Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,149.12 |
1,182.62 |
33.50 |
2.9% |
1,329.68 |
High |
1,229.00 |
1,227.46 |
-1.54 |
-0.1% |
1,352.76 |
Low |
1,149.12 |
1,167.70 |
18.58 |
1.6% |
1,149.12 |
Close |
1,202.27 |
1,169.78 |
-32.49 |
-2.7% |
1,202.27 |
Range |
79.88 |
59.76 |
-20.12 |
-25.2% |
203.64 |
ATR |
87.43 |
85.46 |
-1.98 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,367.59 |
1,328.45 |
1,202.65 |
|
R3 |
1,307.83 |
1,268.69 |
1,186.21 |
|
R2 |
1,248.07 |
1,248.07 |
1,180.74 |
|
R1 |
1,208.93 |
1,208.93 |
1,175.26 |
1,198.62 |
PP |
1,188.31 |
1,188.31 |
1,188.31 |
1,183.16 |
S1 |
1,149.17 |
1,149.17 |
1,164.30 |
1,138.86 |
S2 |
1,128.55 |
1,128.55 |
1,158.82 |
|
S3 |
1,068.79 |
1,089.41 |
1,153.35 |
|
S4 |
1,009.03 |
1,029.65 |
1,136.91 |
|
|
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 |
1,351.61 |
1,149.12 |
202.49 |
17.3% |
74.28 |
6.3% |
10% |
False |
False |
|
10 |
1,470.99 |
1,149.12 |
321.87 |
27.5% |
87.61 |
7.5% |
6% |
False |
False |
|
20 |
1,597.73 |
1,149.12 |
448.61 |
38.3% |
88.05 |
7.5% |
5% |
False |
False |
|
40 |
1,912.72 |
1,149.12 |
763.60 |
65.3% |
72.94 |
6.2% |
3% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
70.5% |
59.74 |
5.1% |
3% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
70.5% |
55.51 |
4.7% |
3% |
False |
False |
|
100 |
2,039.50 |
1,149.12 |
890.38 |
76.1% |
52.36 |
4.5% |
2% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
77.5% |
49.11 |
4.2% |
2% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,481.44 |
2.618 |
1,383.91 |
1.618 |
1,324.15 |
1.000 |
1,287.22 |
0.618 |
1,264.39 |
HIGH |
1,227.46 |
0.618 |
1,204.63 |
0.500 |
1,197.58 |
0.382 |
1,190.53 |
LOW |
1,167.70 |
0.618 |
1,130.77 |
1.000 |
1,107.94 |
1.618 |
1,071.01 |
2.618 |
1,011.25 |
4.250 |
913.72 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,197.58 |
1,206.58 |
PP |
1,188.31 |
1,194.31 |
S1 |
1,179.05 |
1,182.05 |
|