Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,855.0 |
4,917.5 |
62.5 |
1.3% |
4,915.0 |
High |
4,915.0 |
5,048.5 |
133.5 |
2.7% |
4,979.0 |
Low |
4,651.5 |
4,830.0 |
178.5 |
3.8% |
4,032.5 |
Close |
4,800.5 |
4,900.5 |
100.0 |
2.1% |
4,297.5 |
Range |
263.5 |
218.5 |
-45.0 |
-17.1% |
946.5 |
ATR |
371.7 |
362.8 |
-8.8 |
-2.4% |
0.0 |
Volume |
224,802 |
185,136 |
-39,666 |
-17.6% |
1,110,001 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,581.8 |
5,459.7 |
5,020.7 |
|
R3 |
5,363.3 |
5,241.2 |
4,960.6 |
|
R2 |
5,144.8 |
5,144.8 |
4,940.6 |
|
R1 |
5,022.7 |
5,022.7 |
4,920.5 |
4,974.5 |
PP |
4,926.3 |
4,926.3 |
4,926.3 |
4,902.3 |
S1 |
4,804.2 |
4,804.2 |
4,880.5 |
4,756.0 |
S2 |
4,707.8 |
4,707.8 |
4,860.4 |
|
S3 |
4,489.3 |
4,585.7 |
4,840.4 |
|
S4 |
4,270.8 |
4,367.2 |
4,780.3 |
|
|
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 |
5,048.5 |
4,032.5 |
1,016.0 |
20.7% |
374.6 |
7.6% |
85% |
True |
False |
258,872 |
10 |
5,048.5 |
4,032.5 |
1,016.0 |
20.7% |
336.6 |
6.9% |
85% |
True |
False |
236,486 |
20 |
5,899.0 |
4,032.5 |
1,866.5 |
38.1% |
372.9 |
7.6% |
47% |
False |
False |
279,877 |
40 |
6,432.0 |
4,032.5 |
2,399.5 |
49.0% |
280.5 |
5.7% |
36% |
False |
False |
200,282 |
60 |
6,738.0 |
4,032.5 |
2,705.5 |
55.2% |
227.0 |
4.6% |
32% |
False |
False |
133,993 |
80 |
6,738.0 |
4,032.5 |
2,705.5 |
55.2% |
205.1 |
4.2% |
32% |
False |
False |
100,693 |
100 |
7,012.5 |
4,032.5 |
2,980.0 |
60.8% |
190.3 |
3.9% |
29% |
False |
False |
81,086 |
120 |
7,421.0 |
4,032.5 |
3,388.5 |
69.1% |
175.6 |
3.6% |
26% |
False |
False |
67,699 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,977.1 |
2.618 |
5,620.5 |
1.618 |
5,402.0 |
1.000 |
5,267.0 |
0.618 |
5,183.5 |
HIGH |
5,048.5 |
0.618 |
4,965.0 |
0.500 |
4,939.3 |
0.382 |
4,913.5 |
LOW |
4,830.0 |
0.618 |
4,695.0 |
1.000 |
4,611.5 |
1.618 |
4,476.5 |
2.618 |
4,258.0 |
4.250 |
3,901.4 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,939.3 |
4,844.3 |
PP |
4,926.3 |
4,788.0 |
S1 |
4,913.4 |
4,731.8 |
|