Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
909.50 |
1,012.00 |
102.50 |
11.3% |
1,103.75 |
High |
1,017.50 |
1,067.00 |
49.50 |
4.9% |
1,104.00 |
Low |
909.25 |
974.25 |
65.00 |
7.1% |
837.00 |
Close |
1,016.75 |
1,002.25 |
-14.50 |
-1.4% |
891.00 |
Range |
108.25 |
92.75 |
-15.50 |
-14.3% |
267.00 |
ATR |
66.55 |
68.42 |
1.87 |
2.8% |
0.00 |
Volume |
5,899,056 |
3,358,671 |
-2,540,385 |
-43.1% |
21,448,426 |
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,292.75 |
1,240.25 |
1,053.25 |
|
R3 |
1,200.00 |
1,147.50 |
1,027.75 |
|
R2 |
1,107.25 |
1,107.25 |
1,019.25 |
|
R1 |
1,054.75 |
1,054.75 |
1,010.75 |
1,034.50 |
PP |
1,014.50 |
1,014.50 |
1,014.50 |
1,004.50 |
S1 |
962.00 |
962.00 |
993.75 |
942.00 |
S2 |
921.75 |
921.75 |
985.25 |
|
S3 |
829.00 |
869.25 |
976.75 |
|
S4 |
736.25 |
776.50 |
951.25 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.00 |
1,585.00 |
1,037.75 |
|
R3 |
1,478.00 |
1,318.00 |
964.50 |
|
R2 |
1,211.00 |
1,211.00 |
940.00 |
|
R1 |
1,051.00 |
1,051.00 |
915.50 |
997.50 |
PP |
944.00 |
944.00 |
944.00 |
917.25 |
S1 |
784.00 |
784.00 |
866.50 |
730.50 |
S2 |
677.00 |
677.00 |
842.00 |
|
S3 |
410.00 |
517.00 |
817.50 |
|
S4 |
143.00 |
250.00 |
744.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,067.00 |
837.00 |
230.00 |
22.9% |
98.75 |
9.8% |
72% |
True |
False |
4,607,792 |
10 |
1,174.00 |
837.00 |
337.00 |
33.6% |
81.25 |
8.1% |
49% |
False |
False |
3,888,024 |
20 |
1,291.25 |
837.00 |
454.25 |
45.3% |
70.75 |
7.1% |
36% |
False |
False |
3,801,447 |
40 |
1,305.25 |
837.00 |
468.25 |
46.7% |
49.75 |
5.0% |
35% |
False |
False |
2,136,505 |
60 |
1,315.25 |
837.00 |
478.25 |
47.7% |
41.25 |
4.1% |
35% |
False |
False |
1,425,501 |
80 |
1,340.25 |
837.00 |
503.25 |
50.2% |
37.75 |
3.8% |
33% |
False |
False |
1,070,088 |
100 |
1,410.25 |
837.00 |
573.25 |
57.2% |
33.50 |
3.3% |
29% |
False |
False |
856,133 |
120 |
1,443.50 |
837.00 |
606.50 |
60.5% |
29.50 |
3.0% |
27% |
False |
False |
713,453 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.25 |
2.618 |
1,309.75 |
1.618 |
1,217.00 |
1.000 |
1,159.75 |
0.618 |
1,124.25 |
HIGH |
1,067.00 |
0.618 |
1,031.50 |
0.500 |
1,020.50 |
0.382 |
1,009.75 |
LOW |
974.25 |
0.618 |
917.00 |
1.000 |
881.50 |
1.618 |
824.25 |
2.618 |
731.50 |
4.250 |
580.00 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,020.50 |
985.50 |
PP |
1,014.50 |
968.75 |
S1 |
1,008.50 |
952.00 |
|