Trading Metrics calculated at close of trading on 27-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,683.21 |
8,375.92 |
-307.29 |
-3.5% |
8,852.30 |
High |
8,683.21 |
8,599.10 |
-84.11 |
-1.0% |
9,284.55 |
Low |
8,187.48 |
8,143.59 |
-43.89 |
-0.5% |
8,187.48 |
Close |
8,378.95 |
8,175.77 |
-203.18 |
-2.4% |
8,378.95 |
Range |
495.73 |
455.51 |
-40.22 |
-8.1% |
1,097.07 |
ATR |
546.92 |
540.39 |
-6.53 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,672.68 |
9,379.74 |
8,426.30 |
|
R3 |
9,217.17 |
8,924.23 |
8,301.04 |
|
R2 |
8,761.66 |
8,761.66 |
8,259.28 |
|
R1 |
8,468.72 |
8,468.72 |
8,217.53 |
8,387.44 |
PP |
8,306.15 |
8,306.15 |
8,306.15 |
8,265.51 |
S1 |
8,013.21 |
8,013.21 |
8,134.01 |
7,931.93 |
S2 |
7,850.64 |
7,850.64 |
8,092.26 |
|
S3 |
7,395.13 |
7,557.70 |
8,050.50 |
|
S4 |
6,939.62 |
7,102.19 |
7,925.24 |
|
|
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 |
8,143.59 |
1,140.96 |
14.0% |
495.30 |
6.1% |
3% |
False |
True |
|
10 |
9,794.37 |
8,143.59 |
1,650.78 |
20.2% |
575.70 |
7.0% |
2% |
False |
True |
|
20 |
10,882.52 |
7,882.51 |
3,000.01 |
36.7% |
607.43 |
7.4% |
10% |
False |
False |
|
40 |
11,790.17 |
7,882.51 |
3,907.66 |
47.8% |
479.99 |
5.9% |
8% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
48.7% |
387.64 |
4.7% |
7% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
48.7% |
346.12 |
4.2% |
7% |
False |
False |
|
100 |
12,603.07 |
7,882.51 |
4,720.56 |
57.7% |
314.92 |
3.9% |
6% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
64.3% |
288.97 |
3.5% |
6% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,535.02 |
2.618 |
9,791.63 |
1.618 |
9,336.12 |
1.000 |
9,054.61 |
0.618 |
8,880.61 |
HIGH |
8,599.10 |
0.618 |
8,425.10 |
0.500 |
8,371.35 |
0.382 |
8,317.59 |
LOW |
8,143.59 |
0.618 |
7,862.08 |
1.000 |
7,688.08 |
1.618 |
7,406.57 |
2.618 |
6,951.06 |
4.250 |
6,207.67 |
|
|
Fisher Pivots for day following 27-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,371.35 |
8,469.79 |
PP |
8,306.15 |
8,371.78 |
S1 |
8,240.96 |
8,273.78 |
|