| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,581.0 |
21.0 |
0.8% |
2,439.0 |
| High |
2,636.0 |
2,670.0 |
34.0 |
1.3% |
2,864.0 |
| Low |
2,422.0 |
2,567.0 |
145.0 |
6.0% |
2,305.0 |
| Close |
2,525.0 |
2,610.0 |
85.0 |
3.4% |
2,410.0 |
| Range |
214.0 |
103.0 |
-111.0 |
-51.9% |
559.0 |
| ATR |
200.4 |
196.5 |
-4.0 |
-2.0% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,924.7 |
2,870.3 |
2,666.7 |
|
| R3 |
2,821.7 |
2,767.3 |
2,638.3 |
|
| R2 |
2,718.7 |
2,718.7 |
2,628.9 |
|
| R1 |
2,664.3 |
2,664.3 |
2,619.4 |
2,691.5 |
| PP |
2,615.7 |
2,615.7 |
2,615.7 |
2,629.3 |
| S1 |
2,561.3 |
2,561.3 |
2,600.6 |
2,588.5 |
| S2 |
2,512.7 |
2,512.7 |
2,591.1 |
|
| S3 |
2,409.7 |
2,458.3 |
2,581.7 |
|
| S4 |
2,306.7 |
2,355.3 |
2,553.4 |
|
|
| 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 |
18.8% |
203.2 |
7.8% |
48% |
False |
False |
|
| 10 |
2,966.0 |
2,305.0 |
661.0 |
25.3% |
228.0 |
8.7% |
46% |
False |
False |
|
| 20 |
3,243.0 |
2,305.0 |
938.0 |
35.9% |
175.3 |
6.7% |
33% |
False |
False |
609,364 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
44.1% |
133.2 |
5.1% |
26% |
False |
False |
437,965 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
45.6% |
109.4 |
4.2% |
26% |
False |
False |
293,157 |
| 80 |
3,494.0 |
2,305.0 |
1,189.0 |
45.6% |
101.8 |
3.9% |
26% |
False |
False |
220,949 |
| 100 |
3,796.0 |
2,305.0 |
1,491.0 |
57.1% |
94.3 |
3.6% |
20% |
False |
False |
178,757 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
62.3% |
85.2 |
3.3% |
19% |
False |
False |
149,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,107.8 |
|
2.618 |
2,939.7 |
|
1.618 |
2,836.7 |
|
1.000 |
2,773.0 |
|
0.618 |
2,733.7 |
|
HIGH |
2,670.0 |
|
0.618 |
2,630.7 |
|
0.500 |
2,618.5 |
|
0.382 |
2,606.3 |
|
LOW |
2,567.0 |
|
0.618 |
2,503.3 |
|
1.000 |
2,464.0 |
|
1.618 |
2,400.3 |
|
2.618 |
2,297.3 |
|
4.250 |
2,129.3 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.5 |
2,580.5 |
| PP |
2,615.7 |
2,551.0 |
| S1 |
2,612.8 |
2,521.5 |
|