| 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 |
2,524.0 |
2,464.0 |
-60.0 |
-2.4% |
2,555.0 |
| High |
2,561.0 |
2,486.0 |
-75.0 |
-2.9% |
2,878.0 |
| Low |
2,353.0 |
2,345.0 |
-8.0 |
-0.3% |
2,399.0 |
| Close |
2,467.0 |
2,459.0 |
-8.0 |
-0.3% |
2,540.0 |
| Range |
208.0 |
141.0 |
-67.0 |
-32.2% |
479.0 |
| ATR |
194.2 |
190.4 |
-3.8 |
-2.0% |
0.0 |
| Volume |
1,852 |
6,598 |
4,746 |
256.3% |
21,489 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.0 |
2,797.0 |
2,536.6 |
|
| R3 |
2,712.0 |
2,656.0 |
2,497.8 |
|
| R2 |
2,571.0 |
2,571.0 |
2,484.9 |
|
| R1 |
2,515.0 |
2,515.0 |
2,471.9 |
2,472.5 |
| PP |
2,430.0 |
2,430.0 |
2,430.0 |
2,408.8 |
| S1 |
2,374.0 |
2,374.0 |
2,446.1 |
2,331.5 |
| S2 |
2,289.0 |
2,289.0 |
2,433.2 |
|
| S3 |
2,148.0 |
2,233.0 |
2,420.2 |
|
| S4 |
2,007.0 |
2,092.0 |
2,381.5 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,042.7 |
3,770.3 |
2,803.5 |
|
| R3 |
3,563.7 |
3,291.3 |
2,671.7 |
|
| R2 |
3,084.7 |
3,084.7 |
2,627.8 |
|
| R1 |
2,812.3 |
2,812.3 |
2,583.9 |
2,709.0 |
| PP |
2,605.7 |
2,605.7 |
2,605.7 |
2,554.0 |
| S1 |
2,333.3 |
2,333.3 |
2,496.1 |
2,230.0 |
| S2 |
2,126.7 |
2,126.7 |
2,452.2 |
|
| S3 |
1,647.7 |
1,854.3 |
2,408.3 |
|
| S4 |
1,168.7 |
1,375.3 |
2,276.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,690.0 |
2,345.0 |
345.0 |
14.0% |
153.8 |
6.3% |
33% |
False |
True |
4,683 |
| 10 |
2,878.0 |
2,330.0 |
548.0 |
22.3% |
183.8 |
7.5% |
24% |
False |
False |
3,972 |
| 20 |
3,231.0 |
2,330.0 |
901.0 |
36.6% |
183.8 |
7.5% |
14% |
False |
False |
2,932 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
46.6% |
138.4 |
5.6% |
11% |
False |
False |
13,165 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
48.2% |
106.0 |
4.3% |
11% |
False |
False |
9,134 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
48.2% |
93.7 |
3.8% |
11% |
False |
False |
7,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.3 |
|
2.618 |
2,855.1 |
|
1.618 |
2,714.1 |
|
1.000 |
2,627.0 |
|
0.618 |
2,573.1 |
|
HIGH |
2,486.0 |
|
0.618 |
2,432.1 |
|
0.500 |
2,415.5 |
|
0.382 |
2,398.9 |
|
LOW |
2,345.0 |
|
0.618 |
2,257.9 |
|
1.000 |
2,204.0 |
|
1.618 |
2,116.9 |
|
2.618 |
1,975.9 |
|
4.250 |
1,745.8 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,444.5 |
2,512.5 |
| PP |
2,430.0 |
2,494.7 |
| S1 |
2,415.5 |
2,476.8 |
|