| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,449.0 |
2,320.0 |
-129.0 |
-5.3% |
2,560.0 |
| High |
2,475.0 |
2,374.0 |
-101.0 |
-4.1% |
2,670.0 |
| Low |
2,321.0 |
2,173.0 |
-148.0 |
-6.4% |
2,173.0 |
| Close |
2,444.0 |
2,326.0 |
-118.0 |
-4.8% |
2,326.0 |
| Range |
154.0 |
201.0 |
47.0 |
30.5% |
497.0 |
| ATR |
197.3 |
202.6 |
5.3 |
2.7% |
0.0 |
| Volume |
2,350,705 |
3,049,580 |
698,875 |
29.7% |
5,400,285 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,894.0 |
2,811.0 |
2,436.6 |
|
| R3 |
2,693.0 |
2,610.0 |
2,381.3 |
|
| R2 |
2,492.0 |
2,492.0 |
2,362.9 |
|
| R1 |
2,409.0 |
2,409.0 |
2,344.4 |
2,450.5 |
| PP |
2,291.0 |
2,291.0 |
2,291.0 |
2,311.8 |
| S1 |
2,208.0 |
2,208.0 |
2,307.6 |
2,249.5 |
| S2 |
2,090.0 |
2,090.0 |
2,289.2 |
|
| S3 |
1,889.0 |
2,007.0 |
2,270.7 |
|
| S4 |
1,688.0 |
1,806.0 |
2,215.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,880.7 |
3,600.3 |
2,599.4 |
|
| R3 |
3,383.7 |
3,103.3 |
2,462.7 |
|
| R2 |
2,886.7 |
2,886.7 |
2,417.1 |
|
| R1 |
2,606.3 |
2,606.3 |
2,371.6 |
2,498.0 |
| PP |
2,389.7 |
2,389.7 |
2,389.7 |
2,335.5 |
| S1 |
2,109.3 |
2,109.3 |
2,280.4 |
2,001.0 |
| S2 |
1,892.7 |
1,892.7 |
2,234.9 |
|
| S3 |
1,395.7 |
1,612.3 |
2,189.3 |
|
| S4 |
898.7 |
1,115.3 |
2,052.7 |
|
|
| 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 |
2,173.0 |
497.0 |
21.4% |
160.8 |
6.9% |
31% |
False |
True |
1,080,057 |
| 10 |
2,864.0 |
2,173.0 |
691.0 |
29.7% |
199.0 |
8.6% |
22% |
False |
True |
540,028 |
| 20 |
3,206.0 |
2,173.0 |
1,033.0 |
44.4% |
187.4 |
8.1% |
15% |
False |
True |
643,443 |
| 40 |
3,457.0 |
2,173.0 |
1,284.0 |
55.2% |
140.0 |
6.0% |
12% |
False |
True |
571,878 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
56.8% |
114.5 |
4.9% |
12% |
False |
True |
382,962 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
56.8% |
104.3 |
4.5% |
12% |
False |
True |
288,435 |
| 100 |
3,779.0 |
2,173.0 |
1,606.0 |
69.0% |
98.1 |
4.2% |
10% |
False |
True |
232,593 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
75.6% |
88.3 |
3.8% |
9% |
False |
True |
194,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,228.3 |
|
2.618 |
2,900.2 |
|
1.618 |
2,699.2 |
|
1.000 |
2,575.0 |
|
0.618 |
2,498.2 |
|
HIGH |
2,374.0 |
|
0.618 |
2,297.2 |
|
0.500 |
2,273.5 |
|
0.382 |
2,249.8 |
|
LOW |
2,173.0 |
|
0.618 |
2,048.8 |
|
1.000 |
1,972.0 |
|
1.618 |
1,847.8 |
|
2.618 |
1,646.8 |
|
4.250 |
1,318.8 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,308.5 |
2,421.5 |
| PP |
2,291.0 |
2,389.7 |
| S1 |
2,273.5 |
2,357.8 |
|