| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,360.0 |
2,447.0 |
87.0 |
3.7% |
2,602.0 |
| High |
2,500.0 |
2,565.0 |
65.0 |
2.6% |
2,690.0 |
| Low |
2,299.0 |
2,440.0 |
141.0 |
6.1% |
2,210.0 |
| Close |
2,339.0 |
2,508.0 |
169.0 |
7.2% |
2,340.0 |
| Range |
201.0 |
125.0 |
-76.0 |
-37.8% |
480.0 |
| ATR |
192.0 |
194.5 |
2.4 |
1.3% |
0.0 |
| Volume |
1,781 |
4,639 |
2,858 |
160.5% |
17,750 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,879.3 |
2,818.7 |
2,576.8 |
|
| R3 |
2,754.3 |
2,693.7 |
2,542.4 |
|
| R2 |
2,629.3 |
2,629.3 |
2,530.9 |
|
| R1 |
2,568.7 |
2,568.7 |
2,519.5 |
2,599.0 |
| PP |
2,504.3 |
2,504.3 |
2,504.3 |
2,519.5 |
| S1 |
2,443.7 |
2,443.7 |
2,496.5 |
2,474.0 |
| S2 |
2,379.3 |
2,379.3 |
2,485.1 |
|
| S3 |
2,254.3 |
2,318.7 |
2,473.6 |
|
| S4 |
2,129.3 |
2,193.7 |
2,439.3 |
|
|
| 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 |
2,565.0 |
2,204.0 |
361.0 |
14.4% |
159.8 |
6.4% |
84% |
True |
False |
4,357 |
| 10 |
2,690.0 |
2,204.0 |
486.0 |
19.4% |
162.0 |
6.5% |
63% |
False |
False |
4,306 |
| 20 |
3,179.0 |
2,204.0 |
975.0 |
38.9% |
185.9 |
7.4% |
31% |
False |
False |
3,296 |
| 40 |
3,428.0 |
2,204.0 |
1,224.0 |
48.8% |
150.9 |
6.0% |
25% |
False |
False |
13,418 |
| 60 |
3,515.0 |
2,204.0 |
1,311.0 |
52.3% |
114.0 |
4.5% |
23% |
False |
False |
9,375 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
52.3% |
99.3 |
4.0% |
23% |
False |
False |
7,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,096.3 |
|
2.618 |
2,892.3 |
|
1.618 |
2,767.3 |
|
1.000 |
2,690.0 |
|
0.618 |
2,642.3 |
|
HIGH |
2,565.0 |
|
0.618 |
2,517.3 |
|
0.500 |
2,502.5 |
|
0.382 |
2,487.8 |
|
LOW |
2,440.0 |
|
0.618 |
2,362.8 |
|
1.000 |
2,315.0 |
|
1.618 |
2,237.8 |
|
2.618 |
2,112.8 |
|
4.250 |
1,908.8 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,506.2 |
2,466.8 |
| PP |
2,504.3 |
2,425.7 |
| S1 |
2,502.5 |
2,384.5 |
|