Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,920.0 |
4,915.0 |
-5.0 |
-0.1% |
4,822.5 |
High |
4,988.0 |
4,979.0 |
-9.0 |
-0.2% |
5,419.5 |
Low |
4,610.0 |
4,783.0 |
173.0 |
3.8% |
4,546.5 |
Close |
4,805.0 |
4,865.0 |
60.0 |
1.2% |
4,805.0 |
Range |
378.0 |
196.0 |
-182.0 |
-48.1% |
873.0 |
ATR |
353.0 |
341.8 |
-11.2 |
-3.2% |
0.0 |
Volume |
261,800 |
171,371 |
-90,429 |
-34.5% |
1,433,092 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,463.7 |
5,360.3 |
4,972.8 |
|
R3 |
5,267.7 |
5,164.3 |
4,918.9 |
|
R2 |
5,071.7 |
5,071.7 |
4,900.9 |
|
R1 |
4,968.3 |
4,968.3 |
4,883.0 |
4,922.0 |
PP |
4,875.7 |
4,875.7 |
4,875.7 |
4,852.5 |
S1 |
4,772.3 |
4,772.3 |
4,847.0 |
4,726.0 |
S2 |
4,679.7 |
4,679.7 |
4,829.1 |
|
S3 |
4,483.7 |
4,576.3 |
4,811.1 |
|
S4 |
4,287.7 |
4,380.3 |
4,757.2 |
|
|
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 |
17.9% |
369.6 |
7.6% |
36% |
False |
False |
268,837 |
10 |
5,554.5 |
4,333.0 |
1,221.5 |
25.1% |
413.0 |
8.5% |
44% |
False |
False |
315,180 |
20 |
6,255.0 |
4,333.0 |
1,922.0 |
39.5% |
319.2 |
6.6% |
28% |
False |
False |
262,873 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
47.4% |
238.2 |
4.9% |
23% |
False |
False |
152,323 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
49.4% |
197.1 |
4.1% |
22% |
False |
False |
101,886 |
80 |
6,738.0 |
4,333.0 |
2,405.0 |
49.4% |
184.2 |
3.8% |
22% |
False |
False |
76,623 |
100 |
7,193.0 |
4,333.0 |
2,860.0 |
58.8% |
171.7 |
3.5% |
19% |
False |
False |
61,893 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
63.5% |
157.1 |
3.2% |
17% |
False |
False |
51,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,812.0 |
2.618 |
5,492.1 |
1.618 |
5,296.1 |
1.000 |
5,175.0 |
0.618 |
5,100.1 |
HIGH |
4,979.0 |
0.618 |
4,904.1 |
0.500 |
4,881.0 |
0.382 |
4,857.9 |
LOW |
4,783.0 |
0.618 |
4,661.9 |
1.000 |
4,587.0 |
1.618 |
4,465.9 |
2.618 |
4,269.9 |
4.250 |
3,950.0 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,881.0 |
4,832.4 |
PP |
4,875.7 |
4,799.8 |
S1 |
4,870.3 |
4,767.3 |
|