| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,293.00 |
1,340.00 |
47.00 |
3.6% |
1,190.75 |
| High |
1,354.75 |
1,361.25 |
6.50 |
0.5% |
1,361.25 |
| Low |
1,293.00 |
1,305.25 |
12.25 |
0.9% |
1,136.75 |
| Close |
1,345.00 |
1,337.00 |
-8.00 |
-0.6% |
1,337.00 |
| Range |
61.75 |
56.00 |
-5.75 |
-9.3% |
224.50 |
| ATR |
99.28 |
96.18 |
-3.09 |
-3.1% |
0.00 |
| Volume |
521,645 |
412,418 |
-109,227 |
-20.9% |
2,344,516 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,502.50 |
1,475.75 |
1,367.75 |
|
| R3 |
1,446.50 |
1,419.75 |
1,352.50 |
|
| R2 |
1,390.50 |
1,390.50 |
1,347.25 |
|
| R1 |
1,363.75 |
1,363.75 |
1,342.25 |
1,349.00 |
| PP |
1,334.50 |
1,334.50 |
1,334.50 |
1,327.25 |
| S1 |
1,307.75 |
1,307.75 |
1,331.75 |
1,293.00 |
| S2 |
1,278.50 |
1,278.50 |
1,326.75 |
|
| S3 |
1,222.50 |
1,251.75 |
1,321.50 |
|
| S4 |
1,166.50 |
1,195.75 |
1,306.25 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.75 |
1,869.00 |
1,460.50 |
|
| R3 |
1,727.25 |
1,644.50 |
1,398.75 |
|
| R2 |
1,502.75 |
1,502.75 |
1,378.25 |
|
| R1 |
1,420.00 |
1,420.00 |
1,357.50 |
1,461.50 |
| PP |
1,278.25 |
1,278.25 |
1,278.25 |
1,299.00 |
| S1 |
1,195.50 |
1,195.50 |
1,316.50 |
1,237.00 |
| S2 |
1,053.75 |
1,053.75 |
1,295.75 |
|
| S3 |
829.25 |
971.00 |
1,275.25 |
|
| S4 |
604.75 |
746.50 |
1,213.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,361.25 |
1,136.75 |
224.50 |
16.8% |
88.50 |
6.6% |
89% |
True |
False |
468,903 |
| 10 |
1,364.25 |
1,136.75 |
227.50 |
17.0% |
91.00 |
6.8% |
88% |
False |
False |
483,464 |
| 20 |
1,499.00 |
1,136.75 |
362.25 |
27.1% |
110.75 |
8.3% |
55% |
False |
False |
559,705 |
| 40 |
1,821.75 |
1,136.75 |
685.00 |
51.2% |
92.25 |
6.9% |
29% |
False |
False |
480,485 |
| 60 |
1,985.25 |
1,136.75 |
848.50 |
63.5% |
74.75 |
5.6% |
24% |
False |
False |
320,488 |
| 80 |
1,985.25 |
1,136.75 |
848.50 |
63.5% |
67.75 |
5.1% |
24% |
False |
False |
240,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,599.25 |
|
2.618 |
1,507.75 |
|
1.618 |
1,451.75 |
|
1.000 |
1,417.25 |
|
0.618 |
1,395.75 |
|
HIGH |
1,361.25 |
|
0.618 |
1,339.75 |
|
0.500 |
1,333.25 |
|
0.382 |
1,326.75 |
|
LOW |
1,305.25 |
|
0.618 |
1,270.75 |
|
1.000 |
1,249.25 |
|
1.618 |
1,214.75 |
|
2.618 |
1,158.75 |
|
4.250 |
1,067.25 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.75 |
1,330.00 |
| PP |
1,334.50 |
1,323.25 |
| S1 |
1,333.25 |
1,316.25 |
|