| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,853.0 |
2,763.0 |
-90.0 |
-3.2% |
3,009.0 |
| High |
2,878.0 |
2,763.0 |
-115.0 |
-4.0% |
3,011.0 |
| Low |
2,720.0 |
2,500.0 |
-220.0 |
-8.1% |
2,330.0 |
| Close |
2,781.0 |
2,587.0 |
-194.0 |
-7.0% |
2,382.0 |
| Range |
158.0 |
263.0 |
105.0 |
66.5% |
681.0 |
| ATR |
190.6 |
197.1 |
6.5 |
3.4% |
0.0 |
| Volume |
2,498 |
860 |
-1,638 |
-65.6% |
10,615 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,405.7 |
3,259.3 |
2,731.7 |
|
| R3 |
3,142.7 |
2,996.3 |
2,659.3 |
|
| R2 |
2,879.7 |
2,879.7 |
2,635.2 |
|
| R1 |
2,733.3 |
2,733.3 |
2,611.1 |
2,675.0 |
| PP |
2,616.7 |
2,616.7 |
2,616.7 |
2,587.5 |
| S1 |
2,470.3 |
2,470.3 |
2,562.9 |
2,412.0 |
| S2 |
2,353.7 |
2,353.7 |
2,538.8 |
|
| S3 |
2,090.7 |
2,207.3 |
2,514.7 |
|
| S4 |
1,827.7 |
1,944.3 |
2,442.4 |
|
|
| 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 |
2,878.0 |
2,330.0 |
548.0 |
21.2% |
232.6 |
9.0% |
47% |
False |
False |
2,739 |
| 10 |
3,179.0 |
2,330.0 |
849.0 |
32.8% |
209.7 |
8.1% |
30% |
False |
False |
2,285 |
| 20 |
3,349.0 |
2,330.0 |
1,019.0 |
39.4% |
172.8 |
6.7% |
25% |
False |
False |
8,049 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
44.3% |
122.5 |
4.7% |
22% |
False |
False |
12,758 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
45.8% |
95.2 |
3.7% |
22% |
False |
False |
8,745 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
45.8% |
86.7 |
3.3% |
22% |
False |
False |
6,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,880.8 |
|
2.618 |
3,451.5 |
|
1.618 |
3,188.5 |
|
1.000 |
3,026.0 |
|
0.618 |
2,925.5 |
|
HIGH |
2,763.0 |
|
0.618 |
2,662.5 |
|
0.500 |
2,631.5 |
|
0.382 |
2,600.5 |
|
LOW |
2,500.0 |
|
0.618 |
2,337.5 |
|
1.000 |
2,237.0 |
|
1.618 |
2,074.5 |
|
2.618 |
1,811.5 |
|
4.250 |
1,382.3 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,631.5 |
2,689.0 |
| PP |
2,616.7 |
2,655.0 |
| S1 |
2,601.8 |
2,621.0 |
|