| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,666.0 |
2,449.0 |
-217.0 |
-8.1% |
2,439.0 |
| High |
2,670.0 |
2,475.0 |
-195.0 |
-7.3% |
2,864.0 |
| Low |
2,538.0 |
2,321.0 |
-217.0 |
-8.6% |
2,305.0 |
| Close |
2,589.0 |
2,444.0 |
-145.0 |
-5.6% |
2,410.0 |
| Range |
132.0 |
154.0 |
22.0 |
16.7% |
559.0 |
| ATR |
191.8 |
197.3 |
5.4 |
2.8% |
0.0 |
| Volume |
0 |
2,350,705 |
2,350,705 |
|
0 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,875.3 |
2,813.7 |
2,528.7 |
|
| R3 |
2,721.3 |
2,659.7 |
2,486.4 |
|
| R2 |
2,567.3 |
2,567.3 |
2,472.2 |
|
| R1 |
2,505.7 |
2,505.7 |
2,458.1 |
2,459.5 |
| PP |
2,413.3 |
2,413.3 |
2,413.3 |
2,390.3 |
| S1 |
2,351.7 |
2,351.7 |
2,429.9 |
2,305.5 |
| S2 |
2,259.3 |
2,259.3 |
2,415.8 |
|
| S3 |
2,105.3 |
2,197.7 |
2,401.7 |
|
| S4 |
1,951.3 |
2,043.7 |
2,359.3 |
|
|
| 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 |
2,670.0 |
2,321.0 |
349.0 |
14.3% |
161.4 |
6.6% |
35% |
False |
True |
470,141 |
| 10 |
2,864.0 |
2,305.0 |
559.0 |
22.9% |
208.6 |
8.5% |
25% |
False |
False |
235,070 |
| 20 |
3,206.0 |
2,305.0 |
901.0 |
36.9% |
180.8 |
7.4% |
15% |
False |
False |
569,145 |
| 40 |
3,457.0 |
2,305.0 |
1,152.0 |
47.1% |
137.5 |
5.6% |
12% |
False |
False |
496,107 |
| 60 |
3,494.0 |
2,305.0 |
1,189.0 |
48.6% |
112.1 |
4.6% |
12% |
False |
False |
332,298 |
| 80 |
3,494.0 |
2,305.0 |
1,189.0 |
48.6% |
103.0 |
4.2% |
12% |
False |
False |
250,324 |
| 100 |
3,779.0 |
2,305.0 |
1,474.0 |
60.3% |
96.4 |
3.9% |
9% |
False |
False |
202,226 |
| 120 |
3,931.0 |
2,305.0 |
1,626.0 |
66.5% |
86.9 |
3.6% |
9% |
False |
False |
168,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.5 |
|
2.618 |
2,878.2 |
|
1.618 |
2,724.2 |
|
1.000 |
2,629.0 |
|
0.618 |
2,570.2 |
|
HIGH |
2,475.0 |
|
0.618 |
2,416.2 |
|
0.500 |
2,398.0 |
|
0.382 |
2,379.8 |
|
LOW |
2,321.0 |
|
0.618 |
2,225.8 |
|
1.000 |
2,167.0 |
|
1.618 |
2,071.8 |
|
2.618 |
1,917.8 |
|
4.250 |
1,666.5 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,428.7 |
2,495.5 |
| PP |
2,413.3 |
2,478.3 |
| S1 |
2,398.0 |
2,461.2 |
|