Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,329.68 |
1,329.68 |
0.00 |
0.0% |
1,338.60 |
High |
1,352.76 |
1,351.61 |
-1.15 |
-0.1% |
1,470.99 |
Low |
1,289.97 |
1,281.73 |
-8.24 |
-0.6% |
1,192.25 |
Close |
1,352.76 |
1,283.43 |
-69.33 |
-5.1% |
1,311.72 |
Range |
62.79 |
69.88 |
7.09 |
11.3% |
278.74 |
ATR |
89.52 |
88.20 |
-1.32 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.23 |
1,469.21 |
1,321.86 |
|
R3 |
1,445.35 |
1,399.33 |
1,302.65 |
|
R2 |
1,375.47 |
1,375.47 |
1,296.24 |
|
R1 |
1,329.45 |
1,329.45 |
1,289.84 |
1,317.52 |
PP |
1,305.59 |
1,305.59 |
1,305.59 |
1,299.63 |
S1 |
1,259.57 |
1,259.57 |
1,277.02 |
1,247.64 |
S2 |
1,235.71 |
1,235.71 |
1,270.62 |
|
S3 |
1,165.83 |
1,189.69 |
1,264.21 |
|
S4 |
1,095.95 |
1,119.81 |
1,245.00 |
|
|
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 |
1,367.89 |
1,192.25 |
175.64 |
13.7% |
90.85 |
7.1% |
52% |
False |
False |
|
10 |
1,470.99 |
1,192.25 |
278.74 |
21.7% |
100.52 |
7.8% |
33% |
False |
False |
|
20 |
1,708.44 |
1,192.25 |
516.19 |
40.2% |
85.88 |
6.7% |
18% |
False |
False |
|
40 |
1,921.19 |
1,192.25 |
728.94 |
56.8% |
68.10 |
5.3% |
13% |
False |
False |
|
60 |
1,973.56 |
1,192.25 |
781.31 |
60.9% |
57.38 |
4.5% |
12% |
False |
False |
|
80 |
1,973.56 |
1,192.25 |
781.31 |
60.9% |
53.78 |
4.2% |
12% |
False |
False |
|
100 |
2,055.82 |
1,192.25 |
863.57 |
67.3% |
51.04 |
4.0% |
11% |
False |
False |
|
120 |
2,055.82 |
1,192.25 |
863.57 |
67.3% |
47.84 |
3.7% |
11% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.60 |
2.618 |
1,534.56 |
1.618 |
1,464.68 |
1.000 |
1,421.49 |
0.618 |
1,394.80 |
HIGH |
1,351.61 |
0.618 |
1,324.92 |
0.500 |
1,316.67 |
0.382 |
1,308.42 |
LOW |
1,281.73 |
0.618 |
1,238.54 |
1.000 |
1,211.85 |
1.618 |
1,168.66 |
2.618 |
1,098.78 |
4.250 |
984.74 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,316.67 |
1,323.42 |
PP |
1,305.59 |
1,310.09 |
S1 |
1,294.51 |
1,296.76 |
|