Trading Metrics calculated at close of trading on 28-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,375.92 |
8,178.72 |
-197.20 |
-2.4% |
8,852.30 |
High |
8,599.10 |
9,082.08 |
482.98 |
5.6% |
9,284.55 |
Low |
8,143.59 |
8,174.73 |
31.14 |
0.4% |
8,187.48 |
Close |
8,175.77 |
9,065.12 |
889.35 |
10.9% |
8,378.95 |
Range |
455.51 |
907.35 |
451.84 |
99.2% |
1,097.07 |
ATR |
540.39 |
566.60 |
26.21 |
4.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,496.03 |
11,187.92 |
9,564.16 |
|
R3 |
10,588.68 |
10,280.57 |
9,314.64 |
|
R2 |
9,681.33 |
9,681.33 |
9,231.47 |
|
R1 |
9,373.22 |
9,373.22 |
9,148.29 |
9,527.28 |
PP |
8,773.98 |
8,773.98 |
8,773.98 |
8,851.00 |
S1 |
8,465.87 |
8,465.87 |
8,981.95 |
8,619.93 |
S2 |
7,866.63 |
7,866.63 |
8,898.77 |
|
S3 |
6,959.28 |
7,558.52 |
8,815.60 |
|
S4 |
6,051.93 |
6,651.17 |
8,566.08 |
|
|
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 |
9,082.08 |
8,143.59 |
938.49 |
10.4% |
620.71 |
6.8% |
98% |
True |
False |
|
10 |
9,308.76 |
8,143.59 |
1,165.17 |
12.9% |
595.54 |
6.6% |
79% |
False |
False |
|
20 |
10,882.52 |
7,882.51 |
3,000.01 |
33.1% |
627.93 |
6.9% |
39% |
False |
False |
|
40 |
11,577.50 |
7,882.51 |
3,694.99 |
40.8% |
494.72 |
5.5% |
32% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
44.0% |
400.09 |
4.4% |
30% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
44.0% |
353.98 |
3.9% |
30% |
False |
False |
|
100 |
12,369.23 |
7,882.51 |
4,486.72 |
49.5% |
319.88 |
3.5% |
26% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
58.0% |
295.58 |
3.3% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,938.32 |
2.618 |
11,457.52 |
1.618 |
10,550.17 |
1.000 |
9,989.43 |
0.618 |
9,642.82 |
HIGH |
9,082.08 |
0.618 |
8,735.47 |
0.500 |
8,628.41 |
0.382 |
8,521.34 |
LOW |
8,174.73 |
0.618 |
7,613.99 |
1.000 |
7,267.38 |
1.618 |
6,706.64 |
2.618 |
5,799.29 |
4.250 |
4,318.49 |
|
|
Fisher Pivots for day following 28-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
8,919.55 |
8,914.36 |
PP |
8,773.98 |
8,763.60 |
S1 |
8,628.41 |
8,612.84 |
|