Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,179.0 |
4,330.0 |
151.0 |
3.6% |
4,160.5 |
High |
4,336.0 |
4,352.5 |
16.5 |
0.4% |
4,378.0 |
Low |
4,048.0 |
4,195.5 |
147.5 |
3.6% |
3,703.0 |
Close |
4,211.5 |
4,271.5 |
60.0 |
1.4% |
3,851.5 |
Range |
288.0 |
157.0 |
-131.0 |
-45.5% |
675.0 |
ATR |
330.3 |
317.9 |
-12.4 |
-3.7% |
0.0 |
Volume |
204,146 |
211,721 |
7,575 |
3.7% |
843,431 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,744.0 |
4,665.0 |
4,358.0 |
|
R3 |
4,587.0 |
4,508.0 |
4,314.5 |
|
R2 |
4,430.0 |
4,430.0 |
4,300.5 |
|
R1 |
4,351.0 |
4,351.0 |
4,286.0 |
4,312.0 |
PP |
4,273.0 |
4,273.0 |
4,273.0 |
4,254.0 |
S1 |
4,194.0 |
4,194.0 |
4,257.0 |
4,155.0 |
S2 |
4,116.0 |
4,116.0 |
4,242.5 |
|
S3 |
3,959.0 |
4,037.0 |
4,228.5 |
|
S4 |
3,802.0 |
3,880.0 |
4,185.0 |
|
|
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 |
4,352.5 |
3,652.5 |
700.0 |
16.4% |
275.0 |
6.4% |
88% |
True |
False |
205,452 |
10 |
4,378.0 |
3,652.5 |
725.5 |
17.0% |
287.0 |
6.7% |
85% |
False |
False |
196,573 |
20 |
5,057.0 |
3,652.5 |
1,404.5 |
32.9% |
321.5 |
7.5% |
44% |
False |
False |
215,856 |
40 |
5,571.5 |
3,652.5 |
1,919.0 |
44.9% |
259.0 |
6.1% |
32% |
False |
False |
172,066 |
60 |
5,690.0 |
3,652.5 |
2,037.5 |
47.7% |
203.0 |
4.7% |
30% |
False |
False |
114,857 |
80 |
5,690.0 |
3,652.5 |
2,037.5 |
47.7% |
172.5 |
4.0% |
30% |
False |
False |
86,154 |
100 |
5,969.0 |
3,652.5 |
2,316.5 |
54.2% |
148.0 |
3.5% |
27% |
False |
False |
68,960 |
120 |
6,421.0 |
3,652.5 |
2,768.5 |
64.8% |
126.0 |
2.9% |
22% |
False |
False |
57,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,020.0 |
2.618 |
4,763.5 |
1.618 |
4,606.5 |
1.000 |
4,509.5 |
0.618 |
4,449.5 |
HIGH |
4,352.5 |
0.618 |
4,292.5 |
0.500 |
4,274.0 |
0.382 |
4,255.5 |
LOW |
4,195.5 |
0.618 |
4,098.5 |
1.000 |
4,038.5 |
1.618 |
3,941.5 |
2.618 |
3,784.5 |
4.250 |
3,528.0 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,274.0 |
4,212.5 |
PP |
4,273.0 |
4,153.0 |
S1 |
4,272.5 |
4,094.0 |
|