| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,838.0 |
2,745.0 |
-93.0 |
-3.3% |
3,039.0 |
| High |
2,864.0 |
2,757.0 |
-107.0 |
-3.7% |
3,162.0 |
| Low |
2,670.0 |
2,456.0 |
-214.0 |
-8.0% |
2,475.0 |
| Close |
2,761.0 |
2,568.0 |
-193.0 |
-7.0% |
2,588.0 |
| Range |
194.0 |
301.0 |
107.0 |
55.2% |
687.0 |
| ATR |
189.8 |
198.0 |
8.2 |
4.3% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,496.7 |
3,333.3 |
2,733.6 |
|
| R3 |
3,195.7 |
3,032.3 |
2,650.8 |
|
| R2 |
2,894.7 |
2,894.7 |
2,623.2 |
|
| R1 |
2,731.3 |
2,731.3 |
2,595.6 |
2,662.5 |
| PP |
2,593.7 |
2,593.7 |
2,593.7 |
2,559.3 |
| S1 |
2,430.3 |
2,430.3 |
2,540.4 |
2,361.5 |
| S2 |
2,292.7 |
2,292.7 |
2,512.8 |
|
| S3 |
1,991.7 |
2,129.3 |
2,485.2 |
|
| S4 |
1,690.7 |
1,828.3 |
2,402.5 |
|
|
| 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 |
2,864.0 |
2,305.0 |
559.0 |
21.8% |
255.8 |
10.0% |
47% |
False |
False |
|
| 10 |
3,162.0 |
2,305.0 |
857.0 |
33.4% |
225.8 |
8.8% |
31% |
False |
False |
192,813 |
| 20 |
3,300.0 |
2,305.0 |
995.0 |
38.7% |
170.6 |
6.6% |
26% |
False |
False |
795,072 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
44.9% |
124.3 |
4.8% |
23% |
False |
False |
438,450 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
46.3% |
104.4 |
4.1% |
22% |
False |
False |
293,219 |
| 80 |
3,494.0 |
2,305.0 |
1,189.0 |
46.3% |
98.0 |
3.8% |
22% |
False |
False |
221,060 |
| 100 |
3,850.0 |
2,305.0 |
1,545.0 |
60.2% |
90.5 |
3.5% |
17% |
False |
False |
178,871 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
63.3% |
81.6 |
3.2% |
16% |
False |
False |
149,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,036.3 |
|
2.618 |
3,545.0 |
|
1.618 |
3,244.0 |
|
1.000 |
3,058.0 |
|
0.618 |
2,943.0 |
|
HIGH |
2,757.0 |
|
0.618 |
2,642.0 |
|
0.500 |
2,606.5 |
|
0.382 |
2,571.0 |
|
LOW |
2,456.0 |
|
0.618 |
2,270.0 |
|
1.000 |
2,155.0 |
|
1.618 |
1,969.0 |
|
2.618 |
1,668.0 |
|
4.250 |
1,176.8 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,606.5 |
2,660.0 |
| PP |
2,593.7 |
2,629.3 |
| S1 |
2,580.8 |
2,598.7 |
|