Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,964.0 |
4,974.5 |
10.5 |
0.2% |
4,836.0 |
High |
5,004.5 |
4,975.0 |
-29.5 |
-0.6% |
5,458.0 |
Low |
4,820.0 |
4,740.5 |
-79.5 |
-1.6% |
4,628.0 |
Close |
4,902.5 |
4,829.0 |
-73.5 |
-1.5% |
4,840.5 |
Range |
184.5 |
234.5 |
50.0 |
27.1% |
830.0 |
ATR |
321.9 |
315.7 |
-6.2 |
-1.9% |
0.0 |
Volume |
1,215 |
440 |
-775 |
-63.8% |
3,502 |
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,551.7 |
5,424.8 |
4,958.0 |
|
R3 |
5,317.2 |
5,190.3 |
4,893.5 |
|
R2 |
5,082.7 |
5,082.7 |
4,872.0 |
|
R1 |
4,955.8 |
4,955.8 |
4,850.5 |
4,902.0 |
PP |
4,848.2 |
4,848.2 |
4,848.2 |
4,821.3 |
S1 |
4,721.3 |
4,721.3 |
4,807.5 |
4,667.5 |
S2 |
4,613.7 |
4,613.7 |
4,786.0 |
|
S3 |
4,379.2 |
4,486.8 |
4,764.5 |
|
S4 |
4,144.7 |
4,252.3 |
4,700.0 |
|
|
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 |
5,239.0 |
4,628.0 |
611.0 |
12.7% |
313.0 |
6.5% |
33% |
False |
False |
758 |
10 |
5,458.0 |
4,450.0 |
1,008.0 |
20.9% |
359.7 |
7.4% |
38% |
False |
False |
792 |
20 |
6,318.5 |
4,450.0 |
1,868.5 |
38.7% |
296.5 |
6.1% |
20% |
False |
False |
807 |
40 |
6,706.5 |
4,450.0 |
2,256.5 |
46.7% |
223.3 |
4.6% |
17% |
False |
False |
1,698 |
60 |
6,806.5 |
4,450.0 |
2,356.5 |
48.8% |
181.6 |
3.8% |
16% |
False |
False |
1,240 |
80 |
6,806.5 |
4,450.0 |
2,356.5 |
48.8% |
168.8 |
3.5% |
16% |
False |
False |
1,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,971.6 |
2.618 |
5,588.9 |
1.618 |
5,354.4 |
1.000 |
5,209.5 |
0.618 |
5,119.9 |
HIGH |
4,975.0 |
0.618 |
4,885.4 |
0.500 |
4,857.8 |
0.382 |
4,830.1 |
LOW |
4,740.5 |
0.618 |
4,595.6 |
1.000 |
4,506.0 |
1.618 |
4,361.1 |
2.618 |
4,126.6 |
4.250 |
3,743.9 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,857.8 |
4,840.5 |
PP |
4,848.2 |
4,836.7 |
S1 |
4,838.6 |
4,832.8 |
|