Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,822.5 |
5,367.0 |
544.5 |
11.3% |
5,607.0 |
High |
5,280.5 |
5,419.5 |
139.0 |
2.6% |
5,621.5 |
Low |
4,774.0 |
5,094.0 |
320.0 |
6.7% |
4,333.0 |
Close |
5,076.5 |
5,237.0 |
160.5 |
3.2% |
4,499.0 |
Range |
506.5 |
325.5 |
-181.0 |
-35.7% |
1,288.5 |
ATR |
331.1 |
332.0 |
0.8 |
0.3% |
0.0 |
Volume |
260,275 |
291,271 |
30,996 |
11.9% |
1,854,430 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,226.7 |
6,057.3 |
5,416.0 |
|
R3 |
5,901.2 |
5,731.8 |
5,326.5 |
|
R2 |
5,575.7 |
5,575.7 |
5,296.7 |
|
R1 |
5,406.3 |
5,406.3 |
5,266.8 |
5,328.3 |
PP |
5,250.2 |
5,250.2 |
5,250.2 |
5,211.1 |
S1 |
5,080.8 |
5,080.8 |
5,207.2 |
5,002.8 |
S2 |
4,924.7 |
4,924.7 |
5,177.3 |
|
S3 |
4,599.2 |
4,755.3 |
5,147.5 |
|
S4 |
4,273.7 |
4,429.8 |
5,058.0 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,683.3 |
7,879.7 |
5,207.7 |
|
R3 |
7,394.8 |
6,591.2 |
4,853.3 |
|
R2 |
6,106.3 |
6,106.3 |
4,735.2 |
|
R1 |
5,302.7 |
5,302.7 |
4,617.1 |
5,060.3 |
PP |
4,817.8 |
4,817.8 |
4,817.8 |
4,696.6 |
S1 |
4,014.2 |
4,014.2 |
4,380.9 |
3,771.8 |
S2 |
3,529.3 |
3,529.3 |
4,262.8 |
|
S3 |
2,240.8 |
2,725.7 |
4,144.7 |
|
S4 |
952.3 |
1,437.2 |
3,790.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,419.5 |
4,333.0 |
1,086.5 |
20.7% |
452.0 |
8.6% |
83% |
True |
False |
356,804 |
10 |
5,944.5 |
4,333.0 |
1,611.5 |
30.8% |
354.2 |
6.8% |
56% |
False |
False |
297,590 |
20 |
6,301.5 |
4,333.0 |
1,968.5 |
37.6% |
288.8 |
5.5% |
46% |
False |
False |
244,649 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
44.0% |
209.4 |
4.0% |
39% |
False |
False |
126,161 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
45.9% |
180.4 |
3.4% |
38% |
False |
False |
84,400 |
80 |
6,775.0 |
4,333.0 |
2,442.0 |
46.6% |
171.3 |
3.3% |
37% |
False |
False |
63,516 |
100 |
7,292.0 |
4,333.0 |
2,959.0 |
56.5% |
160.3 |
3.1% |
31% |
False |
False |
51,375 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
59.0% |
146.5 |
2.8% |
29% |
False |
False |
42,843 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,802.9 |
2.618 |
6,271.7 |
1.618 |
5,946.2 |
1.000 |
5,745.0 |
0.618 |
5,620.7 |
HIGH |
5,419.5 |
0.618 |
5,295.2 |
0.500 |
5,256.8 |
0.382 |
5,218.3 |
LOW |
5,094.0 |
0.618 |
4,892.8 |
1.000 |
4,768.5 |
1.618 |
4,567.3 |
2.618 |
4,241.8 |
4.250 |
3,710.6 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
5,256.8 |
5,116.8 |
PP |
5,250.2 |
4,996.5 |
S1 |
5,243.6 |
4,876.3 |
|