Trading Metrics calculated at close of trading on 22-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,974.5 |
4,708.5 |
-266.0 |
-5.3% |
4,836.0 |
High |
4,975.0 |
4,767.0 |
-208.0 |
-4.2% |
5,458.0 |
Low |
4,740.5 |
4,420.0 |
-320.5 |
-6.8% |
4,628.0 |
Close |
4,829.0 |
4,605.0 |
-224.0 |
-4.6% |
4,840.5 |
Range |
234.5 |
347.0 |
112.5 |
48.0% |
830.0 |
ATR |
315.7 |
322.4 |
6.7 |
2.1% |
0.0 |
Volume |
440 |
823 |
383 |
87.0% |
3,502 |
|
Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,638.3 |
5,468.7 |
4,795.9 |
|
R3 |
5,291.3 |
5,121.7 |
4,700.4 |
|
R2 |
4,944.3 |
4,944.3 |
4,668.6 |
|
R1 |
4,774.7 |
4,774.7 |
4,636.8 |
4,686.0 |
PP |
4,597.3 |
4,597.3 |
4,597.3 |
4,553.0 |
S1 |
4,427.7 |
4,427.7 |
4,573.2 |
4,339.0 |
S2 |
4,250.3 |
4,250.3 |
4,541.4 |
|
S3 |
3,903.3 |
4,080.7 |
4,509.6 |
|
S4 |
3,556.3 |
3,733.7 |
4,414.2 |
|
|
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 |
5,014.0 |
4,420.0 |
594.0 |
12.9% |
284.6 |
6.2% |
31% |
False |
True |
733 |
10 |
5,458.0 |
4,420.0 |
1,038.0 |
22.5% |
353.5 |
7.7% |
18% |
False |
True |
755 |
20 |
6,318.5 |
4,420.0 |
1,898.5 |
41.2% |
309.8 |
6.7% |
10% |
False |
True |
804 |
40 |
6,706.5 |
4,420.0 |
2,286.5 |
49.7% |
229.5 |
5.0% |
8% |
False |
True |
1,707 |
60 |
6,806.5 |
4,420.0 |
2,386.5 |
51.8% |
186.3 |
4.0% |
8% |
False |
True |
1,247 |
80 |
6,806.5 |
4,420.0 |
2,386.5 |
51.8% |
171.7 |
3.7% |
8% |
False |
True |
1,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,241.8 |
2.618 |
5,675.4 |
1.618 |
5,328.4 |
1.000 |
5,114.0 |
0.618 |
4,981.4 |
HIGH |
4,767.0 |
0.618 |
4,634.4 |
0.500 |
4,593.5 |
0.382 |
4,552.6 |
LOW |
4,420.0 |
0.618 |
4,205.6 |
1.000 |
4,073.0 |
1.618 |
3,858.6 |
2.618 |
3,511.6 |
4.250 |
2,945.3 |
|
|
Fisher Pivots for day following 22-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,601.2 |
4,712.3 |
PP |
4,597.3 |
4,676.5 |
S1 |
4,593.5 |
4,640.8 |
|