Trading Metrics calculated at close of trading on 16-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,301.91 |
8,577.04 |
-724.87 |
-7.8% |
10,322.52 |
High |
9,308.76 |
9,013.27 |
-295.49 |
-3.2% |
10,322.76 |
Low |
8,530.12 |
8,197.67 |
-332.45 |
-3.9% |
7,882.51 |
Close |
8,577.91 |
8,979.26 |
401.35 |
4.7% |
8,451.19 |
Range |
778.64 |
815.60 |
36.96 |
4.7% |
2,440.25 |
ATR |
551.27 |
570.15 |
18.88 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,176.87 |
10,893.66 |
9,427.84 |
|
R3 |
10,361.27 |
10,078.06 |
9,203.55 |
|
R2 |
9,545.67 |
9,545.67 |
9,128.79 |
|
R1 |
9,262.46 |
9,262.46 |
9,054.02 |
9,404.07 |
PP |
8,730.07 |
8,730.07 |
8,730.07 |
8,800.87 |
S1 |
8,446.86 |
8,446.86 |
8,904.50 |
8,588.47 |
S2 |
7,914.47 |
7,914.47 |
8,829.73 |
|
S3 |
7,098.87 |
7,631.26 |
8,754.97 |
|
S4 |
6,283.27 |
6,815.66 |
8,530.68 |
|
|
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 |
21.3% |
857.55 |
9.6% |
57% |
False |
False |
|
10 |
10,796.26 |
7,882.51 |
2,913.75 |
32.4% |
756.08 |
8.4% |
38% |
False |
False |
|
20 |
11,483.05 |
7,882.51 |
3,600.54 |
40.1% |
570.68 |
6.4% |
30% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
43.5% |
425.73 |
4.7% |
28% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
44.4% |
354.84 |
4.0% |
28% |
False |
False |
|
80 |
11,924.19 |
7,882.51 |
4,041.68 |
45.0% |
321.09 |
3.6% |
27% |
False |
False |
|
100 |
12,726.66 |
7,882.51 |
4,844.15 |
53.9% |
291.91 |
3.3% |
23% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
58.5% |
270.32 |
3.0% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,479.57 |
2.618 |
11,148.51 |
1.618 |
10,332.91 |
1.000 |
9,828.87 |
0.618 |
9,517.31 |
HIGH |
9,013.27 |
0.618 |
8,701.71 |
0.500 |
8,605.47 |
0.382 |
8,509.23 |
LOW |
8,197.67 |
0.618 |
7,693.63 |
1.000 |
7,382.07 |
1.618 |
6,878.03 |
2.618 |
6,062.43 |
4.250 |
4,731.37 |
|
|
Fisher Pivots for day following 16-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,854.66 |
8,996.02 |
PP |
8,730.07 |
8,990.43 |
S1 |
8,605.47 |
8,984.85 |
|