Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,470.85 |
1,351.38 |
-119.47 |
-8.1% |
1,431.01 |
High |
1,470.99 |
1,356.15 |
-114.84 |
-7.8% |
1,440.19 |
Low |
1,350.64 |
1,244.23 |
-106.41 |
-7.9% |
1,196.11 |
Close |
1,364.59 |
1,244.23 |
-120.36 |
-8.8% |
1,269.80 |
Range |
120.35 |
111.92 |
-8.43 |
-7.0% |
244.08 |
ATR |
87.19 |
89.56 |
2.37 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.30 |
1,542.68 |
1,305.79 |
|
R3 |
1,505.38 |
1,430.76 |
1,275.01 |
|
R2 |
1,393.46 |
1,393.46 |
1,264.75 |
|
R1 |
1,318.84 |
1,318.84 |
1,254.49 |
1,300.19 |
PP |
1,281.54 |
1,281.54 |
1,281.54 |
1,272.21 |
S1 |
1,206.92 |
1,206.92 |
1,233.97 |
1,188.27 |
S2 |
1,169.62 |
1,169.62 |
1,223.71 |
|
S3 |
1,057.70 |
1,095.00 |
1,213.45 |
|
S4 |
945.78 |
983.08 |
1,182.67 |
|
|
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 |
22.1% |
114.51 |
9.2% |
18% |
False |
False |
|
10 |
1,554.23 |
1,196.11 |
358.12 |
28.8% |
101.32 |
8.1% |
13% |
False |
False |
|
20 |
1,773.83 |
1,196.11 |
577.72 |
46.4% |
82.89 |
6.7% |
8% |
False |
False |
|
40 |
1,937.76 |
1,196.11 |
741.65 |
59.6% |
62.42 |
5.0% |
6% |
False |
False |
|
60 |
1,973.56 |
1,196.11 |
777.45 |
62.5% |
54.42 |
4.4% |
6% |
False |
False |
|
80 |
1,973.56 |
1,196.11 |
777.45 |
62.5% |
51.48 |
4.1% |
6% |
False |
False |
|
100 |
2,055.82 |
1,196.11 |
859.71 |
69.1% |
48.65 |
3.9% |
6% |
False |
False |
|
120 |
2,055.82 |
1,196.11 |
859.71 |
69.1% |
46.21 |
3.7% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,831.81 |
2.618 |
1,649.16 |
1.618 |
1,537.24 |
1.000 |
1,468.07 |
0.618 |
1,425.32 |
HIGH |
1,356.15 |
0.618 |
1,313.40 |
0.500 |
1,300.19 |
0.382 |
1,286.98 |
LOW |
1,244.23 |
0.618 |
1,175.06 |
1.000 |
1,132.31 |
1.618 |
1,063.14 |
2.618 |
951.22 |
4.250 |
768.57 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,300.19 |
1,357.61 |
PP |
1,281.54 |
1,319.82 |
S1 |
1,262.88 |
1,282.02 |
|