Trading Metrics calculated at close of trading on 30-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
9,062.33 |
9,004.66 |
-57.67 |
-0.6% |
8,852.30 |
High |
9,363.32 |
9,266.47 |
-96.85 |
-1.0% |
9,284.55 |
Low |
8,890.29 |
8,976.87 |
86.58 |
1.0% |
8,187.48 |
Close |
8,990.96 |
9,180.69 |
189.73 |
2.1% |
8,378.95 |
Range |
473.03 |
289.60 |
-183.43 |
-38.8% |
1,097.07 |
ATR |
559.92 |
540.61 |
-19.31 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,010.14 |
9,885.02 |
9,339.97 |
|
R3 |
9,720.54 |
9,595.42 |
9,260.33 |
|
R2 |
9,430.94 |
9,430.94 |
9,233.78 |
|
R1 |
9,305.82 |
9,305.82 |
9,207.24 |
9,368.38 |
PP |
9,141.34 |
9,141.34 |
9,141.34 |
9,172.63 |
S1 |
9,016.22 |
9,016.22 |
9,154.14 |
9,078.78 |
S2 |
8,851.74 |
8,851.74 |
9,127.60 |
|
S3 |
8,562.14 |
8,726.62 |
9,101.05 |
|
S4 |
8,272.54 |
8,437.02 |
9,021.41 |
|
|
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 |
13.3% |
524.24 |
5.7% |
85% |
False |
False |
|
10 |
9,363.32 |
8,143.59 |
1,219.73 |
13.3% |
512.38 |
5.6% |
85% |
False |
False |
|
20 |
10,796.26 |
7,882.51 |
2,913.75 |
31.7% |
634.23 |
6.9% |
45% |
False |
False |
|
40 |
11,577.50 |
7,882.51 |
3,694.99 |
40.2% |
501.43 |
5.5% |
35% |
False |
False |
|
60 |
11,867.11 |
7,882.51 |
3,984.60 |
43.4% |
404.56 |
4.4% |
33% |
False |
False |
|
80 |
11,867.11 |
7,882.51 |
3,984.60 |
43.4% |
357.36 |
3.9% |
33% |
False |
False |
|
100 |
12,322.82 |
7,882.51 |
4,440.31 |
48.4% |
324.52 |
3.5% |
29% |
False |
False |
|
120 |
13,136.69 |
7,882.51 |
5,254.18 |
57.2% |
299.35 |
3.3% |
25% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,497.27 |
2.618 |
10,024.64 |
1.618 |
9,735.04 |
1.000 |
9,556.07 |
0.618 |
9,445.44 |
HIGH |
9,266.47 |
0.618 |
9,155.84 |
0.500 |
9,121.67 |
0.382 |
9,087.50 |
LOW |
8,976.87 |
0.618 |
8,797.90 |
1.000 |
8,687.27 |
1.618 |
8,508.30 |
2.618 |
8,218.70 |
4.250 |
7,746.07 |
|
|
Fisher Pivots for day following 30-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
9,161.02 |
9,043.47 |
PP |
9,141.34 |
8,906.25 |
S1 |
9,121.67 |
8,769.03 |
|