| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,357.0 |
2,425.0 |
68.0 |
2.9% |
2,560.0 |
| High |
2,497.0 |
2,556.0 |
59.0 |
2.4% |
2,670.0 |
| Low |
2,278.0 |
2,407.0 |
129.0 |
5.7% |
2,173.0 |
| Close |
2,326.0 |
2,494.0 |
168.0 |
7.2% |
2,326.0 |
| Range |
219.0 |
149.0 |
-70.0 |
-32.0% |
497.0 |
| ATR |
200.6 |
202.7 |
2.1 |
1.0% |
0.0 |
| Volume |
2,206,193 |
2,331,054 |
124,861 |
5.7% |
5,400,285 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,932.7 |
2,862.3 |
2,576.0 |
|
| R3 |
2,783.7 |
2,713.3 |
2,535.0 |
|
| R2 |
2,634.7 |
2,634.7 |
2,521.3 |
|
| R1 |
2,564.3 |
2,564.3 |
2,507.7 |
2,599.5 |
| PP |
2,485.7 |
2,485.7 |
2,485.7 |
2,503.3 |
| S1 |
2,415.3 |
2,415.3 |
2,480.3 |
2,450.5 |
| S2 |
2,336.7 |
2,336.7 |
2,466.7 |
|
| S3 |
2,187.7 |
2,266.3 |
2,453.0 |
|
| S4 |
2,038.7 |
2,117.3 |
2,412.1 |
|
|
| 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 |
2,556.0 |
2,173.0 |
383.0 |
15.4% |
175.0 |
7.0% |
84% |
True |
False |
2,417,239 |
| 10 |
2,757.0 |
2,173.0 |
584.0 |
23.4% |
182.9 |
7.3% |
55% |
False |
False |
1,208,619 |
| 20 |
3,162.0 |
2,173.0 |
989.0 |
39.7% |
196.0 |
7.9% |
32% |
False |
False |
785,874 |
| 40 |
3,422.0 |
2,173.0 |
1,249.0 |
50.1% |
148.9 |
6.0% |
26% |
False |
False |
738,430 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
53.0% |
119.6 |
4.8% |
24% |
False |
False |
494,354 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
53.0% |
108.0 |
4.3% |
24% |
False |
False |
371,927 |
| 100 |
3,664.0 |
2,173.0 |
1,491.0 |
59.8% |
100.8 |
4.0% |
22% |
False |
False |
299,237 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
70.5% |
91.9 |
3.7% |
18% |
False |
False |
249,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,189.3 |
|
2.618 |
2,946.1 |
|
1.618 |
2,797.1 |
|
1.000 |
2,705.0 |
|
0.618 |
2,648.1 |
|
HIGH |
2,556.0 |
|
0.618 |
2,499.1 |
|
0.500 |
2,481.5 |
|
0.382 |
2,463.9 |
|
LOW |
2,407.0 |
|
0.618 |
2,314.9 |
|
1.000 |
2,258.0 |
|
1.618 |
2,165.9 |
|
2.618 |
2,016.9 |
|
4.250 |
1,773.8 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,489.8 |
2,452.3 |
| PP |
2,485.7 |
2,410.7 |
| S1 |
2,481.5 |
2,369.0 |
|