Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,460.0 |
4,855.0 |
395.0 |
8.9% |
4,915.0 |
High |
5,006.5 |
4,915.0 |
-91.5 |
-1.8% |
4,979.0 |
Low |
4,415.0 |
4,651.5 |
236.5 |
5.4% |
4,032.5 |
Close |
4,686.0 |
4,800.5 |
114.5 |
2.4% |
4,297.5 |
Range |
591.5 |
263.5 |
-328.0 |
-55.5% |
946.5 |
ATR |
380.0 |
371.7 |
-8.3 |
-2.2% |
0.0 |
Volume |
326,830 |
224,802 |
-102,028 |
-31.2% |
1,110,001 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,579.5 |
5,453.5 |
4,945.4 |
|
R3 |
5,316.0 |
5,190.0 |
4,873.0 |
|
R2 |
5,052.5 |
5,052.5 |
4,848.8 |
|
R1 |
4,926.5 |
4,926.5 |
4,824.7 |
4,857.8 |
PP |
4,789.0 |
4,789.0 |
4,789.0 |
4,754.6 |
S1 |
4,663.0 |
4,663.0 |
4,776.3 |
4,594.3 |
S2 |
4,525.5 |
4,525.5 |
4,752.2 |
|
S3 |
4,262.0 |
4,399.5 |
4,728.0 |
|
S4 |
3,998.5 |
4,136.0 |
4,655.6 |
|
|
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 |
20.3% |
389.9 |
8.1% |
79% |
False |
False |
274,726 |
10 |
5,006.5 |
4,032.5 |
974.0 |
20.3% |
353.1 |
7.4% |
79% |
False |
False |
252,667 |
20 |
5,935.5 |
4,032.5 |
1,903.0 |
39.6% |
374.9 |
7.8% |
40% |
False |
False |
280,348 |
40 |
6,556.0 |
4,032.5 |
2,523.5 |
52.6% |
281.4 |
5.9% |
30% |
False |
False |
195,759 |
60 |
6,738.0 |
4,032.5 |
2,705.5 |
56.4% |
225.4 |
4.7% |
28% |
False |
False |
130,921 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
56.4% |
203.9 |
4.2% |
28% |
False |
False |
98,392 |
100 |
7,012.5 |
4,032.5 |
2,980.0 |
62.1% |
189.0 |
3.9% |
26% |
False |
False |
79,250 |
120 |
7,421.0 |
4,032.5 |
3,388.5 |
70.6% |
174.4 |
3.6% |
23% |
False |
False |
66,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,034.9 |
2.618 |
5,604.8 |
1.618 |
5,341.3 |
1.000 |
5,178.5 |
0.618 |
5,077.8 |
HIGH |
4,915.0 |
0.618 |
4,814.3 |
0.500 |
4,783.3 |
0.382 |
4,752.2 |
LOW |
4,651.5 |
0.618 |
4,488.7 |
1.000 |
4,388.0 |
1.618 |
4,225.2 |
2.618 |
3,961.7 |
4.250 |
3,531.6 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,794.8 |
4,714.8 |
PP |
4,789.0 |
4,629.0 |
S1 |
4,783.3 |
4,543.3 |
|