Trading Metrics calculated at close of trading on 14-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,338.60 |
1,470.85 |
132.25 |
9.9% |
1,431.01 |
High |
1,429.54 |
1,470.99 |
41.45 |
2.9% |
1,440.19 |
Low |
1,318.86 |
1,350.64 |
31.78 |
2.4% |
1,196.11 |
Close |
1,429.54 |
1,364.59 |
-64.95 |
-4.5% |
1,269.80 |
Range |
110.68 |
120.35 |
9.67 |
8.7% |
244.08 |
ATR |
84.64 |
87.19 |
2.55 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,756.46 |
1,680.87 |
1,430.78 |
|
R3 |
1,636.11 |
1,560.52 |
1,397.69 |
|
R2 |
1,515.76 |
1,515.76 |
1,386.65 |
|
R1 |
1,440.17 |
1,440.17 |
1,375.62 |
1,417.79 |
PP |
1,395.41 |
1,395.41 |
1,395.41 |
1,384.22 |
S1 |
1,319.82 |
1,319.82 |
1,353.56 |
1,297.44 |
S2 |
1,275.06 |
1,275.06 |
1,342.53 |
|
S3 |
1,154.71 |
1,199.47 |
1,331.49 |
|
S4 |
1,034.36 |
1,079.12 |
1,298.40 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,034.27 |
1,896.12 |
1,404.04 |
|
R3 |
1,790.19 |
1,652.04 |
1,336.92 |
|
R2 |
1,546.11 |
1,546.11 |
1,314.55 |
|
R1 |
1,407.96 |
1,407.96 |
1,292.17 |
1,355.00 |
PP |
1,302.03 |
1,302.03 |
1,302.03 |
1,275.55 |
S1 |
1,163.88 |
1,163.88 |
1,247.43 |
1,110.92 |
S2 |
1,057.95 |
1,057.95 |
1,225.05 |
|
S3 |
813.87 |
919.80 |
1,202.68 |
|
S4 |
569.79 |
675.72 |
1,135.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,470.99 |
1,196.11 |
274.88 |
20.1% |
110.20 |
8.1% |
61% |
True |
False |
|
10 |
1,584.26 |
1,196.11 |
388.15 |
28.4% |
93.75 |
6.9% |
43% |
False |
False |
|
20 |
1,773.83 |
1,196.11 |
577.72 |
42.3% |
81.08 |
5.9% |
29% |
False |
False |
|
40 |
1,937.76 |
1,196.11 |
741.65 |
54.3% |
60.44 |
4.4% |
23% |
False |
False |
|
60 |
1,973.56 |
1,196.11 |
777.45 |
57.0% |
53.18 |
3.9% |
22% |
False |
False |
|
80 |
1,973.56 |
1,196.11 |
777.45 |
57.0% |
50.46 |
3.7% |
22% |
False |
False |
|
100 |
2,055.82 |
1,196.11 |
859.71 |
63.0% |
47.74 |
3.5% |
20% |
False |
False |
|
120 |
2,055.82 |
1,196.11 |
859.71 |
63.0% |
45.53 |
3.3% |
20% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,982.48 |
2.618 |
1,786.07 |
1.618 |
1,665.72 |
1.000 |
1,591.34 |
0.618 |
1,545.37 |
HIGH |
1,470.99 |
0.618 |
1,425.02 |
0.500 |
1,410.82 |
0.382 |
1,396.61 |
LOW |
1,350.64 |
0.618 |
1,276.26 |
1.000 |
1,230.29 |
1.618 |
1,155.91 |
2.618 |
1,035.56 |
4.250 |
839.15 |
|
|
Fisher Pivots for day following 14-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,410.82 |
1,354.24 |
PP |
1,395.41 |
1,343.90 |
S1 |
1,380.00 |
1,333.55 |
|