Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,367.0 |
5,226.5 |
-140.5 |
-2.6% |
5,607.0 |
High |
5,419.5 |
5,240.0 |
-179.5 |
-3.3% |
5,621.5 |
Low |
5,094.0 |
4,675.0 |
-419.0 |
-8.2% |
4,333.0 |
Close |
5,237.0 |
4,859.5 |
-377.5 |
-7.2% |
4,499.0 |
Range |
325.5 |
565.0 |
239.5 |
73.6% |
1,288.5 |
ATR |
332.0 |
348.6 |
16.6 |
5.0% |
0.0 |
Volume |
291,271 |
272,799 |
-18,472 |
-6.3% |
1,854,430 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,619.8 |
6,304.7 |
5,170.3 |
|
R3 |
6,054.8 |
5,739.7 |
5,014.9 |
|
R2 |
5,489.8 |
5,489.8 |
4,963.1 |
|
R1 |
5,174.7 |
5,174.7 |
4,911.3 |
5,049.8 |
PP |
4,924.8 |
4,924.8 |
4,924.8 |
4,862.4 |
S1 |
4,609.7 |
4,609.7 |
4,807.7 |
4,484.8 |
S2 |
4,359.8 |
4,359.8 |
4,755.9 |
|
S3 |
3,794.8 |
4,044.7 |
4,704.1 |
|
S4 |
3,229.8 |
3,479.7 |
4,548.8 |
|
|
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 |
22.4% |
470.4 |
9.7% |
48% |
False |
False |
313,500 |
10 |
5,935.5 |
4,333.0 |
1,602.5 |
33.0% |
396.8 |
8.2% |
33% |
False |
False |
308,028 |
20 |
6,301.5 |
4,333.0 |
1,968.5 |
40.5% |
303.8 |
6.3% |
27% |
False |
False |
254,198 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
47.4% |
221.8 |
4.6% |
23% |
False |
False |
132,917 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
49.5% |
188.7 |
3.9% |
22% |
False |
False |
88,937 |
80 |
6,738.0 |
4,333.0 |
2,405.0 |
49.5% |
177.3 |
3.6% |
22% |
False |
False |
66,921 |
100 |
7,292.0 |
4,333.0 |
2,959.0 |
60.9% |
164.7 |
3.4% |
18% |
False |
False |
54,102 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
63.5% |
150.8 |
3.1% |
17% |
False |
False |
45,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,641.3 |
2.618 |
6,719.2 |
1.618 |
6,154.2 |
1.000 |
5,805.0 |
0.618 |
5,589.2 |
HIGH |
5,240.0 |
0.618 |
5,024.2 |
0.500 |
4,957.5 |
0.382 |
4,890.8 |
LOW |
4,675.0 |
0.618 |
4,325.8 |
1.000 |
4,110.0 |
1.618 |
3,760.8 |
2.618 |
3,195.8 |
4.250 |
2,273.8 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,957.5 |
5,047.3 |
PP |
4,924.8 |
4,984.7 |
S1 |
4,892.2 |
4,922.1 |
|