Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
937.50 |
992.75 |
55.25 |
5.9% |
909.50 |
High |
992.75 |
992.75 |
0.00 |
0.0% |
1,067.00 |
Low |
925.50 |
951.00 |
25.50 |
2.8% |
865.25 |
Close |
990.50 |
959.25 |
-31.25 |
-3.2% |
933.50 |
Range |
67.25 |
41.75 |
-25.50 |
-37.9% |
201.75 |
ATR |
72.55 |
70.35 |
-2.20 |
-3.0% |
0.00 |
Volume |
3,820,686 |
2,435,954 |
-1,384,732 |
-36.2% |
22,257,840 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,093.00 |
1,067.75 |
982.25 |
|
R3 |
1,051.25 |
1,026.00 |
970.75 |
|
R2 |
1,009.50 |
1,009.50 |
967.00 |
|
R1 |
984.25 |
984.25 |
963.00 |
976.00 |
PP |
967.75 |
967.75 |
967.75 |
963.50 |
S1 |
942.50 |
942.50 |
955.50 |
934.25 |
S2 |
926.00 |
926.00 |
951.50 |
|
S3 |
884.25 |
900.75 |
947.75 |
|
S4 |
842.50 |
859.00 |
936.25 |
|
|
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 |
1,008.50 |
865.25 |
143.25 |
14.9% |
77.00 |
8.0% |
66% |
False |
False |
3,851,350 |
10 |
1,067.00 |
837.00 |
230.00 |
24.0% |
87.75 |
9.2% |
53% |
False |
False |
4,229,571 |
20 |
1,224.75 |
837.00 |
387.75 |
40.4% |
73.75 |
7.7% |
32% |
False |
False |
3,627,601 |
40 |
1,305.25 |
837.00 |
468.25 |
48.8% |
56.75 |
5.9% |
26% |
False |
False |
2,617,206 |
60 |
1,315.25 |
837.00 |
478.25 |
49.9% |
45.50 |
4.8% |
26% |
False |
False |
1,746,147 |
80 |
1,315.25 |
837.00 |
478.25 |
49.9% |
41.00 |
4.3% |
26% |
False |
False |
1,310,541 |
100 |
1,410.25 |
837.00 |
573.25 |
59.8% |
37.00 |
3.9% |
21% |
False |
False |
1,048,698 |
120 |
1,443.50 |
837.00 |
606.50 |
63.2% |
32.50 |
3.4% |
20% |
False |
False |
873,926 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,170.25 |
2.618 |
1,102.00 |
1.618 |
1,060.25 |
1.000 |
1,034.50 |
0.618 |
1,018.50 |
HIGH |
992.75 |
0.618 |
976.75 |
0.500 |
972.00 |
0.382 |
967.00 |
LOW |
951.00 |
0.618 |
925.25 |
1.000 |
909.25 |
1.618 |
883.50 |
2.618 |
841.75 |
4.250 |
773.50 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
972.00 |
956.25 |
PP |
967.75 |
953.25 |
S1 |
963.50 |
950.50 |
|