Trading Metrics calculated at close of trading on 24-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,519.77 |
8,683.21 |
163.44 |
1.9% |
8,852.30 |
High |
8,795.99 |
8,683.21 |
-112.78 |
-1.3% |
9,284.55 |
Low |
8,243.55 |
8,187.48 |
-56.07 |
-0.7% |
8,187.48 |
Close |
8,691.25 |
8,378.95 |
-312.30 |
-3.6% |
8,378.95 |
Range |
552.44 |
495.73 |
-56.71 |
-10.3% |
1,097.07 |
ATR |
550.24 |
546.92 |
-3.32 |
-0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,903.74 |
9,637.07 |
8,651.60 |
|
R3 |
9,408.01 |
9,141.34 |
8,515.28 |
|
R2 |
8,912.28 |
8,912.28 |
8,469.83 |
|
R1 |
8,645.61 |
8,645.61 |
8,424.39 |
8,531.08 |
PP |
8,416.55 |
8,416.55 |
8,416.55 |
8,359.28 |
S1 |
8,149.88 |
8,149.88 |
8,333.51 |
8,035.35 |
S2 |
7,920.82 |
7,920.82 |
8,288.07 |
|
S3 |
7,425.09 |
7,654.15 |
8,242.62 |
|
S4 |
6,929.36 |
7,158.42 |
8,106.30 |
|
|
Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,908.20 |
11,240.65 |
8,982.34 |
|
R3 |
10,811.13 |
10,143.58 |
8,680.64 |
|
R2 |
9,714.06 |
9,714.06 |
8,580.08 |
|
R1 |
9,046.51 |
9,046.51 |
8,479.51 |
8,831.75 |
PP |
8,616.99 |
8,616.99 |
8,616.99 |
8,509.62 |
S1 |
7,949.44 |
7,949.44 |
8,278.39 |
7,734.68 |
S2 |
7,519.92 |
7,519.92 |
8,177.82 |
|
S3 |
6,422.85 |
6,852.37 |
8,077.26 |
|
S4 |
5,325.78 |
5,755.30 |
7,775.56 |
|
|
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 |
8,187.48 |
1,097.07 |
13.1% |
487.08 |
5.8% |
17% |
False |
True |
|
10 |
9,794.37 |
8,187.48 |
1,606.89 |
19.2% |
626.73 |
7.5% |
12% |
False |
True |
|
20 |
11,139.94 |
7,882.51 |
3,257.43 |
38.9% |
623.38 |
7.4% |
15% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
46.6% |
472.85 |
5.6% |
13% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
47.6% |
382.69 |
4.6% |
12% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
47.6% |
342.68 |
4.1% |
12% |
False |
False |
|
100 |
12,610.96 |
7,882.51 |
4,728.45 |
56.4% |
312.59 |
3.7% |
10% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
62.7% |
287.18 |
3.4% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,790.06 |
2.618 |
9,981.03 |
1.618 |
9,485.30 |
1.000 |
9,178.94 |
0.618 |
8,989.57 |
HIGH |
8,683.21 |
0.618 |
8,493.84 |
0.500 |
8,435.35 |
0.382 |
8,376.85 |
LOW |
8,187.48 |
0.618 |
7,881.12 |
1.000 |
7,691.75 |
1.618 |
7,385.39 |
2.618 |
6,889.66 |
4.250 |
6,080.63 |
|
|
Fisher Pivots for day following 24-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,435.35 |
8,607.66 |
PP |
8,416.55 |
8,531.42 |
S1 |
8,397.75 |
8,455.19 |
|