| Trading Metrics calculated at close of trading on 17-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,421.0 |
2,559.0 |
138.0 |
5.7% |
2,555.0 |
| High |
2,592.0 |
2,643.0 |
51.0 |
2.0% |
2,878.0 |
| Low |
2,399.0 |
2,448.0 |
49.0 |
2.0% |
2,399.0 |
| Close |
2,425.0 |
2,540.0 |
115.0 |
4.7% |
2,540.0 |
| Range |
193.0 |
195.0 |
2.0 |
1.0% |
479.0 |
| ATR |
196.8 |
198.3 |
1.5 |
0.8% |
0.0 |
| Volume |
4,465 |
10,140 |
5,675 |
127.1% |
21,489 |
|
| Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,128.7 |
3,029.3 |
2,647.3 |
|
| R3 |
2,933.7 |
2,834.3 |
2,593.6 |
|
| R2 |
2,738.7 |
2,738.7 |
2,575.8 |
|
| R1 |
2,639.3 |
2,639.3 |
2,557.9 |
2,591.5 |
| PP |
2,543.7 |
2,543.7 |
2,543.7 |
2,519.8 |
| S1 |
2,444.3 |
2,444.3 |
2,522.1 |
2,396.5 |
| S2 |
2,348.7 |
2,348.7 |
2,504.3 |
|
| S3 |
2,153.7 |
2,249.3 |
2,486.4 |
|
| S4 |
1,958.7 |
2,054.3 |
2,432.8 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,042.7 |
3,770.3 |
2,803.5 |
|
| R3 |
3,563.7 |
3,291.3 |
2,671.7 |
|
| R2 |
3,084.7 |
3,084.7 |
2,627.8 |
|
| R1 |
2,812.3 |
2,812.3 |
2,583.9 |
2,709.0 |
| PP |
2,605.7 |
2,605.7 |
2,605.7 |
2,554.0 |
| S1 |
2,333.3 |
2,333.3 |
2,496.1 |
2,230.0 |
| S2 |
2,126.7 |
2,126.7 |
2,452.2 |
|
| S3 |
1,647.7 |
1,854.3 |
2,408.3 |
|
| S4 |
1,168.7 |
1,375.3 |
2,276.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,878.0 |
2,399.0 |
479.0 |
18.9% |
214.0 |
8.4% |
29% |
False |
False |
4,297 |
| 10 |
3,011.0 |
2,330.0 |
681.0 |
26.8% |
221.7 |
8.7% |
31% |
False |
False |
3,210 |
| 20 |
3,326.0 |
2,330.0 |
996.0 |
39.2% |
174.9 |
6.9% |
21% |
False |
False |
2,869 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
45.1% |
130.5 |
5.1% |
18% |
False |
False |
13,048 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
46.7% |
99.6 |
3.9% |
18% |
False |
False |
8,954 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
46.7% |
90.1 |
3.5% |
18% |
False |
False |
6,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,471.8 |
|
2.618 |
3,153.5 |
|
1.618 |
2,958.5 |
|
1.000 |
2,838.0 |
|
0.618 |
2,763.5 |
|
HIGH |
2,643.0 |
|
0.618 |
2,568.5 |
|
0.500 |
2,545.5 |
|
0.382 |
2,522.5 |
|
LOW |
2,448.0 |
|
0.618 |
2,327.5 |
|
1.000 |
2,253.0 |
|
1.618 |
2,132.5 |
|
2.618 |
1,937.5 |
|
4.250 |
1,619.3 |
|
|
| Fisher Pivots for day following 17-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,545.5 |
2,581.0 |
| PP |
2,543.7 |
2,567.3 |
| S1 |
2,541.8 |
2,553.7 |
|