Trading Metrics calculated at close of trading on 20-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
940.75 |
937.50 |
-3.25 |
-0.3% |
921.75 |
High |
987.25 |
992.00 |
4.75 |
0.5% |
1,066.50 |
Low |
909.00 |
927.25 |
18.25 |
2.0% |
865.50 |
Close |
933.25 |
990.25 |
57.00 |
6.1% |
933.25 |
Range |
78.25 |
64.75 |
-13.50 |
-17.3% |
201.00 |
ATR |
70.66 |
70.24 |
-0.42 |
-0.6% |
0.00 |
Volume |
8,224 |
1,974 |
-6,250 |
-76.0% |
33,926 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,164.00 |
1,142.00 |
1,025.75 |
|
R3 |
1,099.25 |
1,077.25 |
1,008.00 |
|
R2 |
1,034.50 |
1,034.50 |
1,002.00 |
|
R1 |
1,012.50 |
1,012.50 |
996.25 |
1,023.50 |
PP |
969.75 |
969.75 |
969.75 |
975.50 |
S1 |
947.75 |
947.75 |
984.25 |
958.75 |
S2 |
905.00 |
905.00 |
978.50 |
|
S3 |
840.25 |
883.00 |
972.50 |
|
S4 |
775.50 |
818.25 |
954.75 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,558.00 |
1,446.75 |
1,043.75 |
|
R3 |
1,357.00 |
1,245.75 |
988.50 |
|
R2 |
1,156.00 |
1,156.00 |
970.00 |
|
R1 |
1,044.75 |
1,044.75 |
951.75 |
1,100.50 |
PP |
955.00 |
955.00 |
955.00 |
983.00 |
S1 |
843.75 |
843.75 |
914.75 |
899.50 |
S2 |
754.00 |
754.00 |
896.50 |
|
S3 |
553.00 |
642.75 |
878.00 |
|
S4 |
352.00 |
441.75 |
822.75 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,267.25 |
2.618 |
1,161.50 |
1.618 |
1,096.75 |
1.000 |
1,056.75 |
0.618 |
1,032.00 |
HIGH |
992.00 |
0.618 |
967.25 |
0.500 |
959.50 |
0.382 |
952.00 |
LOW |
927.25 |
0.618 |
887.25 |
1.000 |
862.50 |
1.618 |
822.50 |
2.618 |
757.75 |
4.250 |
652.00 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
980.00 |
969.75 |
PP |
969.75 |
949.25 |
S1 |
959.50 |
928.75 |
|