| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,745.0 |
2,413.0 |
-332.0 |
-12.1% |
2,439.0 |
| High |
2,757.0 |
2,577.0 |
-180.0 |
-6.5% |
2,864.0 |
| Low |
2,456.0 |
2,373.0 |
-83.0 |
-3.4% |
2,305.0 |
| Close |
2,568.0 |
2,410.0 |
-158.0 |
-6.2% |
2,410.0 |
| Range |
301.0 |
204.0 |
-97.0 |
-32.2% |
559.0 |
| ATR |
198.0 |
198.4 |
0.4 |
0.2% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,065.3 |
2,941.7 |
2,522.2 |
|
| R3 |
2,861.3 |
2,737.7 |
2,466.1 |
|
| R2 |
2,657.3 |
2,657.3 |
2,447.4 |
|
| R1 |
2,533.7 |
2,533.7 |
2,428.7 |
2,493.5 |
| PP |
2,453.3 |
2,453.3 |
2,453.3 |
2,433.3 |
| S1 |
2,329.7 |
2,329.7 |
2,391.3 |
2,289.5 |
| S2 |
2,249.3 |
2,249.3 |
2,372.6 |
|
| S3 |
2,045.3 |
2,125.7 |
2,353.9 |
|
| S4 |
1,841.3 |
1,921.7 |
2,297.8 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,203.3 |
3,865.7 |
2,717.5 |
|
| R3 |
3,644.3 |
3,306.7 |
2,563.7 |
|
| R2 |
3,085.3 |
3,085.3 |
2,512.5 |
|
| R1 |
2,747.7 |
2,747.7 |
2,461.2 |
2,637.0 |
| PP |
2,526.3 |
2,526.3 |
2,526.3 |
2,471.0 |
| S1 |
2,188.7 |
2,188.7 |
2,358.8 |
2,078.0 |
| S2 |
1,967.3 |
1,967.3 |
2,307.5 |
|
| S3 |
1,408.3 |
1,629.7 |
2,256.3 |
|
| S4 |
849.3 |
1,070.7 |
2,102.6 |
|
|
| 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 |
23.2% |
237.2 |
9.8% |
19% |
False |
False |
|
| 10 |
3,162.0 |
2,305.0 |
857.0 |
35.6% |
230.8 |
9.6% |
12% |
False |
False |
|
| 20 |
3,300.0 |
2,305.0 |
995.0 |
41.3% |
171.9 |
7.1% |
11% |
False |
False |
795,072 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
47.8% |
128.6 |
5.3% |
9% |
False |
False |
438,362 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
49.3% |
106.2 |
4.4% |
9% |
False |
False |
293,168 |
| 80 |
3,494.0 |
2,305.0 |
1,189.0 |
49.3% |
99.2 |
4.1% |
9% |
False |
False |
221,015 |
| 100 |
3,850.0 |
2,305.0 |
1,545.0 |
64.1% |
92.1 |
3.8% |
7% |
False |
False |
178,845 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
67.5% |
82.9 |
3.4% |
6% |
False |
False |
149,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,444.0 |
|
2.618 |
3,111.1 |
|
1.618 |
2,907.1 |
|
1.000 |
2,781.0 |
|
0.618 |
2,703.1 |
|
HIGH |
2,577.0 |
|
0.618 |
2,499.1 |
|
0.500 |
2,475.0 |
|
0.382 |
2,450.9 |
|
LOW |
2,373.0 |
|
0.618 |
2,246.9 |
|
1.000 |
2,169.0 |
|
1.618 |
2,042.9 |
|
2.618 |
1,838.9 |
|
4.250 |
1,506.0 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,475.0 |
2,618.5 |
| PP |
2,453.3 |
2,549.0 |
| S1 |
2,431.7 |
2,479.5 |
|