| Trading Metrics calculated at close of trading on 29-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2008 |
29-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,162.75 |
1,305.50 |
142.75 |
12.3% |
1,314.00 |
| High |
1,309.00 |
1,346.75 |
37.75 |
2.9% |
1,364.25 |
| Low |
1,151.25 |
1,271.25 |
120.00 |
10.4% |
1,149.75 |
| Close |
1,308.00 |
1,294.00 |
-14.00 |
-1.1% |
1,191.50 |
| Range |
157.75 |
75.50 |
-82.25 |
-52.1% |
214.50 |
| ATR |
104.21 |
102.16 |
-2.05 |
-2.0% |
0.00 |
| Volume |
394,574 |
485,392 |
90,818 |
23.0% |
2,490,131 |
|
| Daily Pivots for day following 29-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,530.50 |
1,487.75 |
1,335.50 |
|
| R3 |
1,455.00 |
1,412.25 |
1,314.75 |
|
| R2 |
1,379.50 |
1,379.50 |
1,307.75 |
|
| R1 |
1,336.75 |
1,336.75 |
1,301.00 |
1,320.50 |
| PP |
1,304.00 |
1,304.00 |
1,304.00 |
1,295.75 |
| S1 |
1,261.25 |
1,261.25 |
1,287.00 |
1,245.00 |
| S2 |
1,228.50 |
1,228.50 |
1,280.25 |
|
| S3 |
1,153.00 |
1,185.75 |
1,273.25 |
|
| S4 |
1,077.50 |
1,110.25 |
1,252.50 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.75 |
1,749.50 |
1,309.50 |
|
| R3 |
1,664.25 |
1,535.00 |
1,250.50 |
|
| R2 |
1,449.75 |
1,449.75 |
1,230.75 |
|
| R1 |
1,320.50 |
1,320.50 |
1,211.25 |
1,278.00 |
| PP |
1,235.25 |
1,235.25 |
1,235.25 |
1,213.75 |
| S1 |
1,106.00 |
1,106.00 |
1,171.75 |
1,063.50 |
| S2 |
1,020.75 |
1,020.75 |
1,152.25 |
|
| S3 |
806.25 |
891.50 |
1,132.50 |
|
| S4 |
591.75 |
677.00 |
1,073.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,346.75 |
1,136.75 |
210.00 |
16.2% |
104.00 |
8.0% |
75% |
True |
False |
500,872 |
| 10 |
1,371.75 |
1,136.75 |
235.00 |
18.2% |
103.50 |
8.0% |
67% |
False |
False |
524,702 |
| 20 |
1,590.75 |
1,136.75 |
454.00 |
35.1% |
114.00 |
8.8% |
35% |
False |
False |
549,804 |
| 40 |
1,865.50 |
1,136.75 |
728.75 |
56.3% |
92.00 |
7.1% |
22% |
False |
False |
457,181 |
| 60 |
1,985.25 |
1,136.75 |
848.50 |
65.6% |
74.50 |
5.8% |
19% |
False |
False |
304,940 |
| 80 |
1,985.25 |
1,136.75 |
848.50 |
65.6% |
67.75 |
5.2% |
19% |
False |
False |
228,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,667.50 |
|
2.618 |
1,544.50 |
|
1.618 |
1,469.00 |
|
1.000 |
1,422.25 |
|
0.618 |
1,393.50 |
|
HIGH |
1,346.75 |
|
0.618 |
1,318.00 |
|
0.500 |
1,309.00 |
|
0.382 |
1,300.00 |
|
LOW |
1,271.25 |
|
0.618 |
1,224.50 |
|
1.000 |
1,195.75 |
|
1.618 |
1,149.00 |
|
2.618 |
1,073.50 |
|
4.250 |
950.50 |
|
|
| Fisher Pivots for day following 29-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,309.00 |
1,276.50 |
| PP |
1,304.00 |
1,259.25 |
| S1 |
1,299.00 |
1,241.75 |
|