Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,915.0 |
4,952.0 |
37.0 |
0.8% |
4,822.5 |
High |
4,979.0 |
4,957.5 |
-21.5 |
-0.4% |
5,419.5 |
Low |
4,783.0 |
4,699.5 |
-83.5 |
-1.7% |
4,546.5 |
Close |
4,865.0 |
4,792.5 |
-72.5 |
-1.5% |
4,805.0 |
Range |
196.0 |
258.0 |
62.0 |
31.6% |
873.0 |
ATR |
341.8 |
335.8 |
-6.0 |
-1.8% |
0.0 |
Volume |
171,371 |
182,057 |
10,686 |
6.2% |
1,433,092 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,590.5 |
5,449.5 |
4,934.4 |
|
R3 |
5,332.5 |
5,191.5 |
4,863.5 |
|
R2 |
5,074.5 |
5,074.5 |
4,839.8 |
|
R1 |
4,933.5 |
4,933.5 |
4,816.2 |
4,875.0 |
PP |
4,816.5 |
4,816.5 |
4,816.5 |
4,787.3 |
S1 |
4,675.5 |
4,675.5 |
4,768.9 |
4,617.0 |
S2 |
4,558.5 |
4,558.5 |
4,745.2 |
|
S3 |
4,300.5 |
4,417.5 |
4,721.6 |
|
S4 |
4,042.5 |
4,159.5 |
4,650.6 |
|
|
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 |
5,240.0 |
4,546.5 |
693.5 |
14.5% |
356.1 |
7.4% |
35% |
False |
False |
246,994 |
10 |
5,419.5 |
4,333.0 |
1,086.5 |
22.7% |
404.1 |
8.4% |
42% |
False |
False |
301,899 |
20 |
6,255.0 |
4,333.0 |
1,922.0 |
40.1% |
325.9 |
6.8% |
24% |
False |
False |
262,809 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
48.1% |
241.4 |
5.0% |
20% |
False |
False |
156,845 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
50.2% |
198.4 |
4.1% |
19% |
False |
False |
104,908 |
80 |
6,738.0 |
4,333.0 |
2,405.0 |
50.2% |
185.4 |
3.9% |
19% |
False |
False |
78,891 |
100 |
7,174.0 |
4,333.0 |
2,841.0 |
59.3% |
173.5 |
3.6% |
16% |
False |
False |
63,705 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
64.4% |
158.4 |
3.3% |
15% |
False |
False |
53,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,054.0 |
2.618 |
5,632.9 |
1.618 |
5,374.9 |
1.000 |
5,215.5 |
0.618 |
5,116.9 |
HIGH |
4,957.5 |
0.618 |
4,858.9 |
0.500 |
4,828.5 |
0.382 |
4,798.1 |
LOW |
4,699.5 |
0.618 |
4,540.1 |
1.000 |
4,441.5 |
1.618 |
4,282.1 |
2.618 |
4,024.1 |
4.250 |
3,603.0 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,828.5 |
4,799.0 |
PP |
4,816.5 |
4,796.8 |
S1 |
4,804.5 |
4,794.7 |
|