Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,256.21 |
1,291.58 |
35.37 |
2.8% |
1,338.60 |
High |
1,312.97 |
1,367.89 |
54.92 |
4.2% |
1,470.99 |
Low |
1,192.25 |
1,278.95 |
86.70 |
7.3% |
1,192.25 |
Close |
1,312.97 |
1,311.72 |
-1.25 |
-0.1% |
1,311.72 |
Range |
120.72 |
88.94 |
-31.78 |
-26.3% |
278.74 |
ATR |
91.78 |
91.58 |
-0.20 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,586.34 |
1,537.97 |
1,360.64 |
|
R3 |
1,497.40 |
1,449.03 |
1,336.18 |
|
R2 |
1,408.46 |
1,408.46 |
1,328.03 |
|
R1 |
1,360.09 |
1,360.09 |
1,319.87 |
1,384.28 |
PP |
1,319.52 |
1,319.52 |
1,319.52 |
1,331.61 |
S1 |
1,271.15 |
1,271.15 |
1,303.57 |
1,295.34 |
S2 |
1,230.58 |
1,230.58 |
1,295.41 |
|
S3 |
1,141.64 |
1,182.21 |
1,287.26 |
|
S4 |
1,052.70 |
1,093.27 |
1,262.80 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,161.21 |
2,015.20 |
1,465.03 |
|
R3 |
1,882.47 |
1,736.46 |
1,388.37 |
|
R2 |
1,603.73 |
1,603.73 |
1,362.82 |
|
R1 |
1,457.72 |
1,457.72 |
1,337.27 |
1,391.36 |
PP |
1,324.99 |
1,324.99 |
1,324.99 |
1,291.80 |
S1 |
1,178.98 |
1,178.98 |
1,286.17 |
1,112.62 |
S2 |
1,046.25 |
1,046.25 |
1,260.62 |
|
S3 |
767.51 |
900.24 |
1,235.07 |
|
S4 |
488.77 |
621.50 |
1,158.41 |
|
|
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 |
1,192.25 |
278.74 |
21.2% |
110.52 |
8.4% |
43% |
False |
False |
|
10 |
1,470.99 |
1,192.25 |
278.74 |
21.2% |
107.67 |
8.2% |
43% |
False |
False |
|
20 |
1,743.34 |
1,192.25 |
551.09 |
42.0% |
85.70 |
6.5% |
22% |
False |
False |
|
40 |
1,937.76 |
1,192.25 |
745.51 |
56.8% |
66.17 |
5.0% |
16% |
False |
False |
|
60 |
1,973.56 |
1,192.25 |
781.31 |
59.6% |
56.51 |
4.3% |
15% |
False |
False |
|
80 |
1,973.56 |
1,192.25 |
781.31 |
59.6% |
53.11 |
4.0% |
15% |
False |
False |
|
100 |
2,055.82 |
1,192.25 |
863.57 |
65.8% |
50.19 |
3.8% |
14% |
False |
False |
|
120 |
2,055.82 |
1,192.25 |
863.57 |
65.8% |
47.57 |
3.6% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.89 |
2.618 |
1,600.73 |
1.618 |
1,511.79 |
1.000 |
1,456.83 |
0.618 |
1,422.85 |
HIGH |
1,367.89 |
0.618 |
1,333.91 |
0.500 |
1,323.42 |
0.382 |
1,312.93 |
LOW |
1,278.95 |
0.618 |
1,223.99 |
1.000 |
1,190.01 |
1.618 |
1,135.05 |
2.618 |
1,046.11 |
4.250 |
900.96 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,323.42 |
1,301.17 |
PP |
1,319.52 |
1,290.62 |
S1 |
1,315.62 |
1,280.07 |
|