| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,560.0 |
2,512.0 |
-48.0 |
-1.9% |
2,267.0 |
| High |
2,595.0 |
2,641.0 |
46.0 |
1.8% |
2,641.0 |
| Low |
2,481.0 |
2,473.0 |
-8.0 |
-0.3% |
2,182.0 |
| Close |
2,519.0 |
2,592.0 |
73.0 |
2.9% |
2,592.0 |
| Range |
114.0 |
168.0 |
54.0 |
47.4% |
459.0 |
| ATR |
196.4 |
194.3 |
-2.0 |
-1.0% |
0.0 |
| Volume |
1,863,466 |
1,630,251 |
-233,215 |
-12.5% |
10,179,628 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,072.7 |
3,000.3 |
2,684.4 |
|
| R3 |
2,904.7 |
2,832.3 |
2,638.2 |
|
| R2 |
2,736.7 |
2,736.7 |
2,622.8 |
|
| R1 |
2,664.3 |
2,664.3 |
2,607.4 |
2,700.5 |
| PP |
2,568.7 |
2,568.7 |
2,568.7 |
2,586.8 |
| S1 |
2,496.3 |
2,496.3 |
2,576.6 |
2,532.5 |
| S2 |
2,400.7 |
2,400.7 |
2,561.2 |
|
| S3 |
2,232.7 |
2,328.3 |
2,545.8 |
|
| S4 |
2,064.7 |
2,160.3 |
2,499.6 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,848.7 |
3,679.3 |
2,844.5 |
|
| R3 |
3,389.7 |
3,220.3 |
2,718.2 |
|
| R2 |
2,930.7 |
2,930.7 |
2,676.2 |
|
| R1 |
2,761.3 |
2,761.3 |
2,634.1 |
2,846.0 |
| PP |
2,471.7 |
2,471.7 |
2,471.7 |
2,514.0 |
| S1 |
2,302.3 |
2,302.3 |
2,549.9 |
2,387.0 |
| S2 |
2,012.7 |
2,012.7 |
2,507.9 |
|
| S3 |
1,553.7 |
1,843.3 |
2,465.8 |
|
| S4 |
1,094.7 |
1,384.3 |
2,339.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,641.0 |
2,182.0 |
459.0 |
17.7% |
160.4 |
6.2% |
89% |
True |
False |
2,035,925 |
| 10 |
2,670.0 |
2,173.0 |
497.0 |
19.2% |
160.6 |
6.2% |
84% |
False |
False |
1,557,991 |
| 20 |
3,162.0 |
2,173.0 |
989.0 |
38.2% |
195.7 |
7.6% |
42% |
False |
False |
778,995 |
| 40 |
3,354.0 |
2,173.0 |
1,181.0 |
45.6% |
151.4 |
5.8% |
35% |
False |
False |
824,493 |
| 60 |
3,494.0 |
2,173.0 |
1,321.0 |
51.0% |
122.2 |
4.7% |
32% |
False |
False |
552,510 |
| 80 |
3,494.0 |
2,173.0 |
1,321.0 |
51.0% |
110.0 |
4.2% |
32% |
False |
False |
415,571 |
| 100 |
3,640.0 |
2,173.0 |
1,467.0 |
56.6% |
102.0 |
3.9% |
29% |
False |
False |
333,996 |
| 120 |
3,931.0 |
2,173.0 |
1,758.0 |
67.8% |
93.5 |
3.6% |
24% |
False |
False |
278,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,355.0 |
|
2.618 |
3,080.8 |
|
1.618 |
2,912.8 |
|
1.000 |
2,809.0 |
|
0.618 |
2,744.8 |
|
HIGH |
2,641.0 |
|
0.618 |
2,576.8 |
|
0.500 |
2,557.0 |
|
0.382 |
2,537.2 |
|
LOW |
2,473.0 |
|
0.618 |
2,369.2 |
|
1.000 |
2,305.0 |
|
1.618 |
2,201.2 |
|
2.618 |
2,033.2 |
|
4.250 |
1,759.0 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.3 |
2,569.3 |
| PP |
2,568.7 |
2,546.7 |
| S1 |
2,557.0 |
2,524.0 |
|