| Trading Metrics calculated at close of trading on 10-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2008 |
10-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,740.0 |
2,425.0 |
-315.0 |
-11.5% |
3,009.0 |
| High |
2,786.0 |
2,524.0 |
-262.0 |
-9.4% |
3,011.0 |
| Low |
2,499.0 |
2,330.0 |
-169.0 |
-6.8% |
2,330.0 |
| Close |
2,609.0 |
2,382.0 |
-227.0 |
-8.7% |
2,382.0 |
| Range |
287.0 |
194.0 |
-93.0 |
-32.4% |
681.0 |
| ATR |
163.3 |
171.6 |
8.3 |
5.1% |
0.0 |
| Volume |
1,852 |
4,961 |
3,109 |
167.9% |
10,615 |
|
| Daily Pivots for day following 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,994.0 |
2,882.0 |
2,488.7 |
|
| R3 |
2,800.0 |
2,688.0 |
2,435.4 |
|
| R2 |
2,606.0 |
2,606.0 |
2,417.6 |
|
| R1 |
2,494.0 |
2,494.0 |
2,399.8 |
2,453.0 |
| PP |
2,412.0 |
2,412.0 |
2,412.0 |
2,391.5 |
| S1 |
2,300.0 |
2,300.0 |
2,364.2 |
2,259.0 |
| S2 |
2,218.0 |
2,218.0 |
2,346.4 |
|
| S3 |
2,024.0 |
2,106.0 |
2,328.7 |
|
| S4 |
1,830.0 |
1,912.0 |
2,275.3 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,617.3 |
4,180.7 |
2,756.6 |
|
| R3 |
3,936.3 |
3,499.7 |
2,569.3 |
|
| R2 |
3,255.3 |
3,255.3 |
2,506.9 |
|
| R1 |
2,818.7 |
2,818.7 |
2,444.4 |
2,696.5 |
| PP |
2,574.3 |
2,574.3 |
2,574.3 |
2,513.3 |
| S1 |
2,137.7 |
2,137.7 |
2,319.6 |
2,015.5 |
| S2 |
1,893.3 |
1,893.3 |
2,257.2 |
|
| S3 |
1,212.3 |
1,456.7 |
2,194.7 |
|
| S4 |
531.3 |
775.7 |
2,007.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,011.0 |
2,330.0 |
681.0 |
28.6% |
229.4 |
9.6% |
8% |
False |
True |
2,123 |
| 10 |
3,179.0 |
2,330.0 |
849.0 |
35.6% |
197.7 |
8.3% |
6% |
False |
True |
2,113 |
| 20 |
3,349.0 |
2,330.0 |
1,019.0 |
42.8% |
157.0 |
6.6% |
5% |
False |
True |
21,317 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
48.1% |
108.1 |
4.5% |
5% |
False |
True |
12,671 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
49.7% |
86.2 |
3.6% |
4% |
False |
True |
8,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,348.5 |
|
2.618 |
3,031.9 |
|
1.618 |
2,837.9 |
|
1.000 |
2,718.0 |
|
0.618 |
2,643.9 |
|
HIGH |
2,524.0 |
|
0.618 |
2,449.9 |
|
0.500 |
2,427.0 |
|
0.382 |
2,404.1 |
|
LOW |
2,330.0 |
|
0.618 |
2,210.1 |
|
1.000 |
2,136.0 |
|
1.618 |
2,016.1 |
|
2.618 |
1,822.1 |
|
4.250 |
1,505.5 |
|
|
| Fisher Pivots for day following 10-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,427.0 |
2,619.0 |
| PP |
2,412.0 |
2,540.0 |
| S1 |
2,397.0 |
2,461.0 |
|