| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,451.75 |
1,378.50 |
-73.25 |
-5.0% |
1,478.00 |
| High |
1,499.00 |
1,391.25 |
-107.75 |
-7.2% |
1,480.00 |
| Low |
1,353.25 |
1,229.00 |
-124.25 |
-9.2% |
1,198.25 |
| Close |
1,366.00 |
1,229.00 |
-137.00 |
-10.0% |
1,282.50 |
| Range |
145.75 |
162.25 |
16.50 |
11.3% |
281.75 |
| ATR |
96.20 |
100.92 |
4.72 |
4.9% |
0.00 |
| Volume |
483,702 |
629,280 |
145,578 |
30.1% |
3,070,928 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.75 |
1,661.75 |
1,318.25 |
|
| R3 |
1,607.50 |
1,499.50 |
1,273.50 |
|
| R2 |
1,445.25 |
1,445.25 |
1,258.75 |
|
| R1 |
1,337.25 |
1,337.25 |
1,243.75 |
1,310.00 |
| PP |
1,283.00 |
1,283.00 |
1,283.00 |
1,269.50 |
| S1 |
1,175.00 |
1,175.00 |
1,214.25 |
1,148.00 |
| S2 |
1,120.75 |
1,120.75 |
1,199.25 |
|
| S3 |
958.50 |
1,012.75 |
1,184.50 |
|
| S4 |
796.25 |
850.50 |
1,139.75 |
|
|
| 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 |
24.5% |
141.75 |
11.5% |
10% |
False |
False |
651,927 |
| 10 |
1,590.75 |
1,198.25 |
392.50 |
31.9% |
124.75 |
10.1% |
8% |
False |
False |
574,906 |
| 20 |
1,801.50 |
1,198.25 |
603.25 |
49.1% |
103.25 |
8.4% |
5% |
False |
False |
548,102 |
| 40 |
1,953.00 |
1,198.25 |
754.75 |
61.4% |
75.75 |
6.2% |
4% |
False |
False |
326,132 |
| 60 |
1,985.25 |
1,198.25 |
787.00 |
64.0% |
64.75 |
5.3% |
4% |
False |
False |
217,560 |
| 80 |
1,985.25 |
1,198.25 |
787.00 |
64.0% |
60.25 |
4.9% |
4% |
False |
False |
163,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.75 |
|
2.618 |
1,816.00 |
|
1.618 |
1,653.75 |
|
1.000 |
1,553.50 |
|
0.618 |
1,491.50 |
|
HIGH |
1,391.25 |
|
0.618 |
1,329.25 |
|
0.500 |
1,310.00 |
|
0.382 |
1,291.00 |
|
LOW |
1,229.00 |
|
0.618 |
1,128.75 |
|
1.000 |
1,066.75 |
|
1.618 |
966.50 |
|
2.618 |
804.25 |
|
4.250 |
539.50 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,310.00 |
1,364.00 |
| PP |
1,283.00 |
1,319.00 |
| S1 |
1,256.00 |
1,274.00 |
|