| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
5,111.0 |
4,586.5 |
-524.5 |
-10.3% |
5,672.5 |
| High |
5,230.5 |
4,796.0 |
-434.5 |
-8.3% |
5,672.5 |
| Low |
4,738.5 |
4,450.0 |
-288.5 |
-6.1% |
4,450.0 |
| Close |
4,918.5 |
4,535.0 |
-383.5 |
-7.8% |
4,535.0 |
| Range |
492.0 |
346.0 |
-146.0 |
-29.7% |
1,222.5 |
| ATR |
265.6 |
280.1 |
14.5 |
5.5% |
0.0 |
| Volume |
1,089 |
483 |
-606 |
-55.6% |
4,695 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,631.7 |
5,429.3 |
4,725.3 |
|
| R3 |
5,285.7 |
5,083.3 |
4,630.2 |
|
| R2 |
4,939.7 |
4,939.7 |
4,598.4 |
|
| R1 |
4,737.3 |
4,737.3 |
4,566.7 |
4,665.5 |
| PP |
4,593.7 |
4,593.7 |
4,593.7 |
4,557.8 |
| S1 |
4,391.3 |
4,391.3 |
4,503.3 |
4,319.5 |
| S2 |
4,247.7 |
4,247.7 |
4,471.6 |
|
| S3 |
3,901.7 |
4,045.3 |
4,439.9 |
|
| S4 |
3,555.7 |
3,699.3 |
4,344.7 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,553.3 |
7,766.7 |
5,207.4 |
|
| R3 |
7,330.8 |
6,544.2 |
4,871.2 |
|
| R2 |
6,108.3 |
6,108.3 |
4,759.1 |
|
| R1 |
5,321.7 |
5,321.7 |
4,647.1 |
5,103.8 |
| PP |
4,885.8 |
4,885.8 |
4,885.8 |
4,776.9 |
| S1 |
4,099.2 |
4,099.2 |
4,422.9 |
3,881.3 |
| S2 |
3,663.3 |
3,663.3 |
4,310.9 |
|
| S3 |
2,440.8 |
2,876.7 |
4,198.8 |
|
| S4 |
1,218.3 |
1,654.2 |
3,862.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,672.5 |
4,450.0 |
1,222.5 |
27.0% |
374.1 |
8.2% |
7% |
False |
True |
939 |
| 10 |
6,165.0 |
4,450.0 |
1,715.0 |
37.8% |
325.5 |
7.2% |
5% |
False |
True |
826 |
| 20 |
6,353.5 |
4,450.0 |
1,903.5 |
42.0% |
242.6 |
5.3% |
4% |
False |
True |
2,222 |
| 40 |
6,706.5 |
4,450.0 |
2,256.5 |
49.8% |
181.8 |
4.0% |
4% |
False |
True |
1,666 |
| 60 |
6,806.5 |
4,450.0 |
2,356.5 |
52.0% |
157.3 |
3.5% |
4% |
False |
True |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,266.5 |
|
2.618 |
5,701.8 |
|
1.618 |
5,355.8 |
|
1.000 |
5,142.0 |
|
0.618 |
5,009.8 |
|
HIGH |
4,796.0 |
|
0.618 |
4,663.8 |
|
0.500 |
4,623.0 |
|
0.382 |
4,582.2 |
|
LOW |
4,450.0 |
|
0.618 |
4,236.2 |
|
1.000 |
4,104.0 |
|
1.618 |
3,890.2 |
|
2.618 |
3,544.2 |
|
4.250 |
2,979.5 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,623.0 |
4,911.5 |
| PP |
4,593.7 |
4,786.0 |
| S1 |
4,564.3 |
4,660.5 |
|