| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
927.75 |
959.75 |
32.00 |
3.4% |
864.25 |
| High |
968.50 |
984.00 |
15.50 |
1.6% |
984.00 |
| Low |
926.75 |
940.00 |
13.25 |
1.4% |
825.00 |
| Close |
961.50 |
967.25 |
5.75 |
0.6% |
967.25 |
| Range |
41.75 |
44.00 |
2.25 |
5.4% |
159.00 |
| ATR |
71.53 |
69.57 |
-1.97 |
-2.7% |
0.00 |
| Volume |
3,240,110 |
2,930,383 |
-309,727 |
-9.6% |
16,180,953 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,095.75 |
1,075.50 |
991.50 |
|
| R3 |
1,051.75 |
1,031.50 |
979.25 |
|
| R2 |
1,007.75 |
1,007.75 |
975.25 |
|
| R1 |
987.50 |
987.50 |
971.25 |
997.50 |
| PP |
963.75 |
963.75 |
963.75 |
968.75 |
| S1 |
943.50 |
943.50 |
963.25 |
953.50 |
| S2 |
919.75 |
919.75 |
959.25 |
|
| S3 |
875.75 |
899.50 |
955.25 |
|
| S4 |
831.75 |
855.50 |
943.00 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,402.50 |
1,343.75 |
1,054.75 |
|
| R3 |
1,243.50 |
1,184.75 |
1,011.00 |
|
| R2 |
1,084.50 |
1,084.50 |
996.50 |
|
| R1 |
1,025.75 |
1,025.75 |
981.75 |
1,055.00 |
| PP |
925.50 |
925.50 |
925.50 |
940.00 |
| S1 |
866.75 |
866.75 |
952.75 |
896.00 |
| S2 |
766.50 |
766.50 |
938.00 |
|
| S3 |
607.50 |
707.75 |
923.50 |
|
| S4 |
448.50 |
548.75 |
879.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
984.00 |
825.00 |
159.00 |
16.4% |
65.50 |
6.8% |
89% |
True |
False |
3,236,190 |
| 10 |
992.75 |
825.00 |
167.75 |
17.3% |
67.75 |
7.0% |
85% |
False |
False |
3,242,300 |
| 20 |
1,104.00 |
825.00 |
279.00 |
28.8% |
81.00 |
8.4% |
51% |
False |
False |
3,806,463 |
| 40 |
1,291.25 |
825.00 |
466.25 |
48.2% |
66.25 |
6.8% |
31% |
False |
False |
3,266,711 |
| 60 |
1,315.25 |
825.00 |
490.25 |
50.7% |
51.75 |
5.4% |
29% |
False |
False |
2,181,841 |
| 80 |
1,315.25 |
825.00 |
490.25 |
50.7% |
45.50 |
4.7% |
29% |
False |
False |
1,637,396 |
| 100 |
1,371.75 |
825.00 |
546.75 |
56.5% |
40.75 |
4.2% |
26% |
False |
False |
1,310,313 |
| 120 |
1,443.50 |
825.00 |
618.50 |
63.9% |
36.50 |
3.8% |
23% |
False |
False |
1,091,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,171.00 |
|
2.618 |
1,099.25 |
|
1.618 |
1,055.25 |
|
1.000 |
1,028.00 |
|
0.618 |
1,011.25 |
|
HIGH |
984.00 |
|
0.618 |
967.25 |
|
0.500 |
962.00 |
|
0.382 |
956.75 |
|
LOW |
940.00 |
|
0.618 |
912.75 |
|
1.000 |
896.00 |
|
1.618 |
868.75 |
|
2.618 |
824.75 |
|
4.250 |
753.00 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
965.50 |
961.25 |
| PP |
963.75 |
955.25 |
| S1 |
962.00 |
949.00 |
|