| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,329.00 |
1,281.75 |
-47.25 |
-3.6% |
1,478.00 |
| High |
1,373.00 |
1,326.25 |
-46.75 |
-3.4% |
1,480.00 |
| Low |
1,262.50 |
1,198.25 |
-64.25 |
-5.1% |
1,198.25 |
| Close |
1,272.00 |
1,282.50 |
10.50 |
0.8% |
1,282.50 |
| Range |
110.50 |
128.00 |
17.50 |
15.8% |
281.75 |
| ATR |
82.65 |
85.88 |
3.24 |
3.9% |
0.00 |
| Volume |
720,811 |
596,728 |
-124,083 |
-17.2% |
3,070,928 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,653.00 |
1,595.75 |
1,353.00 |
|
| R3 |
1,525.00 |
1,467.75 |
1,317.75 |
|
| R2 |
1,397.00 |
1,397.00 |
1,306.00 |
|
| R1 |
1,339.75 |
1,339.75 |
1,294.25 |
1,368.50 |
| PP |
1,269.00 |
1,269.00 |
1,269.00 |
1,283.25 |
| S1 |
1,211.75 |
1,211.75 |
1,270.75 |
1,240.50 |
| S2 |
1,141.00 |
1,141.00 |
1,259.00 |
|
| S3 |
1,013.00 |
1,083.75 |
1,247.25 |
|
| S4 |
885.00 |
955.75 |
1,212.00 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,165.50 |
2,005.75 |
1,437.50 |
|
| R3 |
1,883.75 |
1,724.00 |
1,360.00 |
|
| R2 |
1,602.00 |
1,602.00 |
1,334.25 |
|
| R1 |
1,442.25 |
1,442.25 |
1,308.25 |
1,381.25 |
| PP |
1,320.25 |
1,320.25 |
1,320.25 |
1,289.75 |
| S1 |
1,160.50 |
1,160.50 |
1,256.75 |
1,099.50 |
| S2 |
1,038.50 |
1,038.50 |
1,230.75 |
|
| S3 |
756.75 |
878.75 |
1,205.00 |
|
| S4 |
475.00 |
597.00 |
1,127.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,480.00 |
1,198.25 |
281.75 |
22.0% |
119.00 |
9.3% |
30% |
False |
True |
614,185 |
| 10 |
1,688.00 |
1,198.25 |
489.75 |
38.2% |
112.00 |
8.7% |
17% |
False |
True |
520,571 |
| 20 |
1,801.50 |
1,198.25 |
603.25 |
47.0% |
90.75 |
7.1% |
14% |
False |
True |
535,000 |
| 40 |
1,985.25 |
1,198.25 |
787.00 |
61.4% |
66.75 |
5.2% |
11% |
False |
True |
277,618 |
| 60 |
1,985.25 |
1,198.25 |
787.00 |
61.4% |
58.50 |
4.6% |
11% |
False |
True |
185,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,870.25 |
|
2.618 |
1,661.25 |
|
1.618 |
1,533.25 |
|
1.000 |
1,454.25 |
|
0.618 |
1,405.25 |
|
HIGH |
1,326.25 |
|
0.618 |
1,277.25 |
|
0.500 |
1,262.25 |
|
0.382 |
1,247.25 |
|
LOW |
1,198.25 |
|
0.618 |
1,119.25 |
|
1.000 |
1,070.25 |
|
1.618 |
991.25 |
|
2.618 |
863.25 |
|
4.250 |
654.25 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,275.75 |
1,295.75 |
| PP |
1,269.00 |
1,291.25 |
| S1 |
1,262.25 |
1,287.00 |
|