Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,952.0 |
4,700.0 |
-252.0 |
-5.1% |
4,822.5 |
High |
4,957.5 |
4,735.0 |
-222.5 |
-4.5% |
5,419.5 |
Low |
4,699.5 |
4,369.5 |
-330.0 |
-7.0% |
4,546.5 |
Close |
4,792.5 |
4,571.0 |
-221.5 |
-4.6% |
4,805.0 |
Range |
258.0 |
365.5 |
107.5 |
41.7% |
873.0 |
ATR |
335.8 |
342.0 |
6.2 |
1.9% |
0.0 |
Volume |
182,057 |
190,870 |
8,813 |
4.8% |
1,433,092 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,655.0 |
5,478.5 |
4,772.0 |
|
R3 |
5,289.5 |
5,113.0 |
4,671.5 |
|
R2 |
4,924.0 |
4,924.0 |
4,638.0 |
|
R1 |
4,747.5 |
4,747.5 |
4,604.5 |
4,653.0 |
PP |
4,558.5 |
4,558.5 |
4,558.5 |
4,511.3 |
S1 |
4,382.0 |
4,382.0 |
4,537.5 |
4,287.5 |
S2 |
4,193.0 |
4,193.0 |
4,504.0 |
|
S3 |
3,827.5 |
4,016.5 |
4,470.5 |
|
S4 |
3,462.0 |
3,651.0 |
4,370.0 |
|
|
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 |
4,988.0 |
4,369.5 |
618.5 |
13.5% |
316.2 |
6.9% |
33% |
False |
True |
230,609 |
10 |
5,419.5 |
4,333.0 |
1,086.5 |
23.8% |
393.3 |
8.6% |
22% |
False |
False |
272,054 |
20 |
6,255.0 |
4,333.0 |
1,922.0 |
42.0% |
339.4 |
7.4% |
12% |
False |
False |
264,298 |
40 |
6,637.0 |
4,333.0 |
2,304.0 |
50.4% |
247.9 |
5.4% |
10% |
False |
False |
161,585 |
60 |
6,738.0 |
4,333.0 |
2,405.0 |
52.6% |
203.1 |
4.4% |
10% |
False |
False |
108,079 |
80 |
6,738.0 |
4,333.0 |
2,405.0 |
52.6% |
188.4 |
4.1% |
10% |
False |
False |
81,273 |
100 |
7,174.0 |
4,333.0 |
2,841.0 |
62.2% |
176.3 |
3.9% |
8% |
False |
False |
65,599 |
120 |
7,421.0 |
4,333.0 |
3,088.0 |
67.6% |
160.9 |
3.5% |
8% |
False |
False |
54,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,288.4 |
2.618 |
5,691.9 |
1.618 |
5,326.4 |
1.000 |
5,100.5 |
0.618 |
4,960.9 |
HIGH |
4,735.0 |
0.618 |
4,595.4 |
0.500 |
4,552.3 |
0.382 |
4,509.1 |
LOW |
4,369.5 |
0.618 |
4,143.6 |
1.000 |
4,004.0 |
1.618 |
3,778.1 |
2.618 |
3,412.6 |
4.250 |
2,816.1 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,564.8 |
4,674.3 |
PP |
4,558.5 |
4,639.8 |
S1 |
4,552.3 |
4,605.4 |
|