| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,555.0 |
2,853.0 |
298.0 |
11.7% |
3,009.0 |
| High |
2,800.0 |
2,878.0 |
78.0 |
2.8% |
3,011.0 |
| Low |
2,539.0 |
2,720.0 |
181.0 |
7.1% |
2,330.0 |
| Close |
2,669.0 |
2,781.0 |
112.0 |
4.2% |
2,382.0 |
| Range |
261.0 |
158.0 |
-103.0 |
-39.5% |
681.0 |
| ATR |
189.2 |
190.6 |
1.4 |
0.7% |
0.0 |
| Volume |
3,526 |
2,498 |
-1,028 |
-29.2% |
10,615 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,267.0 |
3,182.0 |
2,867.9 |
|
| R3 |
3,109.0 |
3,024.0 |
2,824.5 |
|
| R2 |
2,951.0 |
2,951.0 |
2,810.0 |
|
| R1 |
2,866.0 |
2,866.0 |
2,795.5 |
2,829.5 |
| PP |
2,793.0 |
2,793.0 |
2,793.0 |
2,774.8 |
| S1 |
2,708.0 |
2,708.0 |
2,766.5 |
2,671.5 |
| S2 |
2,635.0 |
2,635.0 |
2,752.0 |
|
| S3 |
2,477.0 |
2,550.0 |
2,737.6 |
|
| S4 |
2,319.0 |
2,392.0 |
2,694.1 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,617.3 |
4,180.7 |
2,756.6 |
|
| R3 |
3,936.3 |
3,499.7 |
2,569.3 |
|
| R2 |
3,255.3 |
3,255.3 |
2,506.9 |
|
| R1 |
2,818.7 |
2,818.7 |
2,444.4 |
2,696.5 |
| PP |
2,574.3 |
2,574.3 |
2,574.3 |
2,513.3 |
| S1 |
2,137.7 |
2,137.7 |
2,319.6 |
2,015.5 |
| S2 |
1,893.3 |
1,893.3 |
2,257.2 |
|
| S3 |
1,212.3 |
1,456.7 |
2,194.7 |
|
| S4 |
531.3 |
775.7 |
2,007.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,908.0 |
2,330.0 |
578.0 |
20.8% |
237.2 |
8.5% |
78% |
False |
False |
2,770 |
| 10 |
3,179.0 |
2,330.0 |
849.0 |
30.5% |
192.1 |
6.9% |
53% |
False |
False |
2,318 |
| 20 |
3,349.0 |
2,330.0 |
1,019.0 |
36.6% |
168.4 |
6.1% |
44% |
False |
False |
14,243 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
41.2% |
116.5 |
4.2% |
39% |
False |
False |
12,742 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
42.6% |
91.4 |
3.3% |
38% |
False |
False |
8,772 |
| 80 |
3,556.0 |
2,330.0 |
1,226.0 |
44.1% |
83.9 |
3.0% |
37% |
False |
False |
6,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,549.5 |
|
2.618 |
3,291.6 |
|
1.618 |
3,133.6 |
|
1.000 |
3,036.0 |
|
0.618 |
2,975.6 |
|
HIGH |
2,878.0 |
|
0.618 |
2,817.6 |
|
0.500 |
2,799.0 |
|
0.382 |
2,780.4 |
|
LOW |
2,720.0 |
|
0.618 |
2,622.4 |
|
1.000 |
2,562.0 |
|
1.618 |
2,464.4 |
|
2.618 |
2,306.4 |
|
4.250 |
2,048.5 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,799.0 |
2,722.0 |
| PP |
2,793.0 |
2,663.0 |
| S1 |
2,787.0 |
2,604.0 |
|