Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,240.18 |
1,149.12 |
-91.06 |
-7.3% |
1,329.68 |
High |
1,264.04 |
1,229.00 |
-35.04 |
-2.8% |
1,352.76 |
Low |
1,177.17 |
1,149.12 |
-28.05 |
-2.4% |
1,149.12 |
Close |
1,239.16 |
1,202.27 |
-36.89 |
-3.0% |
1,202.27 |
Range |
86.87 |
79.88 |
-6.99 |
-8.0% |
203.64 |
ATR |
87.23 |
87.43 |
0.20 |
0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.10 |
1,397.57 |
1,246.20 |
|
R3 |
1,353.22 |
1,317.69 |
1,224.24 |
|
R2 |
1,273.34 |
1,273.34 |
1,216.91 |
|
R1 |
1,237.81 |
1,237.81 |
1,209.59 |
1,255.58 |
PP |
1,193.46 |
1,193.46 |
1,193.46 |
1,202.35 |
S1 |
1,157.93 |
1,157.93 |
1,194.95 |
1,175.70 |
S2 |
1,113.58 |
1,113.58 |
1,187.63 |
|
S3 |
1,033.70 |
1,078.05 |
1,180.30 |
|
S4 |
953.82 |
998.17 |
1,158.34 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,845.64 |
1,727.59 |
1,314.27 |
|
R3 |
1,642.00 |
1,523.95 |
1,258.27 |
|
R2 |
1,438.36 |
1,438.36 |
1,239.60 |
|
R1 |
1,320.31 |
1,320.31 |
1,220.94 |
1,277.52 |
PP |
1,234.72 |
1,234.72 |
1,234.72 |
1,213.32 |
S1 |
1,116.67 |
1,116.67 |
1,183.60 |
1,073.88 |
S2 |
1,031.08 |
1,031.08 |
1,164.94 |
|
S3 |
827.44 |
913.03 |
1,146.27 |
|
S4 |
623.80 |
709.39 |
1,090.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,352.76 |
1,149.12 |
203.64 |
16.9% |
74.89 |
6.2% |
26% |
False |
True |
|
10 |
1,470.99 |
1,149.12 |
321.87 |
26.8% |
92.70 |
7.7% |
17% |
False |
True |
|
20 |
1,643.22 |
1,149.12 |
494.10 |
41.1% |
92.42 |
7.7% |
11% |
False |
True |
|
40 |
1,912.72 |
1,149.12 |
763.60 |
63.5% |
72.27 |
6.0% |
7% |
False |
True |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
68.6% |
59.45 |
4.9% |
6% |
False |
True |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
68.6% |
55.14 |
4.6% |
6% |
False |
True |
|
100 |
2,055.82 |
1,149.12 |
906.70 |
75.4% |
52.12 |
4.3% |
6% |
False |
True |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
75.4% |
49.06 |
4.1% |
6% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.49 |
2.618 |
1,438.13 |
1.618 |
1,358.25 |
1.000 |
1,308.88 |
0.618 |
1,278.37 |
HIGH |
1,229.00 |
0.618 |
1,198.49 |
0.500 |
1,189.06 |
0.382 |
1,179.63 |
LOW |
1,149.12 |
0.618 |
1,099.75 |
1.000 |
1,069.24 |
1.618 |
1,019.87 |
2.618 |
939.99 |
4.250 |
809.63 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,197.87 |
1,216.99 |
PP |
1,193.46 |
1,212.08 |
S1 |
1,189.06 |
1,207.18 |
|