| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
8,801 |
9,312 |
511 |
5.8% |
8,489 |
| High |
9,324 |
9,327 |
3 |
0.0% |
9,898 |
| Low |
8,700 |
8,987 |
287 |
3.3% |
8,190 |
| Close |
9,317 |
9,035 |
-282 |
-3.0% |
8,771 |
| Range |
624 |
340 |
-284 |
-45.5% |
1,708 |
| ATR |
627 |
607 |
-21 |
-3.3% |
0 |
| Volume |
312,142 |
236,490 |
-75,652 |
-24.2% |
1,918,159 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,136 |
9,926 |
9,222 |
|
| R3 |
9,796 |
9,586 |
9,129 |
|
| R2 |
9,456 |
9,456 |
9,097 |
|
| R1 |
9,246 |
9,246 |
9,066 |
9,181 |
| PP |
9,116 |
9,116 |
9,116 |
9,084 |
| S1 |
8,906 |
8,906 |
9,004 |
8,841 |
| S2 |
8,776 |
8,776 |
8,973 |
|
| S3 |
8,436 |
8,566 |
8,942 |
|
| S4 |
8,096 |
8,226 |
8,848 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,077 |
13,132 |
9,711 |
|
| R3 |
12,369 |
11,424 |
9,241 |
|
| R2 |
10,661 |
10,661 |
9,084 |
|
| R1 |
9,716 |
9,716 |
8,928 |
10,189 |
| PP |
8,953 |
8,953 |
8,953 |
9,189 |
| S1 |
8,008 |
8,008 |
8,615 |
8,481 |
| S2 |
7,245 |
7,245 |
8,458 |
|
| S3 |
5,537 |
6,300 |
8,301 |
|
| S4 |
3,829 |
4,592 |
7,832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,405 |
8,190 |
1,215 |
13.4% |
672 |
7.4% |
70% |
False |
False |
336,844 |
| 10 |
9,898 |
7,878 |
2,020 |
22.4% |
783 |
8.7% |
57% |
False |
False |
355,303 |
| 20 |
11,199 |
7,878 |
3,321 |
36.8% |
639 |
7.1% |
35% |
False |
False |
301,756 |
| 40 |
11,788 |
7,878 |
3,910 |
43.3% |
478 |
5.3% |
30% |
False |
False |
214,628 |
| 60 |
11,848 |
7,878 |
3,970 |
43.9% |
394 |
4.4% |
29% |
False |
False |
143,238 |
| 80 |
11,848 |
7,878 |
3,970 |
43.9% |
355 |
3.9% |
29% |
False |
False |
107,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,772 |
|
2.618 |
10,217 |
|
1.618 |
9,877 |
|
1.000 |
9,667 |
|
0.618 |
9,537 |
|
HIGH |
9,327 |
|
0.618 |
9,197 |
|
0.500 |
9,157 |
|
0.382 |
9,117 |
|
LOW |
8,987 |
|
0.618 |
8,777 |
|
1.000 |
8,647 |
|
1.618 |
8,437 |
|
2.618 |
8,097 |
|
4.250 |
7,542 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
9,157 |
9,020 |
| PP |
9,116 |
9,005 |
| S1 |
9,076 |
8,991 |
|