Trading Metrics calculated at close of trading on 15-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,388.97 |
9,301.91 |
-87.06 |
-0.9% |
10,322.52 |
High |
9,794.37 |
9,308.76 |
-485.61 |
-5.0% |
10,322.76 |
Low |
9,085.43 |
8,530.12 |
-555.31 |
-6.1% |
7,882.51 |
Close |
9,310.99 |
8,577.91 |
-733.08 |
-7.9% |
8,451.19 |
Range |
708.94 |
778.64 |
69.70 |
9.8% |
2,440.25 |
ATR |
533.61 |
551.27 |
17.66 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,141.52 |
10,638.35 |
9,006.16 |
|
R3 |
10,362.88 |
9,859.71 |
8,792.04 |
|
R2 |
9,584.24 |
9,584.24 |
8,720.66 |
|
R1 |
9,081.07 |
9,081.07 |
8,649.29 |
8,943.34 |
PP |
8,805.60 |
8,805.60 |
8,805.60 |
8,736.73 |
S1 |
8,302.43 |
8,302.43 |
8,506.53 |
8,164.70 |
S2 |
8,026.96 |
8,026.96 |
8,435.16 |
|
S3 |
7,248.32 |
7,523.79 |
8,363.78 |
|
S4 |
6,469.68 |
6,745.15 |
8,149.66 |
|
|
Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,206.24 |
14,768.96 |
9,793.33 |
|
R3 |
13,765.99 |
12,328.71 |
9,122.26 |
|
R2 |
11,325.74 |
11,325.74 |
8,898.57 |
|
R1 |
9,888.46 |
9,888.46 |
8,674.88 |
9,386.98 |
PP |
8,885.49 |
8,885.49 |
8,885.49 |
8,634.74 |
S1 |
7,448.21 |
7,448.21 |
8,227.50 |
6,946.73 |
S2 |
6,445.24 |
6,445.24 |
8,003.81 |
|
S3 |
4,004.99 |
5,007.96 |
7,780.12 |
|
S4 |
1,564.74 |
2,567.71 |
7,109.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,794.37 |
7,882.51 |
1,911.86 |
22.3% |
868.22 |
10.1% |
36% |
False |
False |
|
10 |
10,825.54 |
7,882.51 |
2,943.03 |
34.3% |
713.12 |
8.3% |
24% |
False |
False |
|
20 |
11,483.05 |
7,882.51 |
3,600.54 |
42.0% |
560.75 |
6.5% |
19% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
45.6% |
409.43 |
4.8% |
18% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
46.5% |
343.58 |
4.0% |
17% |
False |
False |
|
80 |
11,924.19 |
7,882.51 |
4,041.68 |
47.1% |
313.13 |
3.7% |
17% |
False |
False |
|
100 |
12,726.66 |
7,882.51 |
4,844.15 |
56.5% |
285.05 |
3.3% |
14% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
61.3% |
264.20 |
3.1% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,617.98 |
2.618 |
11,347.24 |
1.618 |
10,568.60 |
1.000 |
10,087.40 |
0.618 |
9,789.96 |
HIGH |
9,308.76 |
0.618 |
9,011.32 |
0.500 |
8,919.44 |
0.382 |
8,827.56 |
LOW |
8,530.12 |
0.618 |
8,048.92 |
1.000 |
7,751.48 |
1.618 |
7,270.28 |
2.618 |
6,491.64 |
4.250 |
5,220.90 |
|
|
Fisher Pivots for day following 15-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,919.44 |
9,128.28 |
PP |
8,805.60 |
8,944.82 |
S1 |
8,691.75 |
8,761.37 |
|