| Trading Metrics calculated at close of trading on 13-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2008 |
13-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,425.0 |
2,555.0 |
130.0 |
5.4% |
3,009.0 |
| High |
2,524.0 |
2,800.0 |
276.0 |
10.9% |
3,011.0 |
| Low |
2,330.0 |
2,539.0 |
209.0 |
9.0% |
2,330.0 |
| Close |
2,382.0 |
2,669.0 |
287.0 |
12.0% |
2,382.0 |
| Range |
194.0 |
261.0 |
67.0 |
34.5% |
681.0 |
| ATR |
171.6 |
189.2 |
17.6 |
10.3% |
0.0 |
| Volume |
4,961 |
3,526 |
-1,435 |
-28.9% |
10,615 |
|
| Daily Pivots for day following 13-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,452.3 |
3,321.7 |
2,812.6 |
|
| R3 |
3,191.3 |
3,060.7 |
2,740.8 |
|
| R2 |
2,930.3 |
2,930.3 |
2,716.9 |
|
| R1 |
2,799.7 |
2,799.7 |
2,692.9 |
2,865.0 |
| PP |
2,669.3 |
2,669.3 |
2,669.3 |
2,702.0 |
| S1 |
2,538.7 |
2,538.7 |
2,645.1 |
2,604.0 |
| S2 |
2,408.3 |
2,408.3 |
2,621.2 |
|
| S3 |
2,147.3 |
2,277.7 |
2,597.2 |
|
| S4 |
1,886.3 |
2,016.7 |
2,525.5 |
|
|
| 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 |
2,988.0 |
2,330.0 |
658.0 |
24.7% |
245.8 |
9.2% |
52% |
False |
False |
2,584 |
| 10 |
3,179.0 |
2,330.0 |
849.0 |
31.8% |
194.5 |
7.3% |
40% |
False |
False |
2,334 |
| 20 |
3,349.0 |
2,330.0 |
1,019.0 |
38.2% |
165.8 |
6.2% |
33% |
False |
False |
18,570 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
42.9% |
114.0 |
4.3% |
30% |
False |
False |
12,752 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
44.4% |
89.6 |
3.4% |
29% |
False |
False |
8,795 |
| 80 |
3,556.0 |
2,330.0 |
1,226.0 |
45.9% |
82.5 |
3.1% |
28% |
False |
False |
6,745 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,909.3 |
|
2.618 |
3,483.3 |
|
1.618 |
3,222.3 |
|
1.000 |
3,061.0 |
|
0.618 |
2,961.3 |
|
HIGH |
2,800.0 |
|
0.618 |
2,700.3 |
|
0.500 |
2,669.5 |
|
0.382 |
2,638.7 |
|
LOW |
2,539.0 |
|
0.618 |
2,377.7 |
|
1.000 |
2,278.0 |
|
1.618 |
2,116.7 |
|
2.618 |
1,855.7 |
|
4.250 |
1,429.8 |
|
|
| Fisher Pivots for day following 13-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,669.5 |
2,634.3 |
| PP |
2,669.3 |
2,599.7 |
| S1 |
2,669.2 |
2,565.0 |
|