| Trading Metrics calculated at close of trading on 23-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2008 |
23-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
9,040 |
8,570 |
-470 |
-5.2% |
8,489 |
| High |
9,114 |
8,784 |
-330 |
-3.6% |
9,898 |
| Low |
8,308 |
8,213 |
-95 |
-1.1% |
8,190 |
| Close |
8,557 |
8,774 |
217 |
2.5% |
8,771 |
| Range |
806 |
571 |
-235 |
-29.2% |
1,708 |
| ATR |
621 |
618 |
-4 |
-0.6% |
0 |
| Volume |
235,142 |
269,164 |
34,022 |
14.5% |
1,918,159 |
|
| Daily Pivots for day following 23-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,303 |
10,110 |
9,088 |
|
| R3 |
9,732 |
9,539 |
8,931 |
|
| R2 |
9,161 |
9,161 |
8,879 |
|
| R1 |
8,968 |
8,968 |
8,826 |
9,065 |
| PP |
8,590 |
8,590 |
8,590 |
8,639 |
| S1 |
8,397 |
8,397 |
8,722 |
8,494 |
| S2 |
8,019 |
8,019 |
8,669 |
|
| S3 |
7,448 |
7,826 |
8,617 |
|
| S4 |
6,877 |
7,255 |
8,460 |
|
|
| 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 |
9,327 |
8,213 |
1,114 |
12.7% |
594 |
6.8% |
50% |
False |
True |
302,963 |
| 10 |
9,898 |
7,878 |
2,020 |
23.0% |
761 |
8.7% |
44% |
False |
False |
331,309 |
| 20 |
11,199 |
7,878 |
3,321 |
37.9% |
677 |
7.7% |
27% |
False |
False |
304,713 |
| 40 |
11,788 |
7,878 |
3,910 |
44.6% |
503 |
5.7% |
23% |
False |
False |
227,206 |
| 60 |
11,848 |
7,878 |
3,970 |
45.2% |
408 |
4.7% |
23% |
False |
False |
151,633 |
| 80 |
11,848 |
7,878 |
3,970 |
45.2% |
366 |
4.2% |
23% |
False |
False |
113,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,211 |
|
2.618 |
10,279 |
|
1.618 |
9,708 |
|
1.000 |
9,355 |
|
0.618 |
9,137 |
|
HIGH |
8,784 |
|
0.618 |
8,566 |
|
0.500 |
8,499 |
|
0.382 |
8,431 |
|
LOW |
8,213 |
|
0.618 |
7,860 |
|
1.000 |
7,642 |
|
1.618 |
7,289 |
|
2.618 |
6,718 |
|
4.250 |
5,786 |
|
|
| Fisher Pivots for day following 23-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
8,682 |
8,773 |
| PP |
8,590 |
8,771 |
| S1 |
8,499 |
8,770 |
|