| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,413.0 |
2,560.0 |
147.0 |
6.1% |
2,439.0 |
| High |
2,577.0 |
2,636.0 |
59.0 |
2.3% |
2,864.0 |
| Low |
2,373.0 |
2,422.0 |
49.0 |
2.1% |
2,305.0 |
| Close |
2,410.0 |
2,525.0 |
115.0 |
4.8% |
2,410.0 |
| Range |
204.0 |
214.0 |
10.0 |
4.9% |
559.0 |
| ATR |
198.4 |
200.4 |
2.0 |
1.0% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,169.7 |
3,061.3 |
2,642.7 |
|
| R3 |
2,955.7 |
2,847.3 |
2,583.9 |
|
| R2 |
2,741.7 |
2,741.7 |
2,564.2 |
|
| R1 |
2,633.3 |
2,633.3 |
2,544.6 |
2,580.5 |
| PP |
2,527.7 |
2,527.7 |
2,527.7 |
2,501.3 |
| S1 |
2,419.3 |
2,419.3 |
2,505.4 |
2,366.5 |
| S2 |
2,313.7 |
2,313.7 |
2,485.8 |
|
| S3 |
2,099.7 |
2,205.3 |
2,466.2 |
|
| S4 |
1,885.7 |
1,991.3 |
2,407.3 |
|
|
| 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 |
2,373.0 |
491.0 |
19.4% |
237.4 |
9.4% |
31% |
False |
False |
|
| 10 |
2,994.0 |
2,305.0 |
689.0 |
27.3% |
236.8 |
9.4% |
32% |
False |
False |
|
| 20 |
3,243.0 |
2,305.0 |
938.0 |
37.1% |
174.3 |
6.9% |
23% |
False |
False |
694,196 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
45.6% |
132.2 |
5.2% |
19% |
False |
False |
438,141 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
47.1% |
108.8 |
4.3% |
19% |
False |
False |
293,159 |
| 80 |
3,494.0 |
2,305.0 |
1,189.0 |
47.1% |
101.2 |
4.0% |
19% |
False |
False |
221,008 |
| 100 |
3,830.0 |
2,305.0 |
1,525.0 |
60.4% |
94.0 |
3.7% |
14% |
False |
False |
178,826 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
64.4% |
84.5 |
3.3% |
14% |
False |
False |
149,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,545.5 |
|
2.618 |
3,196.3 |
|
1.618 |
2,982.3 |
|
1.000 |
2,850.0 |
|
0.618 |
2,768.3 |
|
HIGH |
2,636.0 |
|
0.618 |
2,554.3 |
|
0.500 |
2,529.0 |
|
0.382 |
2,503.7 |
|
LOW |
2,422.0 |
|
0.618 |
2,289.7 |
|
1.000 |
2,208.0 |
|
1.618 |
2,075.7 |
|
2.618 |
1,861.7 |
|
4.250 |
1,512.5 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,529.0 |
2,565.0 |
| PP |
2,527.7 |
2,551.7 |
| S1 |
2,526.3 |
2,538.3 |
|