Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
992.75 |
958.50 |
-34.25 |
-3.5% |
909.50 |
High |
992.75 |
969.25 |
-23.50 |
-2.4% |
1,067.00 |
Low |
951.00 |
872.50 |
-78.50 |
-8.3% |
865.25 |
Close |
959.25 |
902.75 |
-56.50 |
-5.9% |
933.50 |
Range |
41.75 |
96.75 |
55.00 |
131.7% |
201.75 |
ATR |
70.35 |
72.23 |
1.89 |
2.7% |
0.00 |
Volume |
2,435,954 |
2,638,526 |
202,572 |
8.3% |
22,257,840 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,205.00 |
1,150.75 |
956.00 |
|
R3 |
1,108.25 |
1,054.00 |
929.25 |
|
R2 |
1,011.50 |
1,011.50 |
920.50 |
|
R1 |
957.25 |
957.25 |
911.50 |
936.00 |
PP |
914.75 |
914.75 |
914.75 |
904.25 |
S1 |
860.50 |
860.50 |
894.00 |
839.25 |
S2 |
818.00 |
818.00 |
885.00 |
|
S3 |
721.25 |
763.75 |
876.25 |
|
S4 |
624.50 |
667.00 |
849.50 |
|
|
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 |
992.75 |
865.25 |
127.50 |
14.1% |
74.00 |
8.2% |
29% |
False |
False |
3,560,185 |
10 |
1,067.00 |
837.00 |
230.00 |
25.5% |
89.25 |
9.9% |
29% |
False |
False |
4,063,794 |
20 |
1,224.75 |
837.00 |
387.75 |
43.0% |
77.00 |
8.5% |
17% |
False |
False |
3,604,622 |
40 |
1,305.25 |
837.00 |
468.25 |
51.9% |
58.75 |
6.5% |
14% |
False |
False |
2,683,071 |
60 |
1,315.25 |
837.00 |
478.25 |
53.0% |
46.75 |
5.2% |
14% |
False |
False |
1,790,083 |
80 |
1,315.25 |
837.00 |
478.25 |
53.0% |
42.00 |
4.6% |
14% |
False |
False |
1,343,508 |
100 |
1,410.25 |
837.00 |
573.25 |
63.5% |
37.75 |
4.2% |
11% |
False |
False |
1,075,058 |
120 |
1,443.50 |
837.00 |
606.50 |
67.2% |
33.25 |
3.7% |
11% |
False |
False |
895,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,380.50 |
2.618 |
1,222.50 |
1.618 |
1,125.75 |
1.000 |
1,066.00 |
0.618 |
1,029.00 |
HIGH |
969.25 |
0.618 |
932.25 |
0.500 |
921.00 |
0.382 |
909.50 |
LOW |
872.50 |
0.618 |
812.75 |
1.000 |
775.75 |
1.618 |
716.00 |
2.618 |
619.25 |
4.250 |
461.25 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
921.00 |
932.50 |
PP |
914.75 |
922.75 |
S1 |
908.75 |
912.75 |
|