Trading Metrics calculated at close of trading on 21-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,852.30 |
9,262.80 |
410.50 |
4.6% |
8,462.42 |
High |
9,266.63 |
9,284.55 |
17.92 |
0.2% |
9,794.37 |
Low |
8,852.22 |
9,004.27 |
152.05 |
1.7% |
8,197.67 |
Close |
9,265.43 |
9,033.66 |
-231.77 |
-2.5% |
8,852.22 |
Range |
414.41 |
280.28 |
-134.13 |
-32.4% |
1,596.70 |
ATR |
558.54 |
538.67 |
-19.88 |
-3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,948.33 |
9,771.28 |
9,187.81 |
|
R3 |
9,668.05 |
9,491.00 |
9,110.74 |
|
R2 |
9,387.77 |
9,387.77 |
9,085.04 |
|
R1 |
9,210.72 |
9,210.72 |
9,059.35 |
9,159.11 |
PP |
9,107.49 |
9,107.49 |
9,107.49 |
9,081.69 |
S1 |
8,930.44 |
8,930.44 |
9,007.97 |
8,878.83 |
S2 |
8,827.21 |
8,827.21 |
8,982.28 |
|
S3 |
8,546.93 |
8,650.16 |
8,956.58 |
|
S4 |
8,266.65 |
8,369.88 |
8,879.51 |
|
|
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 |
9,308.76 |
8,197.67 |
1,111.09 |
12.3% |
570.36 |
6.3% |
75% |
False |
False |
|
10 |
9,794.37 |
7,882.51 |
1,911.86 |
21.2% |
684.76 |
7.6% |
60% |
False |
False |
|
20 |
11,168.06 |
7,882.51 |
3,285.55 |
36.4% |
575.16 |
6.4% |
35% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
43.3% |
441.43 |
4.9% |
29% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
44.1% |
364.93 |
4.0% |
29% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
44.1% |
328.35 |
3.6% |
29% |
False |
False |
|
100 |
12,638.08 |
7,882.51 |
4,755.57 |
52.6% |
300.98 |
3.3% |
24% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
58.2% |
276.45 |
3.1% |
22% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,475.74 |
2.618 |
10,018.32 |
1.618 |
9,738.04 |
1.000 |
9,564.83 |
0.618 |
9,457.76 |
HIGH |
9,284.55 |
0.618 |
9,177.48 |
0.500 |
9,144.41 |
0.382 |
9,111.34 |
LOW |
9,004.27 |
0.618 |
8,831.06 |
1.000 |
8,723.99 |
1.618 |
8,550.78 |
2.618 |
8,270.50 |
4.250 |
7,813.08 |
|
|
Fisher Pivots for day following 21-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,144.41 |
9,022.91 |
PP |
9,107.49 |
9,012.15 |
S1 |
9,070.58 |
9,001.40 |
|