Trading Metrics calculated at close of trading on 23-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,027.84 |
8,519.77 |
-508.07 |
-5.6% |
8,462.42 |
High |
9,027.84 |
8,795.99 |
-231.85 |
-2.6% |
9,794.37 |
Low |
8,335.30 |
8,243.55 |
-91.75 |
-1.1% |
8,197.67 |
Close |
8,519.21 |
8,691.25 |
172.04 |
2.0% |
8,852.22 |
Range |
692.54 |
552.44 |
-140.10 |
-20.2% |
1,596.70 |
ATR |
550.07 |
550.24 |
0.17 |
0.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,234.25 |
10,015.19 |
8,995.09 |
|
R3 |
9,681.81 |
9,462.75 |
8,843.17 |
|
R2 |
9,129.37 |
9,129.37 |
8,792.53 |
|
R1 |
8,910.31 |
8,910.31 |
8,741.89 |
9,019.84 |
PP |
8,576.93 |
8,576.93 |
8,576.93 |
8,631.70 |
S1 |
8,357.87 |
8,357.87 |
8,640.61 |
8,467.40 |
S2 |
8,024.49 |
8,024.49 |
8,589.97 |
|
S3 |
7,472.05 |
7,805.43 |
8,539.33 |
|
S4 |
6,919.61 |
7,252.99 |
8,387.41 |
|
|
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 |
9,284.55 |
8,243.55 |
1,041.00 |
12.0% |
500.51 |
5.8% |
43% |
False |
True |
|
10 |
9,794.37 |
7,882.51 |
1,911.86 |
22.0% |
679.03 |
7.8% |
42% |
False |
False |
|
20 |
11,168.06 |
7,882.51 |
3,285.55 |
37.8% |
613.56 |
7.1% |
25% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
45.0% |
465.84 |
5.4% |
21% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
45.8% |
378.02 |
4.3% |
20% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
45.8% |
339.23 |
3.9% |
20% |
False |
False |
|
100 |
12,610.96 |
7,882.51 |
4,728.45 |
54.4% |
309.20 |
3.6% |
17% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
60.5% |
284.58 |
3.3% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,143.86 |
2.618 |
10,242.28 |
1.618 |
9,689.84 |
1.000 |
9,348.43 |
0.618 |
9,137.40 |
HIGH |
8,795.99 |
0.618 |
8,584.96 |
0.500 |
8,519.77 |
0.382 |
8,454.58 |
LOW |
8,243.55 |
0.618 |
7,902.14 |
1.000 |
7,691.11 |
1.618 |
7,349.70 |
2.618 |
6,797.26 |
4.250 |
5,895.68 |
|
|
Fisher Pivots for day following 23-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,634.09 |
8,764.05 |
PP |
8,576.93 |
8,739.78 |
S1 |
8,519.77 |
8,715.52 |
|