| 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 |
4,215.0 |
4,502.5 |
287.5 |
6.8% |
4,964.0 |
| High |
4,499.0 |
5,032.5 |
533.5 |
11.9% |
5,004.5 |
| Low |
4,112.5 |
4,448.5 |
336.0 |
8.2% |
4,076.5 |
| Close |
4,333.5 |
4,718.0 |
384.5 |
8.9% |
4,330.5 |
| Range |
386.5 |
584.0 |
197.5 |
51.1% |
928.0 |
| ATR |
335.7 |
361.6 |
26.0 |
7.7% |
0.0 |
| Volume |
1,036 |
3,557 |
2,521 |
243.3% |
4,409 |
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,485.0 |
6,185.5 |
5,039.2 |
|
| R3 |
5,901.0 |
5,601.5 |
4,878.6 |
|
| R2 |
5,317.0 |
5,317.0 |
4,825.1 |
|
| R1 |
5,017.5 |
5,017.5 |
4,771.5 |
5,167.3 |
| PP |
4,733.0 |
4,733.0 |
4,733.0 |
4,807.9 |
| S1 |
4,433.5 |
4,433.5 |
4,664.5 |
4,583.3 |
| S2 |
4,149.0 |
4,149.0 |
4,610.9 |
|
| S3 |
3,565.0 |
3,849.5 |
4,557.4 |
|
| S4 |
2,981.0 |
3,265.5 |
4,396.8 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,254.5 |
6,720.5 |
4,840.9 |
|
| R3 |
6,326.5 |
5,792.5 |
4,585.7 |
|
| R2 |
5,398.5 |
5,398.5 |
4,500.6 |
|
| R1 |
4,864.5 |
4,864.5 |
4,415.6 |
4,667.5 |
| PP |
4,470.5 |
4,470.5 |
4,470.5 |
4,372.0 |
| S1 |
3,936.5 |
3,936.5 |
4,245.4 |
3,739.5 |
| S2 |
3,542.5 |
3,542.5 |
4,160.4 |
|
| S3 |
2,614.5 |
3,008.5 |
4,075.3 |
|
| S4 |
1,686.5 |
2,080.5 |
3,820.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,032.5 |
4,076.5 |
956.0 |
20.3% |
389.7 |
8.3% |
67% |
True |
False |
1,469 |
| 10 |
5,239.0 |
4,076.5 |
1,162.5 |
24.6% |
351.4 |
7.4% |
55% |
False |
False |
1,113 |
| 20 |
5,989.0 |
4,076.5 |
1,912.5 |
40.5% |
337.9 |
7.2% |
34% |
False |
False |
947 |
| 40 |
6,675.5 |
4,076.5 |
2,599.0 |
55.1% |
256.7 |
5.4% |
25% |
False |
False |
1,815 |
| 60 |
6,806.5 |
4,076.5 |
2,730.0 |
57.9% |
205.4 |
4.4% |
23% |
False |
False |
1,339 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
57.9% |
185.3 |
3.9% |
23% |
False |
False |
1,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,514.5 |
|
2.618 |
6,561.4 |
|
1.618 |
5,977.4 |
|
1.000 |
5,616.5 |
|
0.618 |
5,393.4 |
|
HIGH |
5,032.5 |
|
0.618 |
4,809.4 |
|
0.500 |
4,740.5 |
|
0.382 |
4,671.6 |
|
LOW |
4,448.5 |
|
0.618 |
4,087.6 |
|
1.000 |
3,864.5 |
|
1.618 |
3,503.6 |
|
2.618 |
2,919.6 |
|
4.250 |
1,966.5 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,740.5 |
4,663.5 |
| PP |
4,733.0 |
4,609.0 |
| S1 |
4,725.5 |
4,554.5 |
|