| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,125.0 |
4,500.0 |
375.0 |
9.1% |
4,682.0 |
| High |
4,243.0 |
4,500.0 |
257.0 |
6.1% |
4,708.0 |
| Low |
4,103.0 |
4,331.0 |
228.0 |
5.6% |
3,961.0 |
| Close |
4,193.0 |
4,404.0 |
211.0 |
5.0% |
4,051.0 |
| Range |
140.0 |
169.0 |
29.0 |
20.7% |
747.0 |
| ATR |
184.6 |
193.3 |
8.7 |
4.7% |
0.0 |
| Volume |
48,954 |
45,283 |
-3,671 |
-7.5% |
210,522 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,918.7 |
4,830.3 |
4,497.0 |
|
| R3 |
4,749.7 |
4,661.3 |
4,450.5 |
|
| R2 |
4,580.7 |
4,580.7 |
4,435.0 |
|
| R1 |
4,492.3 |
4,492.3 |
4,419.5 |
4,452.0 |
| PP |
4,411.7 |
4,411.7 |
4,411.7 |
4,391.5 |
| S1 |
4,323.3 |
4,323.3 |
4,388.5 |
4,283.0 |
| S2 |
4,242.7 |
4,242.7 |
4,373.0 |
|
| S3 |
4,073.7 |
4,154.3 |
4,357.5 |
|
| S4 |
3,904.7 |
3,985.3 |
4,311.1 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,481.0 |
6,013.0 |
4,461.9 |
|
| R3 |
5,734.0 |
5,266.0 |
4,256.4 |
|
| R2 |
4,987.0 |
4,987.0 |
4,188.0 |
|
| R1 |
4,519.0 |
4,519.0 |
4,119.5 |
4,379.5 |
| PP |
4,240.0 |
4,240.0 |
4,240.0 |
4,170.3 |
| S1 |
3,772.0 |
3,772.0 |
3,982.5 |
3,632.5 |
| S2 |
3,493.0 |
3,493.0 |
3,914.1 |
|
| S3 |
2,746.0 |
3,025.0 |
3,845.6 |
|
| S4 |
1,999.0 |
2,278.0 |
3,640.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,500.0 |
3,961.0 |
539.0 |
12.2% |
153.4 |
3.5% |
82% |
True |
False |
47,341 |
| 10 |
4,885.0 |
3,961.0 |
924.0 |
21.0% |
155.1 |
3.5% |
48% |
False |
False |
39,679 |
| 20 |
5,097.0 |
3,961.0 |
1,136.0 |
25.8% |
144.9 |
3.3% |
39% |
False |
False |
39,792 |
| 40 |
5,226.0 |
3,961.0 |
1,265.0 |
28.7% |
104.9 |
2.4% |
35% |
False |
False |
24,604 |
| 60 |
5,226.0 |
3,961.0 |
1,265.0 |
28.7% |
82.3 |
1.9% |
35% |
False |
False |
16,429 |
| 80 |
5,370.0 |
3,961.0 |
1,409.0 |
32.0% |
74.1 |
1.7% |
31% |
False |
False |
12,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,218.3 |
|
2.618 |
4,942.4 |
|
1.618 |
4,773.4 |
|
1.000 |
4,669.0 |
|
0.618 |
4,604.4 |
|
HIGH |
4,500.0 |
|
0.618 |
4,435.4 |
|
0.500 |
4,415.5 |
|
0.382 |
4,395.6 |
|
LOW |
4,331.0 |
|
0.618 |
4,226.6 |
|
1.000 |
4,162.0 |
|
1.618 |
4,057.6 |
|
2.618 |
3,888.6 |
|
4.250 |
3,612.8 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,415.5 |
4,346.2 |
| PP |
4,411.7 |
4,288.3 |
| S1 |
4,407.8 |
4,230.5 |
|