| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,581.0 |
2,666.0 |
85.0 |
3.3% |
2,439.0 |
| High |
2,670.0 |
2,670.0 |
0.0 |
0.0% |
2,864.0 |
| Low |
2,567.0 |
2,538.0 |
-29.0 |
-1.1% |
2,305.0 |
| Close |
2,610.0 |
2,589.0 |
-21.0 |
-0.8% |
2,410.0 |
| Range |
103.0 |
132.0 |
29.0 |
28.2% |
559.0 |
| ATR |
196.5 |
191.8 |
-4.6 |
-2.3% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,995.0 |
2,924.0 |
2,661.6 |
|
| R3 |
2,863.0 |
2,792.0 |
2,625.3 |
|
| R2 |
2,731.0 |
2,731.0 |
2,613.2 |
|
| R1 |
2,660.0 |
2,660.0 |
2,601.1 |
2,629.5 |
| PP |
2,599.0 |
2,599.0 |
2,599.0 |
2,583.8 |
| S1 |
2,528.0 |
2,528.0 |
2,576.9 |
2,497.5 |
| S2 |
2,467.0 |
2,467.0 |
2,564.8 |
|
| S3 |
2,335.0 |
2,396.0 |
2,552.7 |
|
| S4 |
2,203.0 |
2,264.0 |
2,516.4 |
|
|
| 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 |
2,757.0 |
2,373.0 |
384.0 |
14.8% |
190.8 |
7.4% |
56% |
False |
False |
|
| 10 |
2,899.0 |
2,305.0 |
594.0 |
22.9% |
220.9 |
8.5% |
48% |
False |
False |
|
| 20 |
3,243.0 |
2,305.0 |
938.0 |
36.2% |
178.9 |
6.9% |
30% |
False |
False |
538,393 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
44.5% |
135.0 |
5.2% |
25% |
False |
False |
437,498 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
45.9% |
110.2 |
4.3% |
24% |
False |
False |
293,124 |
| 80 |
3,494.0 |
2,305.0 |
1,189.0 |
45.9% |
102.1 |
3.9% |
24% |
False |
False |
220,943 |
| 100 |
3,779.0 |
2,305.0 |
1,474.0 |
56.9% |
95.2 |
3.7% |
19% |
False |
False |
178,728 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
62.8% |
86.1 |
3.3% |
17% |
False |
False |
149,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,231.0 |
|
2.618 |
3,015.6 |
|
1.618 |
2,883.6 |
|
1.000 |
2,802.0 |
|
0.618 |
2,751.6 |
|
HIGH |
2,670.0 |
|
0.618 |
2,619.6 |
|
0.500 |
2,604.0 |
|
0.382 |
2,588.4 |
|
LOW |
2,538.0 |
|
0.618 |
2,456.4 |
|
1.000 |
2,406.0 |
|
1.618 |
2,324.4 |
|
2.618 |
2,192.4 |
|
4.250 |
1,977.0 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,604.0 |
2,574.7 |
| PP |
2,599.0 |
2,560.3 |
| S1 |
2,594.0 |
2,546.0 |
|