Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,563.5 |
4,300.0 |
-263.5 |
-5.8% |
4,915.0 |
High |
4,612.5 |
4,408.5 |
-204.0 |
-4.4% |
4,979.0 |
Low |
4,317.5 |
4,032.5 |
-285.0 |
-6.6% |
4,032.5 |
Close |
4,526.0 |
4,297.5 |
-228.5 |
-5.0% |
4,297.5 |
Range |
295.0 |
376.0 |
81.0 |
27.5% |
946.5 |
ATR |
338.7 |
349.7 |
11.1 |
3.3% |
0.0 |
Volume |
264,409 |
301,294 |
36,885 |
13.9% |
1,110,001 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,374.2 |
5,211.8 |
4,504.3 |
|
R3 |
4,998.2 |
4,835.8 |
4,400.9 |
|
R2 |
4,622.2 |
4,622.2 |
4,366.4 |
|
R1 |
4,459.8 |
4,459.8 |
4,332.0 |
4,353.0 |
PP |
4,246.2 |
4,246.2 |
4,246.2 |
4,192.8 |
S1 |
4,083.8 |
4,083.8 |
4,263.0 |
3,977.0 |
S2 |
3,870.2 |
3,870.2 |
4,228.6 |
|
S3 |
3,494.2 |
3,707.8 |
4,194.1 |
|
S4 |
3,118.2 |
3,331.8 |
4,090.7 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,275.8 |
6,733.2 |
4,818.1 |
|
R3 |
6,329.3 |
5,786.7 |
4,557.8 |
|
R2 |
5,382.8 |
5,382.8 |
4,471.0 |
|
R1 |
4,840.2 |
4,840.2 |
4,384.3 |
4,638.3 |
PP |
4,436.3 |
4,436.3 |
4,436.3 |
4,335.4 |
S1 |
3,893.7 |
3,893.7 |
4,210.7 |
3,691.8 |
S2 |
3,489.8 |
3,489.8 |
4,124.0 |
|
S3 |
2,543.3 |
2,947.2 |
4,037.2 |
|
S4 |
1,596.8 |
2,000.7 |
3,776.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,979.0 |
4,032.5 |
946.5 |
22.0% |
298.1 |
6.9% |
28% |
False |
True |
222,000 |
10 |
5,419.5 |
4,032.5 |
1,387.0 |
32.3% |
364.9 |
8.5% |
19% |
False |
True |
254,309 |
20 |
6,091.5 |
4,032.5 |
2,059.0 |
47.9% |
359.1 |
8.4% |
13% |
False |
True |
273,466 |
40 |
6,637.0 |
4,032.5 |
2,604.5 |
60.6% |
258.6 |
6.0% |
10% |
False |
True |
175,650 |
60 |
6,738.0 |
4,032.5 |
2,705.5 |
63.0% |
210.5 |
4.9% |
10% |
False |
True |
117,489 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
63.0% |
193.0 |
4.5% |
10% |
False |
True |
88,320 |
100 |
7,012.5 |
4,032.5 |
2,980.0 |
69.3% |
179.5 |
4.2% |
9% |
False |
True |
71,229 |
120 |
7,421.0 |
4,032.5 |
3,388.5 |
78.8% |
165.7 |
3.9% |
8% |
False |
True |
59,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,006.5 |
2.618 |
5,392.9 |
1.618 |
5,016.9 |
1.000 |
4,784.5 |
0.618 |
4,640.9 |
HIGH |
4,408.5 |
0.618 |
4,264.9 |
0.500 |
4,220.5 |
0.382 |
4,176.1 |
LOW |
4,032.5 |
0.618 |
3,800.1 |
1.000 |
3,656.5 |
1.618 |
3,424.1 |
2.618 |
3,048.1 |
4.250 |
2,434.5 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,271.8 |
4,383.8 |
PP |
4,246.2 |
4,355.0 |
S1 |
4,220.5 |
4,326.3 |
|