| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
5,226.5 |
4,555.0 |
-671.5 |
-12.8% |
5,607.0 |
| High |
5,240.0 |
4,930.0 |
-310.0 |
-5.9% |
5,621.5 |
| Low |
4,675.0 |
4,546.5 |
-128.5 |
-2.7% |
4,333.0 |
| Close |
4,859.5 |
4,618.0 |
-241.5 |
-5.0% |
4,499.0 |
| Range |
565.0 |
383.5 |
-181.5 |
-32.1% |
1,288.5 |
| ATR |
348.6 |
351.1 |
2.5 |
0.7% |
0.0 |
| Volume |
272,799 |
346,947 |
74,148 |
27.2% |
1,854,430 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,848.7 |
5,616.8 |
4,828.9 |
|
| R3 |
5,465.2 |
5,233.3 |
4,723.5 |
|
| R2 |
5,081.7 |
5,081.7 |
4,688.3 |
|
| R1 |
4,849.8 |
4,849.8 |
4,653.2 |
4,965.8 |
| PP |
4,698.2 |
4,698.2 |
4,698.2 |
4,756.1 |
| S1 |
4,466.3 |
4,466.3 |
4,582.8 |
4,582.3 |
| S2 |
4,314.7 |
4,314.7 |
4,547.7 |
|
| S3 |
3,931.2 |
4,082.8 |
4,512.5 |
|
| S4 |
3,547.7 |
3,699.3 |
4,407.1 |
|
|
| 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 |
5,419.5 |
4,333.0 |
1,086.5 |
23.5% |
442.3 |
9.6% |
26% |
False |
False |
326,412 |
| 10 |
5,899.0 |
4,333.0 |
1,566.0 |
33.9% |
409.2 |
8.9% |
18% |
False |
False |
323,267 |
| 20 |
6,301.5 |
4,333.0 |
1,968.5 |
42.6% |
310.3 |
6.7% |
14% |
False |
False |
265,396 |
| 40 |
6,637.0 |
4,333.0 |
2,304.0 |
49.9% |
229.5 |
5.0% |
12% |
False |
False |
141,546 |
| 60 |
6,738.0 |
4,333.0 |
2,405.0 |
52.1% |
191.9 |
4.2% |
12% |
False |
False |
94,700 |
| 80 |
6,738.0 |
4,333.0 |
2,405.0 |
52.1% |
179.9 |
3.9% |
12% |
False |
False |
71,223 |
| 100 |
7,292.0 |
4,333.0 |
2,959.0 |
64.1% |
167.7 |
3.6% |
10% |
False |
False |
57,568 |
| 120 |
7,421.0 |
4,333.0 |
3,088.0 |
66.9% |
153.3 |
3.3% |
9% |
False |
False |
48,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,559.9 |
|
2.618 |
5,934.0 |
|
1.618 |
5,550.5 |
|
1.000 |
5,313.5 |
|
0.618 |
5,167.0 |
|
HIGH |
4,930.0 |
|
0.618 |
4,783.5 |
|
0.500 |
4,738.3 |
|
0.382 |
4,693.0 |
|
LOW |
4,546.5 |
|
0.618 |
4,309.5 |
|
1.000 |
4,163.0 |
|
1.618 |
3,926.0 |
|
2.618 |
3,542.5 |
|
4.250 |
2,916.6 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,738.3 |
4,983.0 |
| PP |
4,698.2 |
4,861.3 |
| S1 |
4,658.1 |
4,739.7 |
|