| 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 |
1,297.50 |
1,451.75 |
154.25 |
11.9% |
1,478.00 |
| High |
1,459.50 |
1,499.00 |
39.50 |
2.7% |
1,480.00 |
| Low |
1,297.50 |
1,353.25 |
55.75 |
4.3% |
1,198.25 |
| Close |
1,458.50 |
1,366.00 |
-92.50 |
-6.3% |
1,282.50 |
| Range |
162.00 |
145.75 |
-16.25 |
-10.0% |
281.75 |
| ATR |
92.39 |
96.20 |
3.81 |
4.1% |
0.00 |
| Volume |
829,115 |
483,702 |
-345,413 |
-41.7% |
3,070,928 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,843.25 |
1,750.50 |
1,446.25 |
|
| R3 |
1,697.50 |
1,604.75 |
1,406.00 |
|
| R2 |
1,551.75 |
1,551.75 |
1,392.75 |
|
| R1 |
1,459.00 |
1,459.00 |
1,379.25 |
1,432.50 |
| PP |
1,406.00 |
1,406.00 |
1,406.00 |
1,393.00 |
| S1 |
1,313.25 |
1,313.25 |
1,352.75 |
1,286.75 |
| S2 |
1,260.25 |
1,260.25 |
1,339.25 |
|
| S3 |
1,114.50 |
1,167.50 |
1,326.00 |
|
| S4 |
968.75 |
1,021.75 |
1,285.75 |
|
|
| 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 |
1,499.00 |
1,198.25 |
300.75 |
22.0% |
131.75 |
9.6% |
56% |
True |
False |
643,338 |
| 10 |
1,600.25 |
1,198.25 |
402.00 |
29.4% |
113.25 |
8.3% |
42% |
False |
False |
555,290 |
| 20 |
1,801.50 |
1,198.25 |
603.25 |
44.2% |
100.50 |
7.4% |
28% |
False |
False |
553,520 |
| 40 |
1,984.25 |
1,198.25 |
786.00 |
57.5% |
73.00 |
5.3% |
21% |
False |
False |
310,411 |
| 60 |
1,985.25 |
1,198.25 |
787.00 |
57.6% |
62.50 |
4.6% |
21% |
False |
False |
207,078 |
| 80 |
1,985.25 |
1,198.25 |
787.00 |
57.6% |
58.25 |
4.3% |
21% |
False |
False |
155,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.50 |
|
2.618 |
1,880.50 |
|
1.618 |
1,734.75 |
|
1.000 |
1,644.75 |
|
0.618 |
1,589.00 |
|
HIGH |
1,499.00 |
|
0.618 |
1,443.25 |
|
0.500 |
1,426.00 |
|
0.382 |
1,409.00 |
|
LOW |
1,353.25 |
|
0.618 |
1,263.25 |
|
1.000 |
1,207.50 |
|
1.618 |
1,117.50 |
|
2.618 |
971.75 |
|
4.250 |
733.75 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,426.00 |
1,360.25 |
| PP |
1,406.00 |
1,354.50 |
| S1 |
1,386.00 |
1,348.50 |
|