| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,586.5 |
4,836.0 |
249.5 |
5.4% |
5,672.5 |
| High |
4,796.0 |
5,301.5 |
505.5 |
10.5% |
5,672.5 |
| Low |
4,450.0 |
4,825.0 |
375.0 |
8.4% |
4,450.0 |
| Close |
4,535.0 |
5,115.5 |
580.5 |
12.8% |
4,535.0 |
| Range |
346.0 |
476.5 |
130.5 |
37.7% |
1,222.5 |
| ATR |
280.1 |
314.9 |
34.7 |
12.4% |
0.0 |
| Volume |
483 |
541 |
58 |
12.0% |
4,695 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,510.2 |
6,289.3 |
5,377.6 |
|
| R3 |
6,033.7 |
5,812.8 |
5,246.5 |
|
| R2 |
5,557.2 |
5,557.2 |
5,202.9 |
|
| R1 |
5,336.3 |
5,336.3 |
5,159.2 |
5,446.8 |
| PP |
5,080.7 |
5,080.7 |
5,080.7 |
5,135.9 |
| S1 |
4,859.8 |
4,859.8 |
5,071.8 |
4,970.3 |
| S2 |
4,604.2 |
4,604.2 |
5,028.1 |
|
| S3 |
4,127.7 |
4,383.3 |
4,984.5 |
|
| S4 |
3,651.2 |
3,906.8 |
4,853.4 |
|
|
| 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 |
5,599.0 |
4,450.0 |
1,149.0 |
22.5% |
409.5 |
8.0% |
58% |
False |
False |
978 |
| 10 |
6,011.5 |
4,450.0 |
1,561.5 |
30.5% |
319.8 |
6.3% |
43% |
False |
False |
784 |
| 20 |
6,353.5 |
4,450.0 |
1,903.5 |
37.2% |
260.4 |
5.1% |
35% |
False |
False |
1,949 |
| 40 |
6,706.5 |
4,450.0 |
2,256.5 |
44.1% |
191.1 |
3.7% |
29% |
False |
False |
1,677 |
| 60 |
6,806.5 |
4,450.0 |
2,356.5 |
46.1% |
162.8 |
3.2% |
28% |
False |
False |
1,207 |
| 80 |
6,856.0 |
4,450.0 |
2,406.0 |
47.0% |
154.2 |
3.0% |
28% |
False |
False |
991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,326.6 |
|
2.618 |
6,549.0 |
|
1.618 |
6,072.5 |
|
1.000 |
5,778.0 |
|
0.618 |
5,596.0 |
|
HIGH |
5,301.5 |
|
0.618 |
5,119.5 |
|
0.500 |
5,063.3 |
|
0.382 |
5,007.0 |
|
LOW |
4,825.0 |
|
0.618 |
4,530.5 |
|
1.000 |
4,348.5 |
|
1.618 |
4,054.0 |
|
2.618 |
3,577.5 |
|
4.250 |
2,799.9 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,098.1 |
5,035.6 |
| PP |
5,080.7 |
4,955.7 |
| S1 |
5,063.3 |
4,875.8 |
|