Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,004.00 |
903.50 |
-100.50 |
-10.0% |
1,103.75 |
High |
1,008.50 |
950.00 |
-58.50 |
-5.8% |
1,104.00 |
Low |
897.25 |
865.25 |
-32.00 |
-3.6% |
837.00 |
Close |
903.25 |
941.00 |
37.75 |
4.2% |
891.00 |
Range |
111.25 |
84.75 |
-26.50 |
-23.8% |
267.00 |
ATR |
71.48 |
72.43 |
0.95 |
1.3% |
0.00 |
Volume |
4,094,351 |
3,831,280 |
-263,071 |
-6.4% |
21,448,426 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,173.00 |
1,141.75 |
987.50 |
|
R3 |
1,088.25 |
1,057.00 |
964.25 |
|
R2 |
1,003.50 |
1,003.50 |
956.50 |
|
R1 |
972.25 |
972.25 |
948.75 |
988.00 |
PP |
918.75 |
918.75 |
918.75 |
926.50 |
S1 |
887.50 |
887.50 |
933.25 |
903.00 |
S2 |
834.00 |
834.00 |
925.50 |
|
S3 |
749.25 |
802.75 |
917.75 |
|
S4 |
664.50 |
718.00 |
894.50 |
|
|
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 |
24.4% |
100.50 |
10.7% |
45% |
False |
False |
4,270,901 |
10 |
1,161.00 |
837.00 |
324.00 |
34.4% |
92.25 |
9.8% |
32% |
False |
False |
4,137,287 |
20 |
1,291.25 |
837.00 |
454.25 |
48.3% |
72.75 |
7.7% |
23% |
False |
False |
3,700,011 |
40 |
1,305.25 |
837.00 |
468.25 |
49.8% |
53.75 |
5.7% |
22% |
False |
False |
2,334,412 |
60 |
1,315.25 |
837.00 |
478.25 |
50.8% |
43.75 |
4.6% |
22% |
False |
False |
1,557,503 |
80 |
1,322.75 |
837.00 |
485.75 |
51.6% |
39.50 |
4.2% |
21% |
False |
False |
1,169,042 |
100 |
1,410.25 |
837.00 |
573.25 |
60.9% |
35.25 |
3.7% |
18% |
False |
False |
935,389 |
120 |
1,443.50 |
837.00 |
606.50 |
64.5% |
31.00 |
3.3% |
17% |
False |
False |
779,500 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,310.25 |
2.618 |
1,172.00 |
1.618 |
1,087.25 |
1.000 |
1,034.75 |
0.618 |
1,002.50 |
HIGH |
950.00 |
0.618 |
917.75 |
0.500 |
907.50 |
0.382 |
897.50 |
LOW |
865.25 |
0.618 |
812.75 |
1.000 |
780.50 |
1.618 |
728.00 |
2.618 |
643.25 |
4.250 |
505.00 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
930.00 |
966.00 |
PP |
918.75 |
957.75 |
S1 |
907.50 |
949.50 |
|