| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,055.0 |
4,220.0 |
165.0 |
4.1% |
4,125.0 |
| High |
4,118.0 |
4,229.0 |
111.0 |
2.7% |
4,500.0 |
| Low |
4,013.0 |
3,992.0 |
-21.0 |
-0.5% |
3,992.0 |
| Close |
4,028.0 |
4,051.0 |
23.0 |
0.6% |
4,051.0 |
| Range |
105.0 |
237.0 |
132.0 |
125.7% |
508.0 |
| ATR |
200.7 |
203.3 |
2.6 |
1.3% |
0.0 |
| Volume |
48,817 |
38,700 |
-10,117 |
-20.7% |
224,064 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,801.7 |
4,663.3 |
4,181.4 |
|
| R3 |
4,564.7 |
4,426.3 |
4,116.2 |
|
| R2 |
4,327.7 |
4,327.7 |
4,094.5 |
|
| R1 |
4,189.3 |
4,189.3 |
4,072.7 |
4,140.0 |
| PP |
4,090.7 |
4,090.7 |
4,090.7 |
4,066.0 |
| S1 |
3,952.3 |
3,952.3 |
4,029.3 |
3,903.0 |
| S2 |
3,853.7 |
3,853.7 |
4,007.6 |
|
| S3 |
3,616.7 |
3,715.3 |
3,985.8 |
|
| S4 |
3,379.7 |
3,478.3 |
3,920.7 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,705.0 |
5,386.0 |
4,330.4 |
|
| R3 |
5,197.0 |
4,878.0 |
4,190.7 |
|
| R2 |
4,689.0 |
4,689.0 |
4,144.1 |
|
| R1 |
4,370.0 |
4,370.0 |
4,097.6 |
4,275.5 |
| PP |
4,181.0 |
4,181.0 |
4,181.0 |
4,133.8 |
| S1 |
3,862.0 |
3,862.0 |
4,004.4 |
3,767.5 |
| S2 |
3,673.0 |
3,673.0 |
3,957.9 |
|
| S3 |
3,165.0 |
3,354.0 |
3,911.3 |
|
| S4 |
2,657.0 |
2,846.0 |
3,771.6 |
|
|
| 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 |
3,992.0 |
508.0 |
12.5% |
149.8 |
3.7% |
12% |
False |
True |
44,812 |
| 10 |
4,708.0 |
3,961.0 |
747.0 |
18.4% |
164.7 |
4.1% |
12% |
False |
False |
43,458 |
| 20 |
5,097.0 |
3,961.0 |
1,136.0 |
28.0% |
148.8 |
3.7% |
8% |
False |
False |
38,932 |
| 40 |
5,226.0 |
3,961.0 |
1,265.0 |
31.2% |
115.2 |
2.8% |
7% |
False |
False |
27,838 |
| 60 |
5,226.0 |
3,961.0 |
1,265.0 |
31.2% |
88.2 |
2.2% |
7% |
False |
False |
18,591 |
| 80 |
5,362.0 |
3,961.0 |
1,401.0 |
34.6% |
78.0 |
1.9% |
6% |
False |
False |
13,973 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,236.3 |
|
2.618 |
4,849.5 |
|
1.618 |
4,612.5 |
|
1.000 |
4,466.0 |
|
0.618 |
4,375.5 |
|
HIGH |
4,229.0 |
|
0.618 |
4,138.5 |
|
0.500 |
4,110.5 |
|
0.382 |
4,082.5 |
|
LOW |
3,992.0 |
|
0.618 |
3,845.5 |
|
1.000 |
3,755.0 |
|
1.618 |
3,608.5 |
|
2.618 |
3,371.5 |
|
4.250 |
2,984.8 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,110.5 |
4,191.0 |
| PP |
4,090.7 |
4,144.3 |
| S1 |
4,070.8 |
4,097.7 |
|