| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,305.50 |
1,293.00 |
-12.50 |
-1.0% |
1,314.00 |
| High |
1,346.75 |
1,354.75 |
8.00 |
0.6% |
1,364.25 |
| Low |
1,271.25 |
1,293.00 |
21.75 |
1.7% |
1,149.75 |
| Close |
1,294.00 |
1,345.00 |
51.00 |
3.9% |
1,191.50 |
| Range |
75.50 |
61.75 |
-13.75 |
-18.2% |
214.50 |
| ATR |
102.16 |
99.28 |
-2.89 |
-2.8% |
0.00 |
| Volume |
485,392 |
521,645 |
36,253 |
7.5% |
2,490,131 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,516.25 |
1,492.25 |
1,379.00 |
|
| R3 |
1,454.50 |
1,430.50 |
1,362.00 |
|
| R2 |
1,392.75 |
1,392.75 |
1,356.25 |
|
| R1 |
1,368.75 |
1,368.75 |
1,350.75 |
1,380.75 |
| PP |
1,331.00 |
1,331.00 |
1,331.00 |
1,337.00 |
| S1 |
1,307.00 |
1,307.00 |
1,339.25 |
1,319.00 |
| S2 |
1,269.25 |
1,269.25 |
1,333.75 |
|
| S3 |
1,207.50 |
1,245.25 |
1,328.00 |
|
| S4 |
1,145.75 |
1,183.50 |
1,311.00 |
|
|
| 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 |
1,354.75 |
1,136.75 |
218.00 |
16.2% |
98.25 |
7.3% |
96% |
True |
False |
503,593 |
| 10 |
1,371.75 |
1,136.75 |
235.00 |
17.5% |
95.50 |
7.1% |
89% |
False |
False |
520,939 |
| 20 |
1,561.75 |
1,136.75 |
425.00 |
31.6% |
112.50 |
8.4% |
49% |
False |
False |
557,870 |
| 40 |
1,843.75 |
1,136.75 |
707.00 |
52.6% |
92.50 |
6.9% |
29% |
False |
False |
470,206 |
| 60 |
1,985.25 |
1,136.75 |
848.50 |
63.1% |
74.50 |
5.5% |
25% |
False |
False |
313,627 |
| 80 |
1,985.25 |
1,136.75 |
848.50 |
63.1% |
67.75 |
5.0% |
25% |
False |
False |
235,323 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,617.25 |
|
2.618 |
1,516.50 |
|
1.618 |
1,454.75 |
|
1.000 |
1,416.50 |
|
0.618 |
1,393.00 |
|
HIGH |
1,354.75 |
|
0.618 |
1,331.25 |
|
0.500 |
1,324.00 |
|
0.382 |
1,316.50 |
|
LOW |
1,293.00 |
|
0.618 |
1,254.75 |
|
1.000 |
1,231.25 |
|
1.618 |
1,193.00 |
|
2.618 |
1,131.25 |
|
4.250 |
1,030.50 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,338.00 |
1,314.25 |
| PP |
1,331.00 |
1,283.75 |
| S1 |
1,324.00 |
1,253.00 |
|