| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,425.0 |
2,560.0 |
135.0 |
5.6% |
2,560.0 |
| High |
2,556.0 |
2,595.0 |
39.0 |
1.5% |
2,670.0 |
| Low |
2,407.0 |
2,481.0 |
74.0 |
3.1% |
2,173.0 |
| Close |
2,494.0 |
2,519.0 |
25.0 |
1.0% |
2,326.0 |
| Range |
149.0 |
114.0 |
-35.0 |
-23.5% |
497.0 |
| ATR |
202.7 |
196.4 |
-6.3 |
-3.1% |
0.0 |
| Volume |
2,331,054 |
1,863,466 |
-467,588 |
-20.1% |
5,400,285 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,873.7 |
2,810.3 |
2,581.7 |
|
| R3 |
2,759.7 |
2,696.3 |
2,550.4 |
|
| R2 |
2,645.7 |
2,645.7 |
2,539.9 |
|
| R1 |
2,582.3 |
2,582.3 |
2,529.5 |
2,557.0 |
| PP |
2,531.7 |
2,531.7 |
2,531.7 |
2,519.0 |
| S1 |
2,468.3 |
2,468.3 |
2,508.6 |
2,443.0 |
| S2 |
2,417.7 |
2,417.7 |
2,498.1 |
|
| S3 |
2,303.7 |
2,354.3 |
2,487.7 |
|
| S4 |
2,189.7 |
2,240.3 |
2,456.3 |
|
|
| 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 |
2,595.0 |
2,173.0 |
422.0 |
16.8% |
167.0 |
6.6% |
82% |
True |
False |
2,319,791 |
| 10 |
2,670.0 |
2,173.0 |
497.0 |
19.7% |
164.2 |
6.5% |
70% |
False |
False |
1,394,966 |
| 20 |
3,162.0 |
2,173.0 |
989.0 |
39.3% |
195.0 |
7.7% |
35% |
False |
False |
793,889 |
| 40 |
3,397.0 |
2,173.0 |
1,224.0 |
48.6% |
150.6 |
6.0% |
28% |
False |
False |
784,454 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
52.4% |
120.6 |
4.8% |
26% |
False |
False |
525,375 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
52.4% |
108.6 |
4.3% |
26% |
False |
False |
395,203 |
| 100 |
3,640.0 |
2,173.0 |
1,467.0 |
58.2% |
100.8 |
4.0% |
24% |
False |
False |
317,781 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
69.8% |
92.5 |
3.7% |
20% |
False |
False |
265,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,079.5 |
|
2.618 |
2,893.5 |
|
1.618 |
2,779.5 |
|
1.000 |
2,709.0 |
|
0.618 |
2,665.5 |
|
HIGH |
2,595.0 |
|
0.618 |
2,551.5 |
|
0.500 |
2,538.0 |
|
0.382 |
2,524.5 |
|
LOW |
2,481.0 |
|
0.618 |
2,410.5 |
|
1.000 |
2,367.0 |
|
1.618 |
2,296.5 |
|
2.618 |
2,182.5 |
|
4.250 |
1,996.5 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,538.0 |
2,491.5 |
| PP |
2,531.7 |
2,464.0 |
| S1 |
2,525.3 |
2,436.5 |
|