Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,197.5 |
4,460.0 |
262.5 |
6.3% |
4,915.0 |
High |
4,503.5 |
5,006.5 |
503.0 |
11.2% |
4,979.0 |
Low |
4,080.0 |
4,415.0 |
335.0 |
8.2% |
4,032.5 |
Close |
4,302.0 |
4,686.0 |
384.0 |
8.9% |
4,297.5 |
Range |
423.5 |
591.5 |
168.0 |
39.7% |
946.5 |
ATR |
355.0 |
380.0 |
25.0 |
7.0% |
0.0 |
Volume |
256,299 |
326,830 |
70,531 |
27.5% |
1,110,001 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,477.0 |
6,173.0 |
5,011.3 |
|
R3 |
5,885.5 |
5,581.5 |
4,848.7 |
|
R2 |
5,294.0 |
5,294.0 |
4,794.4 |
|
R1 |
4,990.0 |
4,990.0 |
4,740.2 |
5,142.0 |
PP |
4,702.5 |
4,702.5 |
4,702.5 |
4,778.5 |
S1 |
4,398.5 |
4,398.5 |
4,631.8 |
4,550.5 |
S2 |
4,111.0 |
4,111.0 |
4,577.6 |
|
S3 |
3,519.5 |
3,807.0 |
4,523.3 |
|
S4 |
2,928.0 |
3,215.5 |
4,360.7 |
|
|
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 |
5,006.5 |
4,032.5 |
974.0 |
20.8% |
410.3 |
8.8% |
67% |
True |
False |
267,940 |
10 |
5,240.0 |
4,032.5 |
1,207.5 |
25.8% |
383.2 |
8.2% |
54% |
False |
False |
257,467 |
20 |
5,944.5 |
4,032.5 |
1,912.0 |
40.8% |
368.7 |
7.9% |
34% |
False |
False |
277,528 |
40 |
6,600.0 |
4,032.5 |
2,567.5 |
54.8% |
276.8 |
5.9% |
25% |
False |
False |
190,158 |
60 |
6,738.0 |
4,032.5 |
2,705.5 |
57.7% |
222.7 |
4.8% |
24% |
False |
False |
127,181 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
57.7% |
202.0 |
4.3% |
24% |
False |
False |
95,587 |
100 |
7,012.5 |
4,032.5 |
2,980.0 |
63.6% |
188.1 |
4.0% |
22% |
False |
False |
77,017 |
120 |
7,421.0 |
4,032.5 |
3,388.5 |
72.3% |
173.0 |
3.7% |
19% |
False |
False |
64,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,520.4 |
2.618 |
6,555.0 |
1.618 |
5,963.5 |
1.000 |
5,598.0 |
0.618 |
5,372.0 |
HIGH |
5,006.5 |
0.618 |
4,780.5 |
0.500 |
4,710.8 |
0.382 |
4,641.0 |
LOW |
4,415.0 |
0.618 |
4,049.5 |
1.000 |
3,823.5 |
1.618 |
3,458.0 |
2.618 |
2,866.5 |
4.250 |
1,901.1 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,710.8 |
4,630.5 |
PP |
4,702.5 |
4,575.0 |
S1 |
4,694.3 |
4,519.5 |
|