| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,559.0 |
2,602.0 |
43.0 |
1.7% |
2,555.0 |
| High |
2,643.0 |
2,690.0 |
47.0 |
1.8% |
2,878.0 |
| Low |
2,448.0 |
2,589.0 |
141.0 |
5.8% |
2,399.0 |
| Close |
2,540.0 |
2,626.0 |
86.0 |
3.4% |
2,540.0 |
| Range |
195.0 |
101.0 |
-94.0 |
-48.2% |
479.0 |
| ATR |
198.3 |
194.9 |
-3.5 |
-1.7% |
0.0 |
| Volume |
10,140 |
2,089 |
-8,051 |
-79.4% |
21,489 |
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,938.0 |
2,883.0 |
2,681.6 |
|
| R3 |
2,837.0 |
2,782.0 |
2,653.8 |
|
| R2 |
2,736.0 |
2,736.0 |
2,644.5 |
|
| R1 |
2,681.0 |
2,681.0 |
2,635.3 |
2,708.5 |
| PP |
2,635.0 |
2,635.0 |
2,635.0 |
2,648.8 |
| S1 |
2,580.0 |
2,580.0 |
2,616.7 |
2,607.5 |
| S2 |
2,534.0 |
2,534.0 |
2,607.5 |
|
| S3 |
2,433.0 |
2,479.0 |
2,598.2 |
|
| S4 |
2,332.0 |
2,378.0 |
2,570.5 |
|
|
| 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 |
18.2% |
182.0 |
6.9% |
47% |
False |
False |
4,010 |
| 10 |
2,988.0 |
2,330.0 |
658.0 |
25.1% |
213.9 |
8.1% |
45% |
False |
False |
3,297 |
| 20 |
3,268.0 |
2,330.0 |
938.0 |
35.7% |
171.8 |
6.5% |
32% |
False |
False |
2,897 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
43.6% |
131.9 |
5.0% |
26% |
False |
False |
13,066 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
45.1% |
100.5 |
3.8% |
25% |
False |
False |
8,985 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
45.1% |
90.8 |
3.5% |
25% |
False |
False |
6,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,119.3 |
|
2.618 |
2,954.4 |
|
1.618 |
2,853.4 |
|
1.000 |
2,791.0 |
|
0.618 |
2,752.4 |
|
HIGH |
2,690.0 |
|
0.618 |
2,651.4 |
|
0.500 |
2,639.5 |
|
0.382 |
2,627.6 |
|
LOW |
2,589.0 |
|
0.618 |
2,526.6 |
|
1.000 |
2,488.0 |
|
1.618 |
2,425.6 |
|
2.618 |
2,324.6 |
|
4.250 |
2,159.8 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,639.5 |
2,598.8 |
| PP |
2,635.0 |
2,571.7 |
| S1 |
2,630.5 |
2,544.5 |
|