| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,763.0 |
2,421.0 |
-342.0 |
-12.4% |
3,009.0 |
| High |
2,763.0 |
2,592.0 |
-171.0 |
-6.2% |
3,011.0 |
| Low |
2,500.0 |
2,399.0 |
-101.0 |
-4.0% |
2,330.0 |
| Close |
2,587.0 |
2,425.0 |
-162.0 |
-6.3% |
2,382.0 |
| Range |
263.0 |
193.0 |
-70.0 |
-26.6% |
681.0 |
| ATR |
197.1 |
196.8 |
-0.3 |
-0.1% |
0.0 |
| Volume |
860 |
4,465 |
3,605 |
419.2% |
10,615 |
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.0 |
2,931.0 |
2,531.2 |
|
| R3 |
2,858.0 |
2,738.0 |
2,478.1 |
|
| R2 |
2,665.0 |
2,665.0 |
2,460.4 |
|
| R1 |
2,545.0 |
2,545.0 |
2,442.7 |
2,605.0 |
| PP |
2,472.0 |
2,472.0 |
2,472.0 |
2,502.0 |
| S1 |
2,352.0 |
2,352.0 |
2,407.3 |
2,412.0 |
| S2 |
2,279.0 |
2,279.0 |
2,389.6 |
|
| S3 |
2,086.0 |
2,159.0 |
2,371.9 |
|
| S4 |
1,893.0 |
1,966.0 |
2,318.9 |
|
|
| 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 |
22.6% |
213.8 |
8.8% |
17% |
False |
False |
3,262 |
| 10 |
3,179.0 |
2,330.0 |
849.0 |
35.0% |
216.2 |
8.9% |
11% |
False |
False |
2,689 |
| 20 |
3,349.0 |
2,330.0 |
1,019.0 |
42.0% |
173.6 |
7.2% |
9% |
False |
False |
3,527 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
47.3% |
126.9 |
5.2% |
8% |
False |
False |
12,804 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
48.9% |
97.3 |
4.0% |
8% |
False |
False |
8,806 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
48.9% |
88.3 |
3.6% |
8% |
False |
False |
6,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,412.3 |
|
2.618 |
3,097.3 |
|
1.618 |
2,904.3 |
|
1.000 |
2,785.0 |
|
0.618 |
2,711.3 |
|
HIGH |
2,592.0 |
|
0.618 |
2,518.3 |
|
0.500 |
2,495.5 |
|
0.382 |
2,472.7 |
|
LOW |
2,399.0 |
|
0.618 |
2,279.7 |
|
1.000 |
2,206.0 |
|
1.618 |
2,086.7 |
|
2.618 |
1,893.7 |
|
4.250 |
1,578.8 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,495.5 |
2,638.5 |
| PP |
2,472.0 |
2,567.3 |
| S1 |
2,448.5 |
2,496.2 |
|