Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,555.0 |
4,920.0 |
365.0 |
8.0% |
4,822.5 |
High |
4,930.0 |
4,988.0 |
58.0 |
1.2% |
5,419.5 |
Low |
4,546.5 |
4,610.0 |
63.5 |
1.4% |
4,546.5 |
Close |
4,618.0 |
4,805.0 |
187.0 |
4.0% |
4,805.0 |
Range |
383.5 |
378.0 |
-5.5 |
-1.4% |
873.0 |
ATR |
351.1 |
353.0 |
1.9 |
0.5% |
0.0 |
Volume |
346,947 |
261,800 |
-85,147 |
-24.5% |
1,433,092 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,935.0 |
5,748.0 |
5,012.9 |
|
R3 |
5,557.0 |
5,370.0 |
4,909.0 |
|
R2 |
5,179.0 |
5,179.0 |
4,874.3 |
|
R1 |
4,992.0 |
4,992.0 |
4,839.7 |
4,896.5 |
PP |
4,801.0 |
4,801.0 |
4,801.0 |
4,753.3 |
S1 |
4,614.0 |
4,614.0 |
4,770.4 |
4,518.5 |
S2 |
4,423.0 |
4,423.0 |
4,735.7 |
|
S3 |
4,045.0 |
4,236.0 |
4,701.1 |
|
S4 |
3,667.0 |
3,858.0 |
4,597.1 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,542.7 |
7,046.8 |
5,285.2 |
|
R3 |
6,669.7 |
6,173.8 |
5,045.1 |
|
R2 |
5,796.7 |
5,796.7 |
4,965.1 |
|
R1 |
5,300.8 |
5,300.8 |
4,885.0 |
5,112.3 |
PP |
4,923.7 |
4,923.7 |
4,923.7 |
4,829.4 |
S1 |
4,427.8 |
4,427.8 |
4,725.0 |
4,239.3 |
S2 |
4,050.7 |
4,050.7 |
4,645.0 |
|
S3 |
3,177.7 |
3,554.8 |
4,564.9 |
|
S4 |
2,304.7 |
2,681.8 |
4,324.9 |
|
|
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 |
4,546.5 |
873.0 |
18.2% |
431.7 |
9.0% |
30% |
False |
False |
286,618 |
10 |
5,621.5 |
4,333.0 |
1,288.5 |
26.8% |
423.4 |
8.8% |
37% |
False |
False |
328,752 |
20 |
6,281.0 |
4,333.0 |
1,948.0 |
40.5% |
320.0 |
6.7% |
24% |
False |
False |
264,621 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
48.0% |
235.9 |
4.9% |
20% |
False |
False |
148,065 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
50.1% |
195.7 |
4.1% |
20% |
False |
False |
99,046 |
80 |
6,738.0 |
4,333.0 |
2,405.0 |
50.1% |
183.3 |
3.8% |
20% |
False |
False |
74,487 |
100 |
7,273.5 |
4,333.0 |
2,940.5 |
61.2% |
171.1 |
3.6% |
16% |
False |
False |
60,181 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
64.3% |
155.7 |
3.2% |
15% |
False |
False |
50,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,594.5 |
2.618 |
5,977.6 |
1.618 |
5,599.6 |
1.000 |
5,366.0 |
0.618 |
5,221.6 |
HIGH |
4,988.0 |
0.618 |
4,843.6 |
0.500 |
4,799.0 |
0.382 |
4,754.4 |
LOW |
4,610.0 |
0.618 |
4,376.4 |
1.000 |
4,232.0 |
1.618 |
3,998.4 |
2.618 |
3,620.4 |
4.250 |
3,003.5 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,803.0 |
4,893.3 |
PP |
4,801.0 |
4,863.8 |
S1 |
4,799.0 |
4,834.4 |
|