Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,577.04 |
8,975.35 |
398.31 |
4.6% |
8,462.42 |
High |
9,013.27 |
9,281.12 |
267.85 |
3.0% |
9,794.37 |
Low |
8,197.67 |
8,718.25 |
520.58 |
6.4% |
8,197.67 |
Close |
8,979.26 |
8,852.22 |
-127.04 |
-1.4% |
8,852.22 |
Range |
815.60 |
562.87 |
-252.73 |
-31.0% |
1,596.70 |
ATR |
570.15 |
569.63 |
-0.52 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,639.14 |
10,308.55 |
9,161.80 |
|
R3 |
10,076.27 |
9,745.68 |
9,007.01 |
|
R2 |
9,513.40 |
9,513.40 |
8,955.41 |
|
R1 |
9,182.81 |
9,182.81 |
8,903.82 |
9,066.67 |
PP |
8,950.53 |
8,950.53 |
8,950.53 |
8,892.46 |
S1 |
8,619.94 |
8,619.94 |
8,800.62 |
8,503.80 |
S2 |
8,387.66 |
8,387.66 |
8,749.03 |
|
S3 |
7,824.79 |
8,057.07 |
8,697.43 |
|
S4 |
7,261.92 |
7,494.20 |
8,542.64 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,738.19 |
12,891.90 |
9,730.41 |
|
R3 |
12,141.49 |
11,295.20 |
9,291.31 |
|
R2 |
10,544.79 |
10,544.79 |
9,144.95 |
|
R1 |
9,698.50 |
9,698.50 |
8,998.58 |
10,121.65 |
PP |
8,948.09 |
8,948.09 |
8,948.09 |
9,159.66 |
S1 |
8,101.80 |
8,101.80 |
8,705.86 |
8,524.95 |
S2 |
7,351.39 |
7,351.39 |
8,559.49 |
|
S3 |
5,754.69 |
6,505.10 |
8,413.13 |
|
S4 |
4,157.99 |
4,908.40 |
7,974.04 |
|
|
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 |
8,197.67 |
1,596.70 |
18.0% |
766.37 |
8.7% |
41% |
False |
False |
|
10 |
10,322.76 |
7,882.51 |
2,440.25 |
27.6% |
763.77 |
8.6% |
40% |
False |
False |
|
20 |
11,394.58 |
7,882.51 |
3,512.07 |
39.7% |
576.01 |
6.5% |
28% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
44.1% |
435.79 |
4.9% |
25% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
45.0% |
359.40 |
4.1% |
24% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
45.0% |
326.44 |
3.7% |
24% |
False |
False |
|
100 |
12,726.66 |
7,882.51 |
4,844.15 |
54.7% |
296.47 |
3.3% |
20% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
59.4% |
274.30 |
3.1% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,673.32 |
2.618 |
10,754.71 |
1.618 |
10,191.84 |
1.000 |
9,843.99 |
0.618 |
9,628.97 |
HIGH |
9,281.12 |
0.618 |
9,066.10 |
0.500 |
8,999.69 |
0.382 |
8,933.27 |
LOW |
8,718.25 |
0.618 |
8,370.40 |
1.000 |
8,155.38 |
1.618 |
7,807.53 |
2.618 |
7,244.66 |
4.250 |
6,326.05 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,999.69 |
8,819.22 |
PP |
8,950.53 |
8,786.22 |
S1 |
8,901.38 |
8,753.22 |
|