| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,267.0 |
2,357.0 |
90.0 |
4.0% |
2,560.0 |
| High |
2,334.0 |
2,497.0 |
163.0 |
7.0% |
2,670.0 |
| Low |
2,182.0 |
2,278.0 |
96.0 |
4.4% |
2,173.0 |
| Close |
2,275.0 |
2,326.0 |
51.0 |
2.2% |
2,326.0 |
| Range |
152.0 |
219.0 |
67.0 |
44.1% |
497.0 |
| ATR |
198.9 |
200.6 |
1.6 |
0.8% |
0.0 |
| Volume |
2,148,664 |
2,206,193 |
57,529 |
2.7% |
5,400,285 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,024.0 |
2,894.0 |
2,446.5 |
|
| R3 |
2,805.0 |
2,675.0 |
2,386.2 |
|
| R2 |
2,586.0 |
2,586.0 |
2,366.2 |
|
| R1 |
2,456.0 |
2,456.0 |
2,346.1 |
2,411.5 |
| PP |
2,367.0 |
2,367.0 |
2,367.0 |
2,344.8 |
| S1 |
2,237.0 |
2,237.0 |
2,305.9 |
2,192.5 |
| S2 |
2,148.0 |
2,148.0 |
2,285.9 |
|
| S3 |
1,929.0 |
2,018.0 |
2,265.8 |
|
| S4 |
1,710.0 |
1,799.0 |
2,205.6 |
|
|
| 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% |
171.6 |
7.4% |
31% |
False |
False |
1,951,028 |
| 10 |
2,864.0 |
2,173.0 |
691.0 |
29.7% |
187.4 |
8.1% |
22% |
False |
False |
975,514 |
| 20 |
3,162.0 |
2,173.0 |
989.0 |
42.5% |
193.2 |
8.3% |
15% |
False |
False |
746,549 |
| 40 |
3,457.0 |
2,173.0 |
1,284.0 |
55.2% |
147.4 |
6.3% |
12% |
False |
False |
680,524 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
56.8% |
119.0 |
5.1% |
12% |
False |
False |
455,509 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
56.8% |
107.1 |
4.6% |
12% |
False |
False |
342,809 |
| 100 |
3,664.0 |
2,173.0 |
1,491.0 |
64.1% |
99.8 |
4.3% |
10% |
False |
False |
276,001 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
75.6% |
90.9 |
3.9% |
9% |
False |
False |
230,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,427.8 |
|
2.618 |
3,070.3 |
|
1.618 |
2,851.3 |
|
1.000 |
2,716.0 |
|
0.618 |
2,632.3 |
|
HIGH |
2,497.0 |
|
0.618 |
2,413.3 |
|
0.500 |
2,387.5 |
|
0.382 |
2,361.7 |
|
LOW |
2,278.0 |
|
0.618 |
2,142.7 |
|
1.000 |
2,059.0 |
|
1.618 |
1,923.7 |
|
2.618 |
1,704.7 |
|
4.250 |
1,347.3 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,387.5 |
2,335.0 |
| PP |
2,367.0 |
2,332.0 |
| S1 |
2,346.5 |
2,329.0 |
|