Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
5,239.0 |
4,608.0 |
-631.0 |
-12.0% |
5,672.5 |
High |
5,239.0 |
4,938.0 |
-301.0 |
-5.7% |
5,672.5 |
Low |
4,750.0 |
4,628.0 |
-122.0 |
-2.6% |
4,450.0 |
Close |
4,899.0 |
4,654.0 |
-245.0 |
-5.0% |
4,535.0 |
Range |
489.0 |
310.0 |
-179.0 |
-36.6% |
1,222.5 |
ATR |
332.0 |
330.4 |
-1.6 |
-0.5% |
0.0 |
Volume |
949 |
718 |
-231 |
-24.3% |
4,695 |
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,670.0 |
5,472.0 |
4,824.5 |
|
R3 |
5,360.0 |
5,162.0 |
4,739.3 |
|
R2 |
5,050.0 |
5,050.0 |
4,710.8 |
|
R1 |
4,852.0 |
4,852.0 |
4,682.4 |
4,951.0 |
PP |
4,740.0 |
4,740.0 |
4,740.0 |
4,789.5 |
S1 |
4,542.0 |
4,542.0 |
4,625.6 |
4,641.0 |
S2 |
4,430.0 |
4,430.0 |
4,597.2 |
|
S3 |
4,120.0 |
4,232.0 |
4,568.8 |
|
S4 |
3,810.0 |
3,922.0 |
4,483.5 |
|
|
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 |
21.7% |
385.9 |
8.3% |
20% |
False |
False |
703 |
10 |
5,951.0 |
4,450.0 |
1,501.0 |
32.3% |
367.0 |
7.9% |
14% |
False |
False |
827 |
20 |
6,353.5 |
4,450.0 |
1,903.5 |
40.9% |
282.6 |
6.1% |
11% |
False |
False |
876 |
40 |
6,706.5 |
4,450.0 |
2,256.5 |
48.5% |
213.2 |
4.6% |
9% |
False |
False |
1,683 |
60 |
6,806.5 |
4,450.0 |
2,356.5 |
50.6% |
175.2 |
3.8% |
9% |
False |
False |
1,230 |
80 |
6,806.5 |
4,450.0 |
2,356.5 |
50.6% |
163.4 |
3.5% |
9% |
False |
False |
991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,255.5 |
2.618 |
5,749.6 |
1.618 |
5,439.6 |
1.000 |
5,248.0 |
0.618 |
5,129.6 |
HIGH |
4,938.0 |
0.618 |
4,819.6 |
0.500 |
4,783.0 |
0.382 |
4,746.4 |
LOW |
4,628.0 |
0.618 |
4,436.4 |
1.000 |
4,318.0 |
1.618 |
4,126.4 |
2.618 |
3,816.4 |
4.250 |
3,310.5 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,783.0 |
5,043.0 |
PP |
4,740.0 |
4,913.3 |
S1 |
4,697.0 |
4,783.7 |
|