Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,608.0 |
4,979.0 |
371.0 |
8.1% |
4,836.0 |
High |
4,938.0 |
5,014.0 |
76.0 |
1.5% |
5,458.0 |
Low |
4,628.0 |
4,667.0 |
39.0 |
0.8% |
4,628.0 |
Close |
4,654.0 |
4,840.5 |
186.5 |
4.0% |
4,840.5 |
Range |
310.0 |
347.0 |
37.0 |
11.9% |
830.0 |
ATR |
330.4 |
332.5 |
2.1 |
0.6% |
0.0 |
Volume |
718 |
470 |
-248 |
-34.5% |
3,502 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,881.5 |
5,708.0 |
5,031.4 |
|
R3 |
5,534.5 |
5,361.0 |
4,935.9 |
|
R2 |
5,187.5 |
5,187.5 |
4,904.1 |
|
R1 |
5,014.0 |
5,014.0 |
4,872.3 |
4,927.3 |
PP |
4,840.5 |
4,840.5 |
4,840.5 |
4,797.1 |
S1 |
4,667.0 |
4,667.0 |
4,808.7 |
4,580.3 |
S2 |
4,493.5 |
4,493.5 |
4,776.9 |
|
S3 |
4,146.5 |
4,320.0 |
4,745.1 |
|
S4 |
3,799.5 |
3,973.0 |
4,649.7 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,465.5 |
6,983.0 |
5,297.0 |
|
R3 |
6,635.5 |
6,153.0 |
5,068.8 |
|
R2 |
5,805.5 |
5,805.5 |
4,992.7 |
|
R1 |
5,323.0 |
5,323.0 |
4,916.6 |
5,564.3 |
PP |
4,975.5 |
4,975.5 |
4,975.5 |
5,096.1 |
S1 |
4,493.0 |
4,493.0 |
4,764.4 |
4,734.3 |
S2 |
4,145.5 |
4,145.5 |
4,688.3 |
|
S3 |
3,315.5 |
3,663.0 |
4,612.3 |
|
S4 |
2,485.5 |
2,833.0 |
4,384.0 |
|
|
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 |
4,628.0 |
830.0 |
17.1% |
386.1 |
8.0% |
26% |
False |
False |
700 |
10 |
5,672.5 |
4,450.0 |
1,222.5 |
25.3% |
380.1 |
7.9% |
32% |
False |
False |
819 |
20 |
6,345.0 |
4,450.0 |
1,895.0 |
39.1% |
291.8 |
6.0% |
21% |
False |
False |
810 |
40 |
6,706.5 |
4,450.0 |
2,256.5 |
46.6% |
218.7 |
4.5% |
17% |
False |
False |
1,681 |
60 |
6,806.5 |
4,450.0 |
2,356.5 |
48.7% |
178.7 |
3.7% |
17% |
False |
False |
1,225 |
80 |
6,806.5 |
4,450.0 |
2,356.5 |
48.7% |
166.5 |
3.4% |
17% |
False |
False |
993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,488.8 |
2.618 |
5,922.4 |
1.618 |
5,575.4 |
1.000 |
5,361.0 |
0.618 |
5,228.4 |
HIGH |
5,014.0 |
0.618 |
4,881.4 |
0.500 |
4,840.5 |
0.382 |
4,799.6 |
LOW |
4,667.0 |
0.618 |
4,452.6 |
1.000 |
4,320.0 |
1.618 |
4,105.6 |
2.618 |
3,758.6 |
4.250 |
3,192.3 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,840.5 |
4,933.5 |
PP |
4,840.5 |
4,902.5 |
S1 |
4,840.5 |
4,871.5 |
|