Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
904.50 |
914.50 |
10.00 |
1.1% |
937.50 |
High |
923.25 |
917.25 |
-6.00 |
-0.6% |
992.75 |
Low |
856.00 |
840.25 |
-15.75 |
-1.8% |
840.25 |
Close |
915.25 |
866.00 |
-49.25 |
-5.4% |
866.00 |
Range |
67.25 |
77.00 |
9.75 |
14.5% |
152.50 |
ATR |
71.88 |
72.24 |
0.37 |
0.5% |
0.00 |
Volume |
3,288,095 |
4,058,789 |
770,694 |
23.4% |
16,242,050 |
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,105.50 |
1,062.75 |
908.25 |
|
R3 |
1,028.50 |
985.75 |
887.25 |
|
R2 |
951.50 |
951.50 |
880.00 |
|
R1 |
908.75 |
908.75 |
873.00 |
891.50 |
PP |
874.50 |
874.50 |
874.50 |
866.00 |
S1 |
831.75 |
831.75 |
859.00 |
814.50 |
S2 |
797.50 |
797.50 |
852.00 |
|
S3 |
720.50 |
754.75 |
844.75 |
|
S4 |
643.50 |
677.75 |
823.75 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,357.25 |
1,264.00 |
950.00 |
|
R3 |
1,204.75 |
1,111.50 |
908.00 |
|
R2 |
1,052.25 |
1,052.25 |
894.00 |
|
R1 |
959.00 |
959.00 |
880.00 |
929.50 |
PP |
899.75 |
899.75 |
899.75 |
884.75 |
S1 |
806.50 |
806.50 |
852.00 |
777.00 |
S2 |
747.25 |
747.25 |
838.00 |
|
S3 |
594.75 |
654.00 |
824.00 |
|
S4 |
442.25 |
501.50 |
782.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
992.75 |
840.25 |
152.50 |
17.6% |
70.00 |
8.1% |
17% |
False |
True |
3,248,410 |
10 |
1,067.00 |
840.25 |
226.75 |
26.2% |
82.75 |
9.5% |
11% |
False |
True |
3,849,989 |
20 |
1,221.25 |
837.00 |
384.25 |
44.4% |
80.50 |
9.3% |
8% |
False |
False |
3,714,800 |
40 |
1,305.25 |
837.00 |
468.25 |
54.1% |
61.50 |
7.1% |
6% |
False |
False |
2,865,155 |
60 |
1,315.25 |
837.00 |
478.25 |
55.2% |
48.25 |
5.6% |
6% |
False |
False |
1,912,432 |
80 |
1,315.25 |
837.00 |
478.25 |
55.2% |
43.00 |
5.0% |
6% |
False |
False |
1,435,232 |
100 |
1,410.25 |
837.00 |
573.25 |
66.2% |
38.75 |
4.5% |
5% |
False |
False |
1,148,522 |
120 |
1,443.50 |
837.00 |
606.50 |
70.0% |
34.25 |
4.0% |
5% |
False |
False |
957,137 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,244.50 |
2.618 |
1,118.75 |
1.618 |
1,041.75 |
1.000 |
994.25 |
0.618 |
964.75 |
HIGH |
917.25 |
0.618 |
887.75 |
0.500 |
878.75 |
0.382 |
869.75 |
LOW |
840.25 |
0.618 |
792.75 |
1.000 |
763.25 |
1.618 |
715.75 |
2.618 |
638.75 |
4.250 |
513.00 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
878.75 |
904.75 |
PP |
874.50 |
891.75 |
S1 |
870.25 |
879.00 |
|