Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
4,708.5 |
4,587.0 |
-121.5 |
-2.6% |
4,836.0 |
High |
4,767.0 |
4,645.0 |
-122.0 |
-2.6% |
5,458.0 |
Low |
4,420.0 |
4,355.5 |
-64.5 |
-1.5% |
4,628.0 |
Close |
4,605.0 |
4,561.0 |
-44.0 |
-1.0% |
4,840.5 |
Range |
347.0 |
289.5 |
-57.5 |
-16.6% |
830.0 |
ATR |
322.4 |
320.0 |
-2.3 |
-0.7% |
0.0 |
Volume |
823 |
569 |
-254 |
-30.9% |
3,502 |
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,389.0 |
5,264.5 |
4,720.2 |
|
R3 |
5,099.5 |
4,975.0 |
4,640.6 |
|
R2 |
4,810.0 |
4,810.0 |
4,614.1 |
|
R1 |
4,685.5 |
4,685.5 |
4,587.5 |
4,603.0 |
PP |
4,520.5 |
4,520.5 |
4,520.5 |
4,479.3 |
S1 |
4,396.0 |
4,396.0 |
4,534.5 |
4,313.5 |
S2 |
4,231.0 |
4,231.0 |
4,507.9 |
|
S3 |
3,941.5 |
4,106.5 |
4,481.4 |
|
S4 |
3,652.0 |
3,817.0 |
4,401.8 |
|
|
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 |
4,355.5 |
658.5 |
14.4% |
280.5 |
6.1% |
31% |
False |
True |
703 |
10 |
5,458.0 |
4,355.5 |
1,102.5 |
24.2% |
333.2 |
7.3% |
19% |
False |
True |
703 |
20 |
6,240.0 |
4,355.5 |
1,884.5 |
41.3% |
316.8 |
6.9% |
11% |
False |
True |
795 |
40 |
6,706.5 |
4,355.5 |
2,351.0 |
51.5% |
232.2 |
5.1% |
9% |
False |
True |
1,710 |
60 |
6,806.5 |
4,355.5 |
2,451.0 |
53.7% |
189.3 |
4.2% |
8% |
False |
True |
1,252 |
80 |
6,806.5 |
4,355.5 |
2,451.0 |
53.7% |
173.5 |
3.8% |
8% |
False |
True |
1,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,875.4 |
2.618 |
5,402.9 |
1.618 |
5,113.4 |
1.000 |
4,934.5 |
0.618 |
4,823.9 |
HIGH |
4,645.0 |
0.618 |
4,534.4 |
0.500 |
4,500.3 |
0.382 |
4,466.1 |
LOW |
4,355.5 |
0.618 |
4,176.6 |
1.000 |
4,066.0 |
1.618 |
3,887.1 |
2.618 |
3,597.6 |
4.250 |
3,125.1 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
4,540.8 |
4,665.3 |
PP |
4,520.5 |
4,630.5 |
S1 |
4,500.3 |
4,595.8 |
|