Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
903.50 |
941.00 |
37.50 |
4.2% |
909.50 |
High |
950.00 |
987.75 |
37.75 |
4.0% |
1,067.00 |
Low |
865.25 |
908.00 |
42.75 |
4.9% |
865.25 |
Close |
941.00 |
933.50 |
-7.50 |
-0.8% |
933.50 |
Range |
84.75 |
79.75 |
-5.00 |
-5.9% |
201.75 |
ATR |
72.43 |
72.95 |
0.52 |
0.7% |
0.00 |
Volume |
3,831,280 |
5,074,482 |
1,243,202 |
32.4% |
22,257,840 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,182.25 |
1,137.75 |
977.25 |
|
R3 |
1,102.50 |
1,058.00 |
955.50 |
|
R2 |
1,022.75 |
1,022.75 |
948.00 |
|
R1 |
978.25 |
978.25 |
940.75 |
960.50 |
PP |
943.00 |
943.00 |
943.00 |
934.25 |
S1 |
898.50 |
898.50 |
926.25 |
881.00 |
S2 |
863.25 |
863.25 |
919.00 |
|
S3 |
783.50 |
818.75 |
911.50 |
|
S4 |
703.75 |
739.00 |
889.75 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,560.50 |
1,448.75 |
1,044.50 |
|
R3 |
1,358.75 |
1,247.00 |
989.00 |
|
R2 |
1,157.00 |
1,157.00 |
970.50 |
|
R1 |
1,045.25 |
1,045.25 |
952.00 |
1,101.00 |
PP |
955.25 |
955.25 |
955.25 |
983.25 |
S1 |
843.50 |
843.50 |
915.00 |
899.50 |
S2 |
753.50 |
753.50 |
896.50 |
|
S3 |
551.75 |
641.75 |
878.00 |
|
S4 |
350.00 |
440.00 |
822.50 |
|
|
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 |
865.25 |
201.75 |
21.6% |
95.25 |
10.2% |
34% |
False |
False |
4,451,568 |
10 |
1,104.00 |
837.00 |
267.00 |
28.6% |
94.25 |
10.1% |
36% |
False |
False |
4,370,626 |
20 |
1,250.25 |
837.00 |
413.25 |
44.3% |
72.50 |
7.8% |
23% |
False |
False |
3,653,088 |
40 |
1,305.25 |
837.00 |
468.25 |
50.2% |
55.25 |
5.9% |
21% |
False |
False |
2,461,116 |
60 |
1,315.25 |
837.00 |
478.25 |
51.2% |
44.50 |
4.8% |
20% |
False |
False |
1,641,976 |
80 |
1,315.25 |
837.00 |
478.25 |
51.2% |
40.00 |
4.3% |
20% |
False |
False |
1,232,446 |
100 |
1,410.25 |
837.00 |
573.25 |
61.4% |
36.00 |
3.9% |
17% |
False |
False |
986,134 |
120 |
1,443.50 |
837.00 |
606.50 |
65.0% |
31.75 |
3.4% |
16% |
False |
False |
821,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,326.75 |
2.618 |
1,196.50 |
1.618 |
1,116.75 |
1.000 |
1,067.50 |
0.618 |
1,037.00 |
HIGH |
987.75 |
0.618 |
957.25 |
0.500 |
948.00 |
0.382 |
938.50 |
LOW |
908.00 |
0.618 |
858.75 |
1.000 |
828.25 |
1.618 |
779.00 |
2.618 |
699.25 |
4.250 |
569.00 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
948.00 |
937.00 |
PP |
943.00 |
935.75 |
S1 |
938.25 |
934.50 |
|