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 |
4,979.0 |
4,964.0 |
-15.0 |
-0.3% |
4,836.0 |
High |
5,014.0 |
5,004.5 |
-9.5 |
-0.2% |
5,458.0 |
Low |
4,667.0 |
4,820.0 |
153.0 |
3.3% |
4,628.0 |
Close |
4,840.5 |
4,902.5 |
62.0 |
1.3% |
4,840.5 |
Range |
347.0 |
184.5 |
-162.5 |
-46.8% |
830.0 |
ATR |
332.5 |
321.9 |
-10.6 |
-3.2% |
0.0 |
Volume |
470 |
1,215 |
745 |
158.5% |
3,502 |
|
Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,462.5 |
5,367.0 |
5,004.0 |
|
R3 |
5,278.0 |
5,182.5 |
4,953.2 |
|
R2 |
5,093.5 |
5,093.5 |
4,936.3 |
|
R1 |
4,998.0 |
4,998.0 |
4,919.4 |
4,953.5 |
PP |
4,909.0 |
4,909.0 |
4,909.0 |
4,886.8 |
S1 |
4,813.5 |
4,813.5 |
4,885.6 |
4,769.0 |
S2 |
4,724.5 |
4,724.5 |
4,868.7 |
|
S3 |
4,540.0 |
4,629.0 |
4,851.8 |
|
S4 |
4,355.5 |
4,444.5 |
4,801.0 |
|
|
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 |
16.9% |
327.7 |
6.7% |
33% |
False |
False |
835 |
10 |
5,599.0 |
4,450.0 |
1,149.0 |
23.4% |
368.6 |
7.5% |
39% |
False |
False |
907 |
20 |
6,318.5 |
4,450.0 |
1,868.5 |
38.1% |
290.6 |
5.9% |
24% |
False |
False |
822 |
40 |
6,706.5 |
4,450.0 |
2,256.5 |
46.0% |
220.7 |
4.5% |
20% |
False |
False |
1,700 |
60 |
6,806.5 |
4,450.0 |
2,356.5 |
48.1% |
180.2 |
3.7% |
19% |
False |
False |
1,239 |
80 |
6,806.5 |
4,450.0 |
2,356.5 |
48.1% |
167.6 |
3.4% |
19% |
False |
False |
1,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,788.6 |
2.618 |
5,487.5 |
1.618 |
5,303.0 |
1.000 |
5,189.0 |
0.618 |
5,118.5 |
HIGH |
5,004.5 |
0.618 |
4,934.0 |
0.500 |
4,912.3 |
0.382 |
4,890.5 |
LOW |
4,820.0 |
0.618 |
4,706.0 |
1.000 |
4,635.5 |
1.618 |
4,521.5 |
2.618 |
4,337.0 |
4.250 |
4,035.9 |
|
|
Fisher Pivots for day following 20-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,912.3 |
4,875.3 |
PP |
4,909.0 |
4,848.2 |
S1 |
4,905.8 |
4,821.0 |
|