Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
1,210.03 |
1,292.29 |
82.26 |
6.8% |
1,329.68 |
High |
1,297.57 |
1,343.84 |
46.27 |
3.6% |
1,352.76 |
Low |
1,174.59 |
1,272.19 |
97.60 |
8.3% |
1,149.12 |
Close |
1,297.57 |
1,302.12 |
4.55 |
0.4% |
1,202.27 |
Range |
122.98 |
71.65 |
-51.33 |
-41.7% |
203.64 |
ATR |
88.48 |
87.28 |
-1.20 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.00 |
1,483.21 |
1,341.53 |
|
R3 |
1,449.35 |
1,411.56 |
1,321.82 |
|
R2 |
1,377.70 |
1,377.70 |
1,315.26 |
|
R1 |
1,339.91 |
1,339.91 |
1,308.69 |
1,358.81 |
PP |
1,306.05 |
1,306.05 |
1,306.05 |
1,315.50 |
S1 |
1,268.26 |
1,268.26 |
1,295.55 |
1,287.16 |
S2 |
1,234.40 |
1,234.40 |
1,288.98 |
|
S3 |
1,162.75 |
1,196.61 |
1,282.42 |
|
S4 |
1,091.10 |
1,124.96 |
1,262.71 |
|
|
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 |
1,343.84 |
1,149.12 |
194.72 |
15.0% |
84.23 |
6.5% |
79% |
True |
False |
|
10 |
1,367.89 |
1,149.12 |
218.77 |
16.8% |
83.85 |
6.4% |
70% |
False |
False |
|
20 |
1,554.23 |
1,149.12 |
405.11 |
31.1% |
92.58 |
7.1% |
38% |
False |
False |
|
40 |
1,824.61 |
1,149.12 |
675.49 |
51.9% |
75.22 |
5.8% |
23% |
False |
False |
|
60 |
1,973.56 |
1,149.12 |
824.44 |
63.3% |
61.82 |
4.7% |
19% |
False |
False |
|
80 |
1,973.56 |
1,149.12 |
824.44 |
63.3% |
56.72 |
4.4% |
19% |
False |
False |
|
100 |
1,993.12 |
1,149.12 |
844.00 |
64.8% |
53.32 |
4.1% |
18% |
False |
False |
|
120 |
2,055.82 |
1,149.12 |
906.70 |
69.6% |
50.34 |
3.9% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,648.35 |
2.618 |
1,531.42 |
1.618 |
1,459.77 |
1.000 |
1,415.49 |
0.618 |
1,388.12 |
HIGH |
1,343.84 |
0.618 |
1,316.47 |
0.500 |
1,308.02 |
0.382 |
1,299.56 |
LOW |
1,272.19 |
0.618 |
1,227.91 |
1.000 |
1,200.54 |
1.618 |
1,156.26 |
2.618 |
1,084.61 |
4.250 |
967.68 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
1,308.02 |
1,286.67 |
PP |
1,306.05 |
1,271.22 |
S1 |
1,304.09 |
1,255.77 |
|