| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,320.0 |
2,267.0 |
-53.0 |
-2.3% |
2,560.0 |
| High |
2,374.0 |
2,334.0 |
-40.0 |
-1.7% |
2,670.0 |
| Low |
2,173.0 |
2,182.0 |
9.0 |
0.4% |
2,173.0 |
| Close |
2,326.0 |
2,275.0 |
-51.0 |
-2.2% |
2,326.0 |
| Range |
201.0 |
152.0 |
-49.0 |
-24.4% |
497.0 |
| ATR |
202.6 |
198.9 |
-3.6 |
-1.8% |
0.0 |
| Volume |
3,049,580 |
2,148,664 |
-900,916 |
-29.5% |
5,400,285 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,719.7 |
2,649.3 |
2,358.6 |
|
| R3 |
2,567.7 |
2,497.3 |
2,316.8 |
|
| R2 |
2,415.7 |
2,415.7 |
2,302.9 |
|
| R1 |
2,345.3 |
2,345.3 |
2,288.9 |
2,380.5 |
| PP |
2,263.7 |
2,263.7 |
2,263.7 |
2,281.3 |
| S1 |
2,193.3 |
2,193.3 |
2,261.1 |
2,228.5 |
| S2 |
2,111.7 |
2,111.7 |
2,247.1 |
|
| S3 |
1,959.7 |
2,041.3 |
2,233.2 |
|
| S4 |
1,807.7 |
1,889.3 |
2,191.4 |
|
|
| 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 |
21.8% |
148.4 |
6.5% |
21% |
False |
False |
1,509,789 |
| 10 |
2,864.0 |
2,173.0 |
691.0 |
30.4% |
192.9 |
8.5% |
15% |
False |
False |
754,894 |
| 20 |
3,162.0 |
2,173.0 |
989.0 |
43.5% |
191.6 |
8.4% |
10% |
False |
False |
750,876 |
| 40 |
3,457.0 |
2,173.0 |
1,284.0 |
56.4% |
143.1 |
6.3% |
8% |
False |
False |
625,487 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
58.1% |
116.0 |
5.1% |
8% |
False |
False |
418,751 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
58.1% |
105.2 |
4.6% |
8% |
False |
False |
315,259 |
| 100 |
3,676.0 |
2,173.0 |
1,503.0 |
66.1% |
98.1 |
4.3% |
7% |
False |
False |
254,024 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
77.3% |
89.3 |
3.9% |
6% |
False |
False |
212,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,980.0 |
|
2.618 |
2,731.9 |
|
1.618 |
2,579.9 |
|
1.000 |
2,486.0 |
|
0.618 |
2,427.9 |
|
HIGH |
2,334.0 |
|
0.618 |
2,275.9 |
|
0.500 |
2,258.0 |
|
0.382 |
2,240.1 |
|
LOW |
2,182.0 |
|
0.618 |
2,088.1 |
|
1.000 |
2,030.0 |
|
1.618 |
1,936.1 |
|
2.618 |
1,784.1 |
|
4.250 |
1,536.0 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,269.3 |
2,324.0 |
| PP |
2,263.7 |
2,307.7 |
| S1 |
2,258.0 |
2,291.3 |
|