| Trading Metrics calculated at close of trading on 28-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2008 |
28-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,272.0 |
2,360.0 |
88.0 |
3.9% |
2,602.0 |
| High |
2,341.0 |
2,500.0 |
159.0 |
6.8% |
2,690.0 |
| Low |
2,204.0 |
2,299.0 |
95.0 |
4.3% |
2,210.0 |
| Close |
2,288.0 |
2,339.0 |
51.0 |
2.2% |
2,340.0 |
| Range |
137.0 |
201.0 |
64.0 |
46.7% |
480.0 |
| ATR |
190.5 |
192.0 |
1.5 |
0.8% |
0.0 |
| Volume |
4,294 |
1,781 |
-2,513 |
-58.5% |
17,750 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,982.3 |
2,861.7 |
2,449.6 |
|
| R3 |
2,781.3 |
2,660.7 |
2,394.3 |
|
| R2 |
2,580.3 |
2,580.3 |
2,375.9 |
|
| R1 |
2,459.7 |
2,459.7 |
2,357.4 |
2,419.5 |
| PP |
2,379.3 |
2,379.3 |
2,379.3 |
2,359.3 |
| S1 |
2,258.7 |
2,258.7 |
2,320.6 |
2,218.5 |
| S2 |
2,178.3 |
2,178.3 |
2,302.2 |
|
| S3 |
1,977.3 |
2,057.7 |
2,283.7 |
|
| S4 |
1,776.3 |
1,856.7 |
2,228.5 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,853.3 |
3,576.7 |
2,604.0 |
|
| R3 |
3,373.3 |
3,096.7 |
2,472.0 |
|
| R2 |
2,893.3 |
2,893.3 |
2,428.0 |
|
| R1 |
2,616.7 |
2,616.7 |
2,384.0 |
2,515.0 |
| PP |
2,413.3 |
2,413.3 |
2,413.3 |
2,362.5 |
| S1 |
2,136.7 |
2,136.7 |
2,296.0 |
2,035.0 |
| S2 |
1,933.3 |
1,933.3 |
2,252.0 |
|
| S3 |
1,453.3 |
1,656.7 |
2,208.0 |
|
| S4 |
973.3 |
1,176.7 |
2,076.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,561.0 |
2,204.0 |
357.0 |
15.3% |
176.4 |
7.5% |
38% |
False |
False |
3,800 |
| 10 |
2,763.0 |
2,204.0 |
559.0 |
23.9% |
175.8 |
7.5% |
24% |
False |
False |
3,929 |
| 20 |
3,179.0 |
2,204.0 |
975.0 |
41.7% |
184.0 |
7.9% |
14% |
False |
False |
3,123 |
| 40 |
3,450.0 |
2,204.0 |
1,246.0 |
53.3% |
148.7 |
6.4% |
11% |
False |
False |
13,344 |
| 60 |
3,515.0 |
2,204.0 |
1,311.0 |
56.0% |
112.7 |
4.8% |
10% |
False |
False |
9,299 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
56.0% |
97.9 |
4.2% |
10% |
False |
False |
7,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,354.3 |
|
2.618 |
3,026.2 |
|
1.618 |
2,825.2 |
|
1.000 |
2,701.0 |
|
0.618 |
2,624.2 |
|
HIGH |
2,500.0 |
|
0.618 |
2,423.2 |
|
0.500 |
2,399.5 |
|
0.382 |
2,375.8 |
|
LOW |
2,299.0 |
|
0.618 |
2,174.8 |
|
1.000 |
2,098.0 |
|
1.618 |
1,973.8 |
|
2.618 |
1,772.8 |
|
4.250 |
1,444.8 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,399.5 |
2,352.0 |
| PP |
2,379.3 |
2,347.7 |
| S1 |
2,359.2 |
2,343.3 |
|