Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
864.25 |
836.50 |
-27.75 |
-3.2% |
937.50 |
High |
894.00 |
942.75 |
48.75 |
5.5% |
992.75 |
Low |
825.00 |
827.25 |
2.25 |
0.3% |
840.25 |
Close |
834.75 |
938.75 |
104.00 |
12.5% |
866.00 |
Range |
69.00 |
115.50 |
46.50 |
67.4% |
152.50 |
ATR |
72.01 |
75.12 |
3.11 |
4.3% |
0.00 |
Volume |
3,315,060 |
2,926,986 |
-388,074 |
-11.7% |
16,242,050 |
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,249.50 |
1,209.50 |
1,002.25 |
|
R3 |
1,134.00 |
1,094.00 |
970.50 |
|
R2 |
1,018.50 |
1,018.50 |
960.00 |
|
R1 |
978.50 |
978.50 |
949.25 |
998.50 |
PP |
903.00 |
903.00 |
903.00 |
913.00 |
S1 |
863.00 |
863.00 |
928.25 |
883.00 |
S2 |
787.50 |
787.50 |
917.50 |
|
S3 |
672.00 |
747.50 |
907.00 |
|
S4 |
556.50 |
632.00 |
875.25 |
|
|
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 |
969.25 |
825.00 |
144.25 |
15.4% |
85.00 |
9.1% |
79% |
False |
False |
3,245,491 |
10 |
1,008.50 |
825.00 |
183.50 |
19.5% |
81.00 |
8.6% |
62% |
False |
False |
3,548,420 |
20 |
1,174.00 |
825.00 |
349.00 |
37.2% |
81.25 |
8.6% |
33% |
False |
False |
3,718,222 |
40 |
1,291.25 |
825.00 |
466.25 |
49.7% |
64.75 |
6.9% |
24% |
False |
False |
3,020,551 |
60 |
1,315.25 |
825.00 |
490.25 |
52.2% |
50.75 |
5.4% |
23% |
False |
False |
2,016,329 |
80 |
1,315.25 |
825.00 |
490.25 |
52.2% |
44.75 |
4.8% |
23% |
False |
False |
1,513,226 |
100 |
1,371.75 |
825.00 |
546.75 |
58.2% |
40.00 |
4.3% |
21% |
False |
False |
1,210,934 |
120 |
1,443.50 |
825.00 |
618.50 |
65.9% |
35.50 |
3.8% |
18% |
False |
False |
1,009,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.50 |
2.618 |
1,245.25 |
1.618 |
1,129.75 |
1.000 |
1,058.25 |
0.618 |
1,014.25 |
HIGH |
942.75 |
0.618 |
898.75 |
0.500 |
885.00 |
0.382 |
871.25 |
LOW |
827.25 |
0.618 |
755.75 |
1.000 |
711.75 |
1.618 |
640.25 |
2.618 |
524.75 |
4.250 |
336.50 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
920.75 |
920.50 |
PP |
903.00 |
902.25 |
S1 |
885.00 |
884.00 |
|