| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,300.0 |
4,197.5 |
-102.5 |
-2.4% |
4,915.0 |
| High |
4,408.5 |
4,503.5 |
95.0 |
2.2% |
4,979.0 |
| Low |
4,032.5 |
4,080.0 |
47.5 |
1.2% |
4,032.5 |
| Close |
4,297.5 |
4,302.0 |
4.5 |
0.1% |
4,297.5 |
| Range |
376.0 |
423.5 |
47.5 |
12.6% |
946.5 |
| ATR |
349.7 |
355.0 |
5.3 |
1.5% |
0.0 |
| Volume |
301,294 |
256,299 |
-44,995 |
-14.9% |
1,110,001 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,565.7 |
5,357.3 |
4,534.9 |
|
| R3 |
5,142.2 |
4,933.8 |
4,418.5 |
|
| R2 |
4,718.7 |
4,718.7 |
4,379.6 |
|
| R1 |
4,510.3 |
4,510.3 |
4,340.8 |
4,614.5 |
| PP |
4,295.2 |
4,295.2 |
4,295.2 |
4,347.3 |
| S1 |
4,086.8 |
4,086.8 |
4,263.2 |
4,191.0 |
| S2 |
3,871.7 |
3,871.7 |
4,224.4 |
|
| S3 |
3,448.2 |
3,663.3 |
4,185.5 |
|
| S4 |
3,024.7 |
3,239.8 |
4,069.1 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,275.8 |
6,733.2 |
4,818.1 |
|
| R3 |
6,329.3 |
5,786.7 |
4,557.8 |
|
| R2 |
5,382.8 |
5,382.8 |
4,471.0 |
|
| R1 |
4,840.2 |
4,840.2 |
4,384.3 |
4,638.3 |
| PP |
4,436.3 |
4,436.3 |
4,436.3 |
4,335.4 |
| S1 |
3,893.7 |
3,893.7 |
4,210.7 |
3,691.8 |
| S2 |
3,489.8 |
3,489.8 |
4,124.0 |
|
| S3 |
2,543.3 |
2,947.2 |
4,037.2 |
|
| S4 |
1,596.8 |
2,000.7 |
3,776.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,957.5 |
4,032.5 |
925.0 |
21.5% |
343.6 |
8.0% |
29% |
False |
False |
238,985 |
| 10 |
5,419.5 |
4,032.5 |
1,387.0 |
32.2% |
356.6 |
8.3% |
19% |
False |
False |
253,911 |
| 20 |
5,965.0 |
4,032.5 |
1,932.5 |
44.9% |
354.3 |
8.2% |
14% |
False |
False |
272,492 |
| 40 |
6,637.0 |
4,032.5 |
2,604.5 |
60.5% |
266.5 |
6.2% |
10% |
False |
False |
182,043 |
| 60 |
6,738.0 |
4,032.5 |
2,705.5 |
62.9% |
216.4 |
5.0% |
10% |
False |
False |
121,748 |
| 80 |
6,738.0 |
4,032.5 |
2,705.5 |
62.9% |
196.6 |
4.6% |
10% |
False |
False |
91,512 |
| 100 |
7,012.5 |
4,032.5 |
2,980.0 |
69.3% |
183.1 |
4.3% |
9% |
False |
False |
73,771 |
| 120 |
7,421.0 |
4,032.5 |
3,388.5 |
78.8% |
168.7 |
3.9% |
8% |
False |
False |
61,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,303.4 |
|
2.618 |
5,612.2 |
|
1.618 |
5,188.7 |
|
1.000 |
4,927.0 |
|
0.618 |
4,765.2 |
|
HIGH |
4,503.5 |
|
0.618 |
4,341.7 |
|
0.500 |
4,291.8 |
|
0.382 |
4,241.8 |
|
LOW |
4,080.0 |
|
0.618 |
3,818.3 |
|
1.000 |
3,656.5 |
|
1.618 |
3,394.8 |
|
2.618 |
2,971.3 |
|
4.250 |
2,280.1 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,298.6 |
4,322.5 |
| PP |
4,295.2 |
4,315.7 |
| S1 |
4,291.8 |
4,308.8 |
|