |
39% |
False |
False |
213,924 |
40 |
5,582.0 |
3,652.5 |
1,929.5 |
45.8% |
260.5 |
6.2% |
29% |
False |
False |
166,784 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
48.4% |
201.0 |
4.8% |
27% |
False |
False |
111,330 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
48.4% |
171.0 |
4.1% |
27% |
False |
False |
83,507 |
100 |
5,969.0 |
3,652.5 |
2,316.5 |
55.0% |
147.5 |
3.5% |
24% |
False |
False |
66,843 |
120 |
6,421.0 |
3,652.5 |
2,768.5 |
65.7% |
124.5 |
3.0% |
20% |
False |
False |
55,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,560.0 |
2.618 |
5,090.0 |
1.618 |
4,802.0 |
1.000 |
4,624.0 |
0.618 |
4,514.0 |
HIGH |
4,336.0 |
0.618 |
4,226.0 |
0.500 |
4,192.0 |
0.382 |
4,158.0 |
LOW |
4,048.0 |
0.618 |
3,870.0 |
1.000 |
3,760.0 |
1.618 |
3,582.0 |
2.618 |
3,294.0 |
4.250 |
2,824.0 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,205.0 |
4,139.0 |
PP |
4,198.5 |
4,066.5 |
S1 |
4,192.0 |
3,994.0 |
|