| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,439.0 |
2,533.0 |
94.0 |
3.9% |
3,039.0 |
| High |
2,518.0 |
2,787.0 |
269.0 |
10.7% |
3,162.0 |
| Low |
2,305.0 |
2,513.0 |
208.0 |
9.0% |
2,475.0 |
| Close |
2,365.0 |
2,650.0 |
285.0 |
12.1% |
2,588.0 |
| Range |
213.0 |
274.0 |
61.0 |
28.6% |
687.0 |
| ATR |
169.9 |
187.9 |
18.0 |
10.6% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,472.0 |
3,335.0 |
2,800.7 |
|
| R3 |
3,198.0 |
3,061.0 |
2,725.4 |
|
| R2 |
2,924.0 |
2,924.0 |
2,700.2 |
|
| R1 |
2,787.0 |
2,787.0 |
2,675.1 |
2,855.5 |
| PP |
2,650.0 |
2,650.0 |
2,650.0 |
2,684.3 |
| S1 |
2,513.0 |
2,513.0 |
2,624.9 |
2,581.5 |
| S2 |
2,376.0 |
2,376.0 |
2,599.8 |
|
| S3 |
2,102.0 |
2,239.0 |
2,574.7 |
|
| S4 |
1,828.0 |
1,965.0 |
2,499.3 |
|
|
| 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 |
2,966.0 |
2,305.0 |
661.0 |
24.9% |
252.8 |
9.5% |
52% |
False |
False |
|
| 10 |
3,162.0 |
2,305.0 |
857.0 |
32.3% |
198.9 |
7.5% |
40% |
False |
False |
517,585 |
| 20 |
3,300.0 |
2,305.0 |
995.0 |
37.5% |
160.2 |
6.0% |
35% |
False |
False |
795,072 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
43.5% |
114.5 |
4.3% |
30% |
False |
False |
438,980 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
44.9% |
97.8 |
3.7% |
29% |
False |
False |
293,379 |
| 80 |
3,522.0 |
2,305.0 |
1,217.0 |
45.9% |
93.4 |
3.5% |
28% |
False |
False |
221,260 |
| 100 |
3,850.0 |
2,305.0 |
1,545.0 |
58.3% |
86.3 |
3.3% |
22% |
False |
False |
178,894 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
61.4% |
77.7 |
2.9% |
21% |
False |
False |
149,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,951.5 |
|
2.618 |
3,504.3 |
|
1.618 |
3,230.3 |
|
1.000 |
3,061.0 |
|
0.618 |
2,956.3 |
|
HIGH |
2,787.0 |
|
0.618 |
2,682.3 |
|
0.500 |
2,650.0 |
|
0.382 |
2,617.7 |
|
LOW |
2,513.0 |
|
0.618 |
2,343.7 |
|
1.000 |
2,239.0 |
|
1.618 |
2,069.7 |
|
2.618 |
1,795.7 |
|
4.250 |
1,348.5 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,650.0 |
2,615.3 |
| PP |
2,650.0 |
2,580.7 |
| S1 |
2,650.0 |
2,546.0 |
|