Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
938.75 |
927.75 |
-11.00 |
-1.2% |
937.50 |
High |
971.25 |
968.50 |
-2.75 |
-0.3% |
992.75 |
Low |
914.25 |
926.75 |
12.50 |
1.4% |
840.25 |
Close |
927.00 |
961.50 |
34.50 |
3.7% |
866.00 |
Range |
57.00 |
41.75 |
-15.25 |
-26.8% |
152.50 |
ATR |
73.82 |
71.53 |
-2.29 |
-3.1% |
0.00 |
Volume |
3,768,414 |
3,240,110 |
-528,304 |
-14.0% |
16,242,050 |
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,077.50 |
1,061.25 |
984.50 |
|
R3 |
1,035.75 |
1,019.50 |
973.00 |
|
R2 |
994.00 |
994.00 |
969.25 |
|
R1 |
977.75 |
977.75 |
965.25 |
986.00 |
PP |
952.25 |
952.25 |
952.25 |
956.25 |
S1 |
936.00 |
936.00 |
957.75 |
944.00 |
S2 |
910.50 |
910.50 |
953.75 |
|
S3 |
868.75 |
894.25 |
950.00 |
|
S4 |
827.00 |
852.50 |
938.50 |
|
|
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 |
15.2% |
72.00 |
7.5% |
93% |
False |
False |
3,461,871 |
10 |
992.75 |
825.00 |
167.75 |
17.4% |
71.25 |
7.4% |
81% |
False |
False |
3,456,710 |
20 |
1,161.00 |
825.00 |
336.00 |
34.9% |
81.75 |
8.5% |
41% |
False |
False |
3,796,998 |
40 |
1,291.25 |
825.00 |
466.25 |
48.5% |
65.75 |
6.8% |
29% |
False |
False |
3,194,463 |
60 |
1,315.25 |
825.00 |
490.25 |
51.0% |
51.50 |
5.4% |
28% |
False |
False |
2,133,064 |
80 |
1,315.25 |
825.00 |
490.25 |
51.0% |
45.25 |
4.7% |
28% |
False |
False |
1,600,792 |
100 |
1,371.75 |
825.00 |
546.75 |
56.9% |
40.50 |
4.2% |
25% |
False |
False |
1,281,014 |
120 |
1,443.50 |
825.00 |
618.50 |
64.3% |
36.25 |
3.8% |
22% |
False |
False |
1,067,554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,146.00 |
2.618 |
1,077.75 |
1.618 |
1,036.00 |
1.000 |
1,010.25 |
0.618 |
994.25 |
HIGH |
968.50 |
0.618 |
952.50 |
0.500 |
947.50 |
0.382 |
942.75 |
LOW |
926.75 |
0.618 |
901.00 |
1.000 |
885.00 |
1.618 |
859.25 |
2.618 |
817.50 |
4.250 |
749.25 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
957.00 |
940.75 |
PP |
952.25 |
920.00 |
S1 |
947.50 |
899.25 |
|