Trading Metrics calculated at close of trading on 29-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
8,178.72 |
9,062.33 |
883.61 |
10.8% |
8,852.30 |
High |
9,082.08 |
9,363.32 |
281.24 |
3.1% |
9,284.55 |
Low |
8,174.73 |
8,890.29 |
715.56 |
8.8% |
8,187.48 |
Close |
9,065.12 |
8,990.96 |
-74.16 |
-0.8% |
8,378.95 |
Range |
907.35 |
473.03 |
-434.32 |
-47.9% |
1,097.07 |
ATR |
566.60 |
559.92 |
-6.68 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,500.61 |
10,218.82 |
9,251.13 |
|
R3 |
10,027.58 |
9,745.79 |
9,121.04 |
|
R2 |
9,554.55 |
9,554.55 |
9,077.68 |
|
R1 |
9,272.76 |
9,272.76 |
9,034.32 |
9,177.14 |
PP |
9,081.52 |
9,081.52 |
9,081.52 |
9,033.72 |
S1 |
8,799.73 |
8,799.73 |
8,947.60 |
8,704.11 |
S2 |
8,608.49 |
8,608.49 |
8,904.24 |
|
S3 |
8,135.46 |
8,326.70 |
8,860.88 |
|
S4 |
7,662.43 |
7,853.67 |
8,730.79 |
|
|
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 |
9,363.32 |
8,143.59 |
1,219.73 |
13.6% |
576.81 |
6.4% |
69% |
True |
False |
|
10 |
9,363.32 |
8,143.59 |
1,219.73 |
13.6% |
564.98 |
6.3% |
69% |
True |
False |
|
20 |
10,825.54 |
7,882.51 |
2,943.03 |
32.7% |
639.05 |
7.1% |
38% |
False |
False |
|
40 |
11,577.50 |
7,882.51 |
3,694.99 |
41.1% |
503.10 |
5.6% |
30% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
44.3% |
402.47 |
4.5% |
28% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
44.3% |
357.19 |
4.0% |
28% |
False |
False |
|
100 |
12,369.23 |
7,882.51 |
4,486.72 |
49.9% |
323.25 |
3.6% |
25% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
58.4% |
298.30 |
3.3% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,373.70 |
2.618 |
10,601.71 |
1.618 |
10,128.68 |
1.000 |
9,836.35 |
0.618 |
9,655.65 |
HIGH |
9,363.32 |
0.618 |
9,182.62 |
0.500 |
9,126.81 |
0.382 |
9,070.99 |
LOW |
8,890.29 |
0.618 |
8,597.96 |
1.000 |
8,417.26 |
1.618 |
8,124.93 |
2.618 |
7,651.90 |
4.250 |
6,879.91 |
|
|
Fisher Pivots for day following 29-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,126.81 |
8,911.79 |
PP |
9,081.52 |
8,832.62 |
S1 |
9,036.24 |
8,753.46 |
|