Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,419.5 |
5,239.0 |
-180.5 |
-3.3% |
5,672.5 |
High |
5,458.0 |
5,239.0 |
-219.0 |
-4.0% |
5,672.5 |
Low |
5,150.0 |
4,750.0 |
-400.0 |
-7.8% |
4,450.0 |
Close |
5,278.5 |
4,899.0 |
-379.5 |
-7.2% |
4,535.0 |
Range |
308.0 |
489.0 |
181.0 |
58.8% |
1,222.5 |
ATR |
316.9 |
332.0 |
15.1 |
4.8% |
0.0 |
Volume |
824 |
949 |
125 |
15.2% |
4,695 |
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,429.7 |
6,153.3 |
5,168.0 |
|
R3 |
5,940.7 |
5,664.3 |
5,033.5 |
|
R2 |
5,451.7 |
5,451.7 |
4,988.7 |
|
R1 |
5,175.3 |
5,175.3 |
4,943.8 |
5,069.0 |
PP |
4,962.7 |
4,962.7 |
4,962.7 |
4,909.5 |
S1 |
4,686.3 |
4,686.3 |
4,854.2 |
4,580.0 |
S2 |
4,473.7 |
4,473.7 |
4,809.4 |
|
S3 |
3,984.7 |
4,197.3 |
4,764.5 |
|
S4 |
3,495.7 |
3,708.3 |
4,630.1 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,553.3 |
7,766.7 |
5,207.4 |
|
R3 |
7,330.8 |
6,544.2 |
4,871.2 |
|
R2 |
6,108.3 |
6,108.3 |
4,759.1 |
|
R1 |
5,321.7 |
5,321.7 |
4,647.1 |
5,103.8 |
PP |
4,885.8 |
4,885.8 |
4,885.8 |
4,776.9 |
S1 |
4,099.2 |
4,099.2 |
4,422.9 |
3,881.3 |
S2 |
3,663.3 |
3,663.3 |
4,310.9 |
|
S3 |
2,440.8 |
2,876.7 |
4,198.8 |
|
S4 |
1,218.3 |
1,654.2 |
3,862.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,458.0 |
4,450.0 |
1,008.0 |
20.6% |
422.3 |
8.6% |
45% |
False |
False |
777 |
10 |
5,989.0 |
4,450.0 |
1,539.0 |
31.4% |
361.4 |
7.4% |
29% |
False |
False |
835 |
20 |
6,353.5 |
4,450.0 |
1,903.5 |
38.9% |
278.3 |
5.7% |
24% |
False |
False |
1,177 |
40 |
6,706.5 |
4,450.0 |
2,256.5 |
46.1% |
207.3 |
4.2% |
20% |
False |
False |
1,689 |
60 |
6,806.5 |
4,450.0 |
2,356.5 |
48.1% |
172.7 |
3.5% |
19% |
False |
False |
1,227 |
80 |
6,806.5 |
4,450.0 |
2,356.5 |
48.1% |
161.6 |
3.3% |
19% |
False |
False |
1,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,317.3 |
2.618 |
6,519.2 |
1.618 |
6,030.2 |
1.000 |
5,728.0 |
0.618 |
5,541.2 |
HIGH |
5,239.0 |
0.618 |
5,052.2 |
0.500 |
4,994.5 |
0.382 |
4,936.8 |
LOW |
4,750.0 |
0.618 |
4,447.8 |
1.000 |
4,261.0 |
1.618 |
3,958.8 |
2.618 |
3,469.8 |
4.250 |
2,671.8 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,994.5 |
5,104.0 |
PP |
4,962.7 |
5,035.7 |
S1 |
4,930.8 |
4,967.3 |
|