| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,685.0 |
2,439.0 |
-246.0 |
-9.2% |
3,039.0 |
| High |
2,772.0 |
2,518.0 |
-254.0 |
-9.2% |
3,162.0 |
| Low |
2,475.0 |
2,305.0 |
-170.0 |
-6.9% |
2,475.0 |
| Close |
2,588.0 |
2,365.0 |
-223.0 |
-8.6% |
2,588.0 |
| Range |
297.0 |
213.0 |
-84.0 |
-28.3% |
687.0 |
| ATR |
161.2 |
169.9 |
8.7 |
5.4% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,035.0 |
2,913.0 |
2,482.2 |
|
| R3 |
2,822.0 |
2,700.0 |
2,423.6 |
|
| R2 |
2,609.0 |
2,609.0 |
2,404.1 |
|
| R1 |
2,487.0 |
2,487.0 |
2,384.5 |
2,441.5 |
| PP |
2,396.0 |
2,396.0 |
2,396.0 |
2,373.3 |
| S1 |
2,274.0 |
2,274.0 |
2,345.5 |
2,228.5 |
| S2 |
2,183.0 |
2,183.0 |
2,326.0 |
|
| S3 |
1,970.0 |
2,061.0 |
2,306.4 |
|
| S4 |
1,757.0 |
1,848.0 |
2,247.9 |
|
|
| 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 |
2,994.0 |
2,305.0 |
689.0 |
29.1% |
236.2 |
10.0% |
9% |
False |
True |
|
| 10 |
3,162.0 |
2,305.0 |
857.0 |
36.2% |
190.2 |
8.0% |
7% |
False |
True |
746,857 |
| 20 |
3,300.0 |
2,305.0 |
995.0 |
42.1% |
151.0 |
6.4% |
6% |
False |
True |
795,072 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
48.7% |
109.5 |
4.6% |
5% |
False |
True |
438,991 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
50.3% |
94.4 |
4.0% |
5% |
False |
True |
293,419 |
| 80 |
3,522.0 |
2,305.0 |
1,217.0 |
51.5% |
90.4 |
3.8% |
5% |
False |
True |
221,265 |
| 100 |
3,850.0 |
2,305.0 |
1,545.0 |
65.3% |
83.7 |
3.5% |
4% |
False |
True |
178,895 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
68.8% |
75.6 |
3.2% |
4% |
False |
True |
149,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,423.3 |
|
2.618 |
3,075.6 |
|
1.618 |
2,862.6 |
|
1.000 |
2,731.0 |
|
0.618 |
2,649.6 |
|
HIGH |
2,518.0 |
|
0.618 |
2,436.6 |
|
0.500 |
2,411.5 |
|
0.382 |
2,386.4 |
|
LOW |
2,305.0 |
|
0.618 |
2,173.4 |
|
1.000 |
2,092.0 |
|
1.618 |
1,960.4 |
|
2.618 |
1,747.4 |
|
4.250 |
1,399.8 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,411.5 |
2,602.0 |
| PP |
2,396.0 |
2,523.0 |
| S1 |
2,380.5 |
2,444.0 |
|