| 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 |
1,182.62 |
1,210.03 |
27.41 |
2.3% |
1,329.68 |
| High |
1,227.46 |
1,297.57 |
70.11 |
5.7% |
1,352.76 |
| Low |
1,167.70 |
1,174.59 |
6.89 |
0.6% |
1,149.12 |
| Close |
1,169.78 |
1,297.57 |
127.79 |
10.9% |
1,202.27 |
| Range |
59.76 |
122.98 |
63.22 |
105.8% |
203.64 |
| ATR |
85.46 |
88.48 |
3.02 |
3.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,625.52 |
1,584.52 |
1,365.21 |
|
| R3 |
1,502.54 |
1,461.54 |
1,331.39 |
|
| R2 |
1,379.56 |
1,379.56 |
1,320.12 |
|
| R1 |
1,338.56 |
1,338.56 |
1,308.84 |
1,359.06 |
| PP |
1,256.58 |
1,256.58 |
1,256.58 |
1,266.83 |
| S1 |
1,215.58 |
1,215.58 |
1,286.30 |
1,236.08 |
| S2 |
1,133.60 |
1,133.60 |
1,275.02 |
|
| S3 |
1,010.62 |
1,092.60 |
1,263.75 |
|
| S4 |
887.64 |
969.62 |
1,229.93 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,845.64 |
1,727.59 |
1,314.27 |
|
| R3 |
1,642.00 |
1,523.95 |
1,258.27 |
|
| R2 |
1,438.36 |
1,438.36 |
1,239.60 |
|
| R1 |
1,320.31 |
1,320.31 |
1,220.94 |
1,277.52 |
| PP |
1,234.72 |
1,234.72 |
1,234.72 |
1,213.32 |
| S1 |
1,116.67 |
1,116.67 |
1,183.60 |
1,073.88 |
| S2 |
1,031.08 |
1,031.08 |
1,164.94 |
|
| S3 |
827.44 |
913.03 |
1,146.27 |
|
| S4 |
623.80 |
709.39 |
1,090.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.57 |
1,149.12 |
148.45 |
11.4% |
84.90 |
6.5% |
100% |
True |
False |
|
| 10 |
1,367.89 |
1,149.12 |
218.77 |
16.9% |
87.88 |
6.8% |
68% |
False |
False |
|
| 20 |
1,584.26 |
1,149.12 |
435.14 |
33.5% |
90.81 |
7.0% |
34% |
False |
False |
|
| 40 |
1,854.42 |
1,149.12 |
705.30 |
54.4% |
74.27 |
5.7% |
21% |
False |
False |
|
| 60 |
1,973.56 |
1,149.12 |
824.44 |
63.5% |
61.39 |
4.7% |
18% |
False |
False |
|
| 80 |
1,973.56 |
1,149.12 |
824.44 |
63.5% |
56.44 |
4.3% |
18% |
False |
False |
|
| 100 |
1,997.94 |
1,149.12 |
848.82 |
65.4% |
53.10 |
4.1% |
17% |
False |
False |
|
| 120 |
2,055.82 |
1,149.12 |
906.70 |
69.9% |
49.92 |
3.8% |
16% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,820.24 |
|
2.618 |
1,619.53 |
|
1.618 |
1,496.55 |
|
1.000 |
1,420.55 |
|
0.618 |
1,373.57 |
|
HIGH |
1,297.57 |
|
0.618 |
1,250.59 |
|
0.500 |
1,236.08 |
|
0.382 |
1,221.57 |
|
LOW |
1,174.59 |
|
0.618 |
1,098.59 |
|
1.000 |
1,051.61 |
|
1.618 |
975.61 |
|
2.618 |
852.63 |
|
4.250 |
651.93 |
|
|
| Fisher Pivots for day following 28-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.07 |
1,272.83 |
| PP |
1,256.58 |
1,248.09 |
| S1 |
1,236.08 |
1,223.35 |
|