| 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 |
1,234.00 |
1,321.00 |
87.00 |
7.1% |
1,297.50 |
| High |
1,330.75 |
1,371.75 |
41.00 |
3.1% |
1,499.00 |
| Low |
1,191.25 |
1,269.00 |
77.75 |
6.5% |
1,191.25 |
| Close |
1,323.00 |
1,311.00 |
-12.00 |
-0.9% |
1,311.00 |
| Range |
139.50 |
102.75 |
-36.75 |
-26.3% |
307.75 |
| ATR |
103.68 |
103.61 |
-0.07 |
-0.1% |
0.00 |
| Volume |
559,282 |
787,162 |
227,880 |
40.7% |
3,288,541 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,625.50 |
1,571.00 |
1,367.50 |
|
| R3 |
1,522.75 |
1,468.25 |
1,339.25 |
|
| R2 |
1,420.00 |
1,420.00 |
1,329.75 |
|
| R1 |
1,365.50 |
1,365.50 |
1,320.50 |
1,341.50 |
| PP |
1,317.25 |
1,317.25 |
1,317.25 |
1,305.25 |
| S1 |
1,262.75 |
1,262.75 |
1,301.50 |
1,238.50 |
| S2 |
1,214.50 |
1,214.50 |
1,292.25 |
|
| S3 |
1,111.75 |
1,160.00 |
1,282.75 |
|
| S4 |
1,009.00 |
1,057.25 |
1,254.50 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,257.00 |
2,091.75 |
1,480.25 |
|
| R3 |
1,949.25 |
1,784.00 |
1,395.75 |
|
| R2 |
1,641.50 |
1,641.50 |
1,367.50 |
|
| R1 |
1,476.25 |
1,476.25 |
1,339.25 |
1,559.00 |
| PP |
1,333.75 |
1,333.75 |
1,333.75 |
1,375.00 |
| S1 |
1,168.50 |
1,168.50 |
1,282.75 |
1,251.00 |
| S2 |
1,026.00 |
1,026.00 |
1,254.50 |
|
| S3 |
718.25 |
860.75 |
1,226.25 |
|
| S4 |
410.50 |
553.00 |
1,141.75 |
|
|
| 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 |
1,191.25 |
307.75 |
23.5% |
142.50 |
10.9% |
39% |
False |
False |
657,708 |
| 10 |
1,499.00 |
1,191.25 |
307.75 |
23.5% |
130.75 |
10.0% |
39% |
False |
False |
635,946 |
| 20 |
1,752.00 |
1,191.25 |
560.75 |
42.8% |
105.50 |
8.0% |
21% |
False |
False |
527,924 |
| 40 |
1,950.00 |
1,191.25 |
758.75 |
57.9% |
80.00 |
6.1% |
16% |
False |
False |
359,770 |
| 60 |
1,985.25 |
1,191.25 |
794.00 |
60.6% |
67.25 |
5.1% |
15% |
False |
False |
239,969 |
| 80 |
1,985.25 |
1,191.25 |
794.00 |
60.6% |
62.25 |
4.7% |
15% |
False |
False |
180,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,808.50 |
|
2.618 |
1,640.75 |
|
1.618 |
1,538.00 |
|
1.000 |
1,474.50 |
|
0.618 |
1,435.25 |
|
HIGH |
1,371.75 |
|
0.618 |
1,332.50 |
|
0.500 |
1,320.50 |
|
0.382 |
1,308.25 |
|
LOW |
1,269.00 |
|
0.618 |
1,205.50 |
|
1.000 |
1,166.25 |
|
1.618 |
1,102.75 |
|
2.618 |
1,000.00 |
|
4.250 |
832.25 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,320.50 |
1,304.50 |
| PP |
1,317.25 |
1,297.75 |
| S1 |
1,314.00 |
1,291.25 |
|