| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,750.0 |
2,685.0 |
-65.0 |
-2.4% |
3,039.0 |
| High |
2,899.0 |
2,772.0 |
-127.0 |
-4.4% |
3,162.0 |
| Low |
2,622.0 |
2,475.0 |
-147.0 |
-5.6% |
2,475.0 |
| Close |
2,684.0 |
2,588.0 |
-96.0 |
-3.6% |
2,588.0 |
| Range |
277.0 |
297.0 |
20.0 |
7.2% |
687.0 |
| ATR |
150.8 |
161.2 |
10.4 |
6.9% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,502.7 |
3,342.3 |
2,751.4 |
|
| R3 |
3,205.7 |
3,045.3 |
2,669.7 |
|
| R2 |
2,908.7 |
2,908.7 |
2,642.5 |
|
| R1 |
2,748.3 |
2,748.3 |
2,615.2 |
2,680.0 |
| PP |
2,611.7 |
2,611.7 |
2,611.7 |
2,577.5 |
| S1 |
2,451.3 |
2,451.3 |
2,560.8 |
2,383.0 |
| S2 |
2,314.7 |
2,314.7 |
2,533.6 |
|
| S3 |
2,017.7 |
2,154.3 |
2,506.3 |
|
| S4 |
1,720.7 |
1,857.3 |
2,424.7 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,802.7 |
4,382.3 |
2,965.9 |
|
| R3 |
4,115.7 |
3,695.3 |
2,776.9 |
|
| R2 |
3,428.7 |
3,428.7 |
2,714.0 |
|
| R1 |
3,008.3 |
3,008.3 |
2,651.0 |
2,875.0 |
| PP |
2,741.7 |
2,741.7 |
2,741.7 |
2,675.0 |
| S1 |
2,321.3 |
2,321.3 |
2,525.0 |
2,188.0 |
| S2 |
2,054.7 |
2,054.7 |
2,462.1 |
|
| S3 |
1,367.7 |
1,634.3 |
2,399.1 |
|
| S4 |
680.7 |
947.3 |
2,210.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,162.0 |
2,475.0 |
687.0 |
26.5% |
224.4 |
8.7% |
16% |
False |
True |
|
| 10 |
3,206.0 |
2,475.0 |
731.0 |
28.2% |
175.8 |
6.8% |
15% |
False |
True |
746,857 |
| 20 |
3,300.0 |
2,475.0 |
825.0 |
31.9% |
144.8 |
5.6% |
14% |
False |
True |
838,096 |
| 40 |
3,457.0 |
2,475.0 |
982.0 |
37.9% |
105.5 |
4.1% |
12% |
False |
True |
439,044 |
| 60 |
3,494.0 |
2,475.0 |
1,019.0 |
39.4% |
92.3 |
3.6% |
11% |
False |
True |
293,470 |
| 80 |
3,558.0 |
2,475.0 |
1,083.0 |
41.8% |
89.2 |
3.4% |
10% |
False |
True |
221,338 |
| 100 |
3,850.0 |
2,475.0 |
1,375.0 |
53.1% |
82.0 |
3.2% |
8% |
False |
True |
178,908 |
| 120 |
3,931.0 |
2,475.0 |
1,456.0 |
56.3% |
74.4 |
2.9% |
8% |
False |
True |
149,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,034.3 |
|
2.618 |
3,549.5 |
|
1.618 |
3,252.5 |
|
1.000 |
3,069.0 |
|
0.618 |
2,955.5 |
|
HIGH |
2,772.0 |
|
0.618 |
2,658.5 |
|
0.500 |
2,623.5 |
|
0.382 |
2,588.5 |
|
LOW |
2,475.0 |
|
0.618 |
2,291.5 |
|
1.000 |
2,178.0 |
|
1.618 |
1,994.5 |
|
2.618 |
1,697.5 |
|
4.250 |
1,212.8 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,623.5 |
2,720.5 |
| PP |
2,611.7 |
2,676.3 |
| S1 |
2,599.8 |
2,632.2 |
|