Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,012.00 |
1,004.00 |
-8.00 |
-0.8% |
1,103.75 |
High |
1,067.00 |
1,008.50 |
-58.50 |
-5.5% |
1,104.00 |
Low |
974.25 |
897.25 |
-77.00 |
-7.9% |
837.00 |
Close |
1,002.25 |
903.25 |
-99.00 |
-9.9% |
891.00 |
Range |
92.75 |
111.25 |
18.50 |
19.9% |
267.00 |
ATR |
68.42 |
71.48 |
3.06 |
4.5% |
0.00 |
Volume |
3,358,671 |
4,094,351 |
735,680 |
21.9% |
21,448,426 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,270.00 |
1,198.00 |
964.50 |
|
R3 |
1,158.75 |
1,086.75 |
933.75 |
|
R2 |
1,047.50 |
1,047.50 |
923.75 |
|
R1 |
975.50 |
975.50 |
913.50 |
956.00 |
PP |
936.25 |
936.25 |
936.25 |
926.50 |
S1 |
864.25 |
864.25 |
893.00 |
844.50 |
S2 |
825.00 |
825.00 |
882.75 |
|
S3 |
713.75 |
753.00 |
872.75 |
|
S4 |
602.50 |
641.75 |
842.00 |
|
|
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 |
25.5% |
104.50 |
11.6% |
29% |
False |
False |
4,567,404 |
10 |
1,174.00 |
837.00 |
337.00 |
37.3% |
89.50 |
9.9% |
20% |
False |
False |
4,004,514 |
20 |
1,291.25 |
837.00 |
454.25 |
50.3% |
72.75 |
8.1% |
15% |
False |
False |
3,760,209 |
40 |
1,305.25 |
837.00 |
468.25 |
51.8% |
52.00 |
5.8% |
14% |
False |
False |
2,238,716 |
60 |
1,315.25 |
837.00 |
478.25 |
52.9% |
42.50 |
4.7% |
14% |
False |
False |
1,493,726 |
80 |
1,340.25 |
837.00 |
503.25 |
55.7% |
38.75 |
4.3% |
13% |
False |
False |
1,121,244 |
100 |
1,410.25 |
837.00 |
573.25 |
63.5% |
34.50 |
3.8% |
12% |
False |
False |
897,077 |
120 |
1,443.50 |
837.00 |
606.50 |
67.1% |
30.50 |
3.4% |
11% |
False |
False |
747,573 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.25 |
2.618 |
1,299.75 |
1.618 |
1,188.50 |
1.000 |
1,119.75 |
0.618 |
1,077.25 |
HIGH |
1,008.50 |
0.618 |
966.00 |
0.500 |
953.00 |
0.382 |
939.75 |
LOW |
897.25 |
0.618 |
828.50 |
1.000 |
786.00 |
1.618 |
717.25 |
2.618 |
606.00 |
4.250 |
424.50 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
953.00 |
982.00 |
PP |
936.25 |
955.75 |
S1 |
919.75 |
929.50 |
|