| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
958.50 |
904.50 |
-54.00 |
-5.6% |
909.50 |
| High |
969.25 |
923.25 |
-46.00 |
-4.7% |
1,067.00 |
| Low |
872.50 |
856.00 |
-16.50 |
-1.9% |
865.25 |
| Close |
902.75 |
915.25 |
12.50 |
1.4% |
933.50 |
| Range |
96.75 |
67.25 |
-29.50 |
-30.5% |
201.75 |
| ATR |
72.23 |
71.88 |
-0.36 |
-0.5% |
0.00 |
| Volume |
2,638,526 |
3,288,095 |
649,569 |
24.6% |
22,257,840 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,100.00 |
1,074.75 |
952.25 |
|
| R3 |
1,032.75 |
1,007.50 |
933.75 |
|
| R2 |
965.50 |
965.50 |
927.50 |
|
| R1 |
940.25 |
940.25 |
921.50 |
953.00 |
| PP |
898.25 |
898.25 |
898.25 |
904.50 |
| S1 |
873.00 |
873.00 |
909.00 |
885.50 |
| S2 |
831.00 |
831.00 |
903.00 |
|
| S3 |
763.75 |
805.75 |
896.75 |
|
| S4 |
696.50 |
738.50 |
878.25 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,560.50 |
1,448.75 |
1,044.50 |
|
| R3 |
1,358.75 |
1,247.00 |
989.00 |
|
| R2 |
1,157.00 |
1,157.00 |
970.50 |
|
| R1 |
1,045.25 |
1,045.25 |
952.00 |
1,101.00 |
| PP |
955.25 |
955.25 |
955.25 |
983.25 |
| S1 |
843.50 |
843.50 |
915.00 |
899.50 |
| S2 |
753.50 |
753.50 |
896.50 |
|
| S3 |
551.75 |
641.75 |
878.00 |
|
| S4 |
350.00 |
440.00 |
822.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
992.75 |
856.00 |
136.75 |
14.9% |
70.50 |
7.7% |
43% |
False |
True |
3,451,548 |
| 10 |
1,067.00 |
837.00 |
230.00 |
25.1% |
85.50 |
9.3% |
34% |
False |
False |
3,861,224 |
| 20 |
1,221.25 |
837.00 |
384.25 |
42.0% |
78.50 |
8.6% |
20% |
False |
False |
3,648,864 |
| 40 |
1,305.25 |
837.00 |
468.25 |
51.2% |
60.00 |
6.6% |
17% |
False |
False |
2,764,325 |
| 60 |
1,315.25 |
837.00 |
478.25 |
52.3% |
47.50 |
5.2% |
16% |
False |
False |
1,844,840 |
| 80 |
1,315.25 |
837.00 |
478.25 |
52.3% |
42.50 |
4.6% |
16% |
False |
False |
1,384,530 |
| 100 |
1,410.25 |
837.00 |
573.25 |
62.6% |
38.25 |
4.2% |
14% |
False |
False |
1,107,935 |
| 120 |
1,443.50 |
837.00 |
606.50 |
66.3% |
33.75 |
3.7% |
13% |
False |
False |
923,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,209.00 |
|
2.618 |
1,099.25 |
|
1.618 |
1,032.00 |
|
1.000 |
990.50 |
|
0.618 |
964.75 |
|
HIGH |
923.25 |
|
0.618 |
897.50 |
|
0.500 |
889.50 |
|
0.382 |
881.75 |
|
LOW |
856.00 |
|
0.618 |
814.50 |
|
1.000 |
788.75 |
|
1.618 |
747.25 |
|
2.618 |
680.00 |
|
4.250 |
570.25 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
906.75 |
924.50 |
| PP |
898.25 |
921.25 |
| S1 |
889.50 |
918.25 |
|