Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
836.50 |
938.75 |
102.25 |
12.2% |
937.50 |
High |
942.75 |
971.25 |
28.50 |
3.0% |
992.75 |
Low |
827.25 |
914.25 |
87.00 |
10.5% |
840.25 |
Close |
938.75 |
927.00 |
-11.75 |
-1.3% |
866.00 |
Range |
115.50 |
57.00 |
-58.50 |
-50.6% |
152.50 |
ATR |
75.12 |
73.82 |
-1.29 |
-1.7% |
0.00 |
Volume |
2,926,986 |
3,768,414 |
841,428 |
28.7% |
16,242,050 |
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,108.50 |
1,074.75 |
958.25 |
|
R3 |
1,051.50 |
1,017.75 |
942.75 |
|
R2 |
994.50 |
994.50 |
937.50 |
|
R1 |
960.75 |
960.75 |
932.25 |
949.00 |
PP |
937.50 |
937.50 |
937.50 |
931.75 |
S1 |
903.75 |
903.75 |
921.75 |
892.00 |
S2 |
880.50 |
880.50 |
916.50 |
|
S3 |
823.50 |
846.75 |
911.25 |
|
S4 |
766.50 |
789.75 |
895.75 |
|
|
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 |
971.25 |
825.00 |
146.25 |
15.8% |
77.25 |
8.3% |
70% |
True |
False |
3,471,468 |
10 |
992.75 |
825.00 |
167.75 |
18.1% |
75.50 |
8.2% |
61% |
False |
False |
3,515,827 |
20 |
1,174.00 |
825.00 |
349.00 |
37.6% |
82.50 |
8.9% |
29% |
False |
False |
3,760,170 |
40 |
1,291.25 |
825.00 |
466.25 |
50.3% |
65.75 |
7.1% |
22% |
False |
False |
3,114,260 |
60 |
1,315.25 |
825.00 |
490.25 |
52.9% |
51.00 |
5.5% |
21% |
False |
False |
2,079,103 |
80 |
1,315.25 |
825.00 |
490.25 |
52.9% |
45.00 |
4.9% |
21% |
False |
False |
1,560,304 |
100 |
1,371.75 |
825.00 |
546.75 |
59.0% |
40.50 |
4.4% |
19% |
False |
False |
1,248,613 |
120 |
1,443.50 |
825.00 |
618.50 |
66.7% |
36.00 |
3.9% |
16% |
False |
False |
1,040,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,213.50 |
2.618 |
1,120.50 |
1.618 |
1,063.50 |
1.000 |
1,028.25 |
0.618 |
1,006.50 |
HIGH |
971.25 |
0.618 |
949.50 |
0.500 |
942.75 |
0.382 |
936.00 |
LOW |
914.25 |
0.618 |
879.00 |
1.000 |
857.25 |
1.618 |
822.00 |
2.618 |
765.00 |
4.250 |
672.00 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
942.75 |
917.50 |
PP |
937.50 |
907.75 |
S1 |
932.25 |
898.00 |
|