| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,321.00 |
1,314.00 |
-7.00 |
-0.5% |
1,297.50 |
| High |
1,371.75 |
1,363.25 |
-8.50 |
-0.6% |
1,499.00 |
| Low |
1,269.00 |
1,291.00 |
22.00 |
1.7% |
1,191.25 |
| Close |
1,311.00 |
1,360.00 |
49.00 |
3.7% |
1,311.00 |
| Range |
102.75 |
72.25 |
-30.50 |
-29.7% |
307.75 |
| ATR |
103.61 |
101.37 |
-2.24 |
-2.2% |
0.00 |
| Volume |
787,162 |
585,775 |
-201,387 |
-25.6% |
3,288,541 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,554.75 |
1,529.75 |
1,399.75 |
|
| R3 |
1,482.50 |
1,457.50 |
1,379.75 |
|
| R2 |
1,410.25 |
1,410.25 |
1,373.25 |
|
| R1 |
1,385.25 |
1,385.25 |
1,366.50 |
1,397.75 |
| PP |
1,338.00 |
1,338.00 |
1,338.00 |
1,344.50 |
| S1 |
1,313.00 |
1,313.00 |
1,353.50 |
1,325.50 |
| S2 |
1,265.75 |
1,265.75 |
1,346.75 |
|
| S3 |
1,193.50 |
1,240.75 |
1,340.25 |
|
| S4 |
1,121.25 |
1,168.50 |
1,320.25 |
|
|
| 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 |
22.6% |
124.50 |
9.2% |
55% |
False |
False |
609,040 |
| 10 |
1,499.00 |
1,191.25 |
307.75 |
22.6% |
124.25 |
9.1% |
55% |
False |
False |
644,354 |
| 20 |
1,714.25 |
1,191.25 |
523.00 |
38.5% |
104.75 |
7.7% |
32% |
False |
False |
530,378 |
| 40 |
1,950.00 |
1,191.25 |
758.75 |
55.8% |
81.00 |
6.0% |
22% |
False |
False |
374,393 |
| 60 |
1,985.25 |
1,191.25 |
794.00 |
58.4% |
67.75 |
5.0% |
21% |
False |
False |
249,725 |
| 80 |
1,985.25 |
1,191.25 |
794.00 |
58.4% |
62.25 |
4.6% |
21% |
False |
False |
187,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,670.25 |
|
2.618 |
1,552.50 |
|
1.618 |
1,480.25 |
|
1.000 |
1,435.50 |
|
0.618 |
1,408.00 |
|
HIGH |
1,363.25 |
|
0.618 |
1,335.75 |
|
0.500 |
1,327.00 |
|
0.382 |
1,318.50 |
|
LOW |
1,291.00 |
|
0.618 |
1,246.25 |
|
1.000 |
1,218.75 |
|
1.618 |
1,174.00 |
|
2.618 |
1,101.75 |
|
4.250 |
984.00 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,349.00 |
1,333.75 |
| PP |
1,338.00 |
1,307.75 |
| S1 |
1,327.00 |
1,281.50 |
|