| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,609.0 |
4,822.5 |
213.5 |
4.6% |
5,607.0 |
| High |
4,764.0 |
5,280.5 |
516.5 |
10.8% |
5,621.5 |
| Low |
4,333.0 |
4,774.0 |
441.0 |
10.2% |
4,333.0 |
| Close |
4,499.0 |
5,076.5 |
577.5 |
12.8% |
4,499.0 |
| Range |
431.0 |
506.5 |
75.5 |
17.5% |
1,288.5 |
| ATR |
296.5 |
331.1 |
34.6 |
11.7% |
0.0 |
| Volume |
460,768 |
260,275 |
-200,493 |
-43.5% |
1,854,430 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,563.2 |
6,326.3 |
5,355.1 |
|
| R3 |
6,056.7 |
5,819.8 |
5,215.8 |
|
| R2 |
5,550.2 |
5,550.2 |
5,169.4 |
|
| R1 |
5,313.3 |
5,313.3 |
5,122.9 |
5,431.8 |
| PP |
5,043.7 |
5,043.7 |
5,043.7 |
5,102.9 |
| S1 |
4,806.8 |
4,806.8 |
5,030.1 |
4,925.3 |
| S2 |
4,537.2 |
4,537.2 |
4,983.6 |
|
| S3 |
4,030.7 |
4,300.3 |
4,937.2 |
|
| S4 |
3,524.2 |
3,793.8 |
4,797.9 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,683.3 |
7,879.7 |
5,207.7 |
|
| R3 |
7,394.8 |
6,591.2 |
4,853.3 |
|
| R2 |
6,106.3 |
6,106.3 |
4,735.2 |
|
| R1 |
5,302.7 |
5,302.7 |
4,617.1 |
5,060.3 |
| PP |
4,817.8 |
4,817.8 |
4,817.8 |
4,696.6 |
| S1 |
4,014.2 |
4,014.2 |
4,380.9 |
3,771.8 |
| S2 |
3,529.3 |
3,529.3 |
4,262.8 |
|
| S3 |
2,240.8 |
2,725.7 |
4,144.7 |
|
| S4 |
952.3 |
1,437.2 |
3,790.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,554.5 |
4,333.0 |
1,221.5 |
24.1% |
456.3 |
9.0% |
61% |
False |
False |
361,524 |
| 10 |
5,965.0 |
4,333.0 |
1,632.0 |
32.1% |
352.0 |
6.9% |
46% |
False |
False |
291,072 |
| 20 |
6,301.5 |
4,333.0 |
1,968.5 |
38.8% |
281.2 |
5.5% |
38% |
False |
False |
233,504 |
| 40 |
6,637.0 |
4,333.0 |
2,304.0 |
45.4% |
204.3 |
4.0% |
32% |
False |
False |
118,923 |
| 60 |
6,738.0 |
4,333.0 |
2,405.0 |
47.4% |
178.0 |
3.5% |
31% |
False |
False |
79,562 |
| 80 |
6,775.0 |
4,333.0 |
2,442.0 |
48.1% |
169.2 |
3.3% |
30% |
False |
False |
59,881 |
| 100 |
7,292.0 |
4,333.0 |
2,959.0 |
58.3% |
157.9 |
3.1% |
25% |
False |
False |
48,465 |
| 120 |
7,421.0 |
4,333.0 |
3,088.0 |
60.8% |
144.2 |
2.8% |
24% |
False |
False |
40,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,433.1 |
|
2.618 |
6,606.5 |
|
1.618 |
6,100.0 |
|
1.000 |
5,787.0 |
|
0.618 |
5,593.5 |
|
HIGH |
5,280.5 |
|
0.618 |
5,087.0 |
|
0.500 |
5,027.3 |
|
0.382 |
4,967.5 |
|
LOW |
4,774.0 |
|
0.618 |
4,461.0 |
|
1.000 |
4,267.5 |
|
1.618 |
3,954.5 |
|
2.618 |
3,448.0 |
|
4.250 |
2,621.4 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,060.1 |
4,986.6 |
| PP |
5,043.7 |
4,896.7 |
| S1 |
5,027.3 |
4,806.8 |
|