Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,700.0 |
4,563.5 |
-136.5 |
-2.9% |
4,822.5 |
High |
4,735.0 |
4,612.5 |
-122.5 |
-2.6% |
5,419.5 |
Low |
4,369.5 |
4,317.5 |
-52.0 |
-1.2% |
4,546.5 |
Close |
4,571.0 |
4,526.0 |
-45.0 |
-1.0% |
4,805.0 |
Range |
365.5 |
295.0 |
-70.5 |
-19.3% |
873.0 |
ATR |
342.0 |
338.7 |
-3.4 |
-1.0% |
0.0 |
Volume |
190,870 |
264,409 |
73,539 |
38.5% |
1,433,092 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,370.3 |
5,243.2 |
4,688.3 |
|
R3 |
5,075.3 |
4,948.2 |
4,607.1 |
|
R2 |
4,780.3 |
4,780.3 |
4,580.1 |
|
R1 |
4,653.2 |
4,653.2 |
4,553.0 |
4,569.3 |
PP |
4,485.3 |
4,485.3 |
4,485.3 |
4,443.4 |
S1 |
4,358.2 |
4,358.2 |
4,499.0 |
4,274.3 |
S2 |
4,190.3 |
4,190.3 |
4,471.9 |
|
S3 |
3,895.3 |
4,063.2 |
4,444.9 |
|
S4 |
3,600.3 |
3,768.2 |
4,363.8 |
|
|
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 |
4,317.5 |
670.5 |
14.8% |
298.5 |
6.6% |
31% |
False |
True |
214,101 |
10 |
5,419.5 |
4,317.5 |
1,102.0 |
24.3% |
370.4 |
8.2% |
19% |
False |
True |
270,256 |
20 |
6,175.0 |
4,317.5 |
1,857.5 |
41.0% |
346.2 |
7.6% |
11% |
False |
True |
267,377 |
40 |
6,637.0 |
4,317.5 |
2,319.5 |
51.2% |
250.6 |
5.5% |
9% |
False |
True |
168,141 |
60 |
6,738.0 |
4,317.5 |
2,420.5 |
53.5% |
206.2 |
4.6% |
9% |
False |
True |
112,474 |
80 |
6,738.0 |
4,317.5 |
2,420.5 |
53.5% |
189.8 |
4.2% |
9% |
False |
True |
84,567 |
100 |
7,174.0 |
4,317.5 |
2,856.5 |
63.1% |
178.4 |
3.9% |
7% |
False |
True |
68,234 |
120 |
7,421.0 |
4,317.5 |
3,103.5 |
68.6% |
162.9 |
3.6% |
7% |
False |
True |
56,920 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,866.3 |
2.618 |
5,384.8 |
1.618 |
5,089.8 |
1.000 |
4,907.5 |
0.618 |
4,794.8 |
HIGH |
4,612.5 |
0.618 |
4,499.8 |
0.500 |
4,465.0 |
0.382 |
4,430.2 |
LOW |
4,317.5 |
0.618 |
4,135.2 |
1.000 |
4,022.5 |
1.618 |
3,840.2 |
2.618 |
3,545.2 |
4.250 |
3,063.8 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,505.7 |
4,637.5 |
PP |
4,485.3 |
4,600.3 |
S1 |
4,465.0 |
4,563.2 |
|