Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
922.25 |
860.00 |
-62.25 |
-6.7% |
937.50 |
High |
922.25 |
892.50 |
-29.75 |
-3.2% |
992.00 |
Low |
830.00 |
824.75 |
-5.25 |
-0.6% |
830.00 |
Close |
865.00 |
833.75 |
-31.25 |
-3.6% |
865.00 |
Range |
92.25 |
67.75 |
-24.50 |
-26.6% |
162.00 |
ATR |
71.45 |
71.18 |
-0.26 |
-0.4% |
0.00 |
Volume |
6,752 |
2,507 |
-4,245 |
-62.9% |
20,737 |
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,053.50 |
1,011.50 |
871.00 |
|
R3 |
985.75 |
943.75 |
852.50 |
|
R2 |
918.00 |
918.00 |
846.25 |
|
R1 |
876.00 |
876.00 |
840.00 |
863.00 |
PP |
850.25 |
850.25 |
850.25 |
844.00 |
S1 |
808.25 |
808.25 |
827.50 |
795.50 |
S2 |
782.50 |
782.50 |
821.25 |
|
S3 |
714.75 |
740.50 |
815.00 |
|
S4 |
647.00 |
672.75 |
796.50 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,381.75 |
1,285.25 |
954.00 |
|
R3 |
1,219.75 |
1,123.25 |
909.50 |
|
R2 |
1,057.75 |
1,057.75 |
894.75 |
|
R1 |
961.25 |
961.25 |
879.75 |
928.50 |
PP |
895.75 |
895.75 |
895.75 |
879.25 |
S1 |
799.25 |
799.25 |
850.25 |
766.50 |
S2 |
733.75 |
733.75 |
835.25 |
|
S3 |
571.75 |
637.25 |
820.50 |
|
S4 |
409.75 |
475.25 |
776.00 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,180.50 |
2.618 |
1,069.75 |
1.618 |
1,002.00 |
1.000 |
960.25 |
0.618 |
934.25 |
HIGH |
892.50 |
0.618 |
866.50 |
0.500 |
858.50 |
0.382 |
850.75 |
LOW |
824.75 |
0.618 |
783.00 |
1.000 |
757.00 |
1.618 |
715.25 |
2.618 |
647.50 |
4.250 |
536.75 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
858.50 |
873.50 |
PP |
850.25 |
860.25 |
S1 |
842.00 |
847.00 |
|