| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,533.0 |
2,838.0 |
305.0 |
12.0% |
3,039.0 |
| High |
2,787.0 |
2,864.0 |
77.0 |
2.8% |
3,162.0 |
| Low |
2,513.0 |
2,670.0 |
157.0 |
6.2% |
2,475.0 |
| Close |
2,650.0 |
2,761.0 |
111.0 |
4.2% |
2,588.0 |
| Range |
274.0 |
194.0 |
-80.0 |
-29.2% |
687.0 |
| ATR |
187.9 |
189.8 |
1.9 |
1.0% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.0 |
3,248.0 |
2,867.7 |
|
| R3 |
3,153.0 |
3,054.0 |
2,814.4 |
|
| R2 |
2,959.0 |
2,959.0 |
2,796.6 |
|
| R1 |
2,860.0 |
2,860.0 |
2,778.8 |
2,812.5 |
| PP |
2,765.0 |
2,765.0 |
2,765.0 |
2,741.3 |
| S1 |
2,666.0 |
2,666.0 |
2,743.2 |
2,618.5 |
| S2 |
2,571.0 |
2,571.0 |
2,725.4 |
|
| S3 |
2,377.0 |
2,472.0 |
2,707.7 |
|
| S4 |
2,183.0 |
2,278.0 |
2,654.3 |
|
|
| 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 |
2,899.0 |
2,305.0 |
594.0 |
21.5% |
251.0 |
9.1% |
77% |
False |
False |
|
| 10 |
3,162.0 |
2,305.0 |
857.0 |
31.0% |
209.1 |
7.6% |
53% |
False |
False |
363,129 |
| 20 |
3,300.0 |
2,305.0 |
995.0 |
36.0% |
164.3 |
6.0% |
46% |
False |
False |
795,072 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
41.7% |
117.7 |
4.3% |
40% |
False |
False |
438,464 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
43.1% |
100.0 |
3.6% |
38% |
False |
False |
293,315 |
| 80 |
3,522.0 |
2,305.0 |
1,217.0 |
44.1% |
94.9 |
3.4% |
37% |
False |
False |
221,241 |
| 100 |
3,850.0 |
2,305.0 |
1,545.0 |
56.0% |
88.0 |
3.2% |
30% |
False |
False |
178,888 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
58.9% |
79.2 |
2.9% |
28% |
False |
False |
149,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,688.5 |
|
2.618 |
3,371.9 |
|
1.618 |
3,177.9 |
|
1.000 |
3,058.0 |
|
0.618 |
2,983.9 |
|
HIGH |
2,864.0 |
|
0.618 |
2,789.9 |
|
0.500 |
2,767.0 |
|
0.382 |
2,744.1 |
|
LOW |
2,670.0 |
|
0.618 |
2,550.1 |
|
1.000 |
2,476.0 |
|
1.618 |
2,356.1 |
|
2.618 |
2,162.1 |
|
4.250 |
1,845.5 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,767.0 |
2,702.2 |
| PP |
2,765.0 |
2,643.3 |
| S1 |
2,763.0 |
2,584.5 |
|