Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
941.00 |
937.50 |
-3.50 |
-0.4% |
909.50 |
High |
987.75 |
992.75 |
5.00 |
0.5% |
1,067.00 |
Low |
908.00 |
925.50 |
17.50 |
1.9% |
865.25 |
Close |
933.50 |
990.50 |
57.00 |
6.1% |
933.50 |
Range |
79.75 |
67.25 |
-12.50 |
-15.7% |
201.75 |
ATR |
72.95 |
72.55 |
-0.41 |
-0.6% |
0.00 |
Volume |
5,074,482 |
3,820,686 |
-1,253,796 |
-24.7% |
22,257,840 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,171.25 |
1,148.25 |
1,027.50 |
|
R3 |
1,104.00 |
1,081.00 |
1,009.00 |
|
R2 |
1,036.75 |
1,036.75 |
1,002.75 |
|
R1 |
1,013.75 |
1,013.75 |
996.75 |
1,025.25 |
PP |
969.50 |
969.50 |
969.50 |
975.50 |
S1 |
946.50 |
946.50 |
984.25 |
958.00 |
S2 |
902.25 |
902.25 |
978.25 |
|
S3 |
835.00 |
879.25 |
972.00 |
|
S4 |
767.75 |
812.00 |
953.50 |
|
|
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 |
20.4% |
87.25 |
8.8% |
62% |
False |
False |
4,035,894 |
10 |
1,078.00 |
837.00 |
241.00 |
24.3% |
91.50 |
9.2% |
64% |
False |
False |
4,433,505 |
20 |
1,224.75 |
837.00 |
387.75 |
39.1% |
73.50 |
7.4% |
40% |
False |
False |
3,643,751 |
40 |
1,305.25 |
837.00 |
468.25 |
47.3% |
56.50 |
5.7% |
33% |
False |
False |
2,556,455 |
60 |
1,315.25 |
837.00 |
478.25 |
48.3% |
45.25 |
4.6% |
32% |
False |
False |
1,705,592 |
80 |
1,315.25 |
837.00 |
478.25 |
48.3% |
40.75 |
4.1% |
32% |
False |
False |
1,280,112 |
100 |
1,410.25 |
837.00 |
573.25 |
57.9% |
36.75 |
3.7% |
27% |
False |
False |
1,024,341 |
120 |
1,443.50 |
837.00 |
606.50 |
61.2% |
32.25 |
3.3% |
25% |
False |
False |
853,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,278.50 |
2.618 |
1,168.75 |
1.618 |
1,101.50 |
1.000 |
1,060.00 |
0.618 |
1,034.25 |
HIGH |
992.75 |
0.618 |
967.00 |
0.500 |
959.00 |
0.382 |
951.25 |
LOW |
925.50 |
0.618 |
884.00 |
1.000 |
858.25 |
1.618 |
816.75 |
2.618 |
749.50 |
4.250 |
639.75 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
980.00 |
970.00 |
PP |
969.50 |
949.50 |
S1 |
959.00 |
929.00 |
|