| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
914.50 |
864.25 |
-50.25 |
-5.5% |
937.50 |
| High |
917.25 |
894.00 |
-23.25 |
-2.5% |
992.75 |
| Low |
840.25 |
825.00 |
-15.25 |
-1.8% |
840.25 |
| Close |
866.00 |
834.75 |
-31.25 |
-3.6% |
866.00 |
| Range |
77.00 |
69.00 |
-8.00 |
-10.4% |
152.50 |
| ATR |
72.24 |
72.01 |
-0.23 |
-0.3% |
0.00 |
| Volume |
4,058,789 |
3,315,060 |
-743,729 |
-18.3% |
16,242,050 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,058.25 |
1,015.50 |
872.75 |
|
| R3 |
989.25 |
946.50 |
853.75 |
|
| R2 |
920.25 |
920.25 |
847.50 |
|
| R1 |
877.50 |
877.50 |
841.00 |
864.50 |
| PP |
851.25 |
851.25 |
851.25 |
844.75 |
| S1 |
808.50 |
808.50 |
828.50 |
795.50 |
| S2 |
782.25 |
782.25 |
822.00 |
|
| S3 |
713.25 |
739.50 |
815.75 |
|
| S4 |
644.25 |
670.50 |
796.75 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,357.25 |
1,264.00 |
950.00 |
|
| R3 |
1,204.75 |
1,111.50 |
908.00 |
|
| R2 |
1,052.25 |
1,052.25 |
894.00 |
|
| R1 |
959.00 |
959.00 |
880.00 |
929.50 |
| PP |
899.75 |
899.75 |
899.75 |
884.75 |
| S1 |
806.50 |
806.50 |
852.00 |
777.00 |
| S2 |
747.25 |
747.25 |
838.00 |
|
| S3 |
594.75 |
654.00 |
824.00 |
|
| S4 |
442.25 |
501.50 |
782.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
992.75 |
825.00 |
167.75 |
20.1% |
70.25 |
8.4% |
6% |
False |
True |
3,147,284 |
| 10 |
1,067.00 |
825.00 |
242.00 |
29.0% |
78.75 |
9.4% |
4% |
False |
True |
3,591,589 |
| 20 |
1,175.75 |
825.00 |
350.75 |
42.0% |
78.50 |
9.4% |
3% |
False |
True |
3,769,277 |
| 40 |
1,305.25 |
825.00 |
480.25 |
57.5% |
62.75 |
7.5% |
2% |
False |
True |
2,947,636 |
| 60 |
1,315.25 |
825.00 |
490.25 |
58.7% |
49.00 |
5.9% |
2% |
False |
True |
1,967,614 |
| 80 |
1,315.25 |
825.00 |
490.25 |
58.7% |
43.75 |
5.2% |
2% |
False |
True |
1,476,655 |
| 100 |
1,374.00 |
825.00 |
549.00 |
65.8% |
39.00 |
4.7% |
2% |
False |
True |
1,181,665 |
| 120 |
1,443.50 |
825.00 |
618.50 |
74.1% |
34.75 |
4.2% |
2% |
False |
True |
984,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,187.25 |
|
2.618 |
1,074.75 |
|
1.618 |
1,005.75 |
|
1.000 |
963.00 |
|
0.618 |
936.75 |
|
HIGH |
894.00 |
|
0.618 |
867.75 |
|
0.500 |
859.50 |
|
0.382 |
851.25 |
|
LOW |
825.00 |
|
0.618 |
782.25 |
|
1.000 |
756.00 |
|
1.618 |
713.25 |
|
2.618 |
644.25 |
|
4.250 |
531.75 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
859.50 |
874.00 |
| PP |
851.25 |
861.00 |
| S1 |
843.00 |
848.00 |
|