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 |
1,272.87 |
1,240.18 |
-32.69 |
-2.6% |
1,338.60 |
High |
1,284.85 |
1,264.04 |
-20.81 |
-1.6% |
1,470.99 |
Low |
1,209.84 |
1,177.17 |
-32.67 |
-2.7% |
1,192.25 |
Close |
1,237.09 |
1,239.16 |
2.07 |
0.2% |
1,311.72 |
Range |
75.01 |
86.87 |
11.86 |
15.8% |
278.74 |
ATR |
87.26 |
87.23 |
-0.03 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,487.40 |
1,450.15 |
1,286.94 |
|
R3 |
1,400.53 |
1,363.28 |
1,263.05 |
|
R2 |
1,313.66 |
1,313.66 |
1,255.09 |
|
R1 |
1,276.41 |
1,276.41 |
1,247.12 |
1,251.60 |
PP |
1,226.79 |
1,226.79 |
1,226.79 |
1,214.39 |
S1 |
1,189.54 |
1,189.54 |
1,231.20 |
1,164.73 |
S2 |
1,139.92 |
1,139.92 |
1,223.23 |
|
S3 |
1,053.05 |
1,102.67 |
1,215.27 |
|
S4 |
966.18 |
1,015.80 |
1,191.38 |
|
|
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 |
1,177.17 |
190.72 |
15.4% |
76.70 |
6.2% |
33% |
False |
True |
|
10 |
1,470.99 |
1,177.17 |
293.82 |
23.7% |
96.85 |
7.8% |
21% |
False |
True |
|
20 |
1,677.65 |
1,177.17 |
500.48 |
40.4% |
90.53 |
7.3% |
12% |
False |
True |
|
40 |
1,921.19 |
1,177.17 |
744.02 |
60.0% |
70.69 |
5.7% |
8% |
False |
True |
|
60 |
1,973.56 |
1,177.17 |
796.39 |
64.3% |
58.82 |
4.7% |
8% |
False |
True |
|
80 |
1,973.56 |
1,177.17 |
796.39 |
64.3% |
54.88 |
4.4% |
8% |
False |
True |
|
100 |
2,055.82 |
1,177.17 |
878.65 |
70.9% |
51.78 |
4.2% |
7% |
False |
True |
|
120 |
2,055.82 |
1,177.17 |
878.65 |
70.9% |
48.72 |
3.9% |
7% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,633.24 |
2.618 |
1,491.47 |
1.618 |
1,404.60 |
1.000 |
1,350.91 |
0.618 |
1,317.73 |
HIGH |
1,264.04 |
0.618 |
1,230.86 |
0.500 |
1,220.61 |
0.382 |
1,210.35 |
LOW |
1,177.17 |
0.618 |
1,123.48 |
1.000 |
1,090.30 |
1.618 |
1,036.61 |
2.618 |
949.74 |
4.250 |
807.97 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,232.98 |
1,264.39 |
PP |
1,226.79 |
1,255.98 |
S1 |
1,220.61 |
1,247.57 |
|