| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,914.5 |
4,965.0 |
50.5 |
1.0% |
4,964.0 |
| High |
4,944.0 |
5,077.0 |
133.0 |
2.7% |
5,004.5 |
| Low |
4,690.0 |
4,878.0 |
188.0 |
4.0% |
4,076.5 |
| Close |
4,834.5 |
4,934.5 |
100.0 |
2.1% |
4,330.5 |
| Range |
254.0 |
199.0 |
-55.0 |
-21.7% |
928.0 |
| ATR |
353.9 |
346.0 |
-8.0 |
-2.2% |
0.0 |
| Volume |
1,248 |
739 |
-509 |
-40.8% |
4,409 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,560.2 |
5,446.3 |
5,044.0 |
|
| R3 |
5,361.2 |
5,247.3 |
4,989.2 |
|
| R2 |
5,162.2 |
5,162.2 |
4,971.0 |
|
| R1 |
5,048.3 |
5,048.3 |
4,952.7 |
5,005.8 |
| PP |
4,963.2 |
4,963.2 |
4,963.2 |
4,941.9 |
| S1 |
4,849.3 |
4,849.3 |
4,916.3 |
4,806.8 |
| S2 |
4,764.2 |
4,764.2 |
4,898.0 |
|
| S3 |
4,565.2 |
4,650.3 |
4,879.8 |
|
| S4 |
4,366.2 |
4,451.3 |
4,825.1 |
|
|
| 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 |
5,077.0 |
4,076.5 |
1,000.5 |
20.3% |
353.0 |
7.2% |
86% |
True |
False |
1,588 |
| 10 |
5,077.0 |
4,076.5 |
1,000.5 |
20.3% |
316.8 |
6.4% |
86% |
True |
False |
1,145 |
| 20 |
5,951.0 |
4,076.5 |
1,874.5 |
38.0% |
341.9 |
6.9% |
46% |
False |
False |
986 |
| 40 |
6,499.0 |
4,076.5 |
2,422.5 |
49.1% |
259.9 |
5.3% |
35% |
False |
False |
1,778 |
| 60 |
6,806.5 |
4,076.5 |
2,730.0 |
55.3% |
209.9 |
4.3% |
31% |
False |
False |
1,367 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
55.3% |
188.4 |
3.8% |
31% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,922.8 |
|
2.618 |
5,598.0 |
|
1.618 |
5,399.0 |
|
1.000 |
5,276.0 |
|
0.618 |
5,200.0 |
|
HIGH |
5,077.0 |
|
0.618 |
5,001.0 |
|
0.500 |
4,977.5 |
|
0.382 |
4,954.0 |
|
LOW |
4,878.0 |
|
0.618 |
4,755.0 |
|
1.000 |
4,679.0 |
|
1.618 |
4,556.0 |
|
2.618 |
4,357.0 |
|
4.250 |
4,032.3 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,977.5 |
4,877.3 |
| PP |
4,963.2 |
4,820.0 |
| S1 |
4,948.8 |
4,762.8 |
|