| Trading Metrics calculated at close of trading on 21-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2008 |
21-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,602.0 |
2,680.0 |
78.0 |
3.0% |
2,555.0 |
| High |
2,690.0 |
2,680.0 |
-10.0 |
-0.4% |
2,878.0 |
| Low |
2,589.0 |
2,556.0 |
-33.0 |
-1.3% |
2,399.0 |
| Close |
2,626.0 |
2,605.0 |
-21.0 |
-0.8% |
2,540.0 |
| Range |
101.0 |
124.0 |
23.0 |
22.8% |
479.0 |
| ATR |
194.9 |
189.8 |
-5.1 |
-2.6% |
0.0 |
| Volume |
2,089 |
2,736 |
647 |
31.0% |
21,489 |
|
| Daily Pivots for day following 21-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,985.7 |
2,919.3 |
2,673.2 |
|
| R3 |
2,861.7 |
2,795.3 |
2,639.1 |
|
| R2 |
2,737.7 |
2,737.7 |
2,627.7 |
|
| R1 |
2,671.3 |
2,671.3 |
2,616.4 |
2,642.5 |
| PP |
2,613.7 |
2,613.7 |
2,613.7 |
2,599.3 |
| S1 |
2,547.3 |
2,547.3 |
2,593.6 |
2,518.5 |
| S2 |
2,489.7 |
2,489.7 |
2,582.3 |
|
| S3 |
2,365.7 |
2,423.3 |
2,570.9 |
|
| S4 |
2,241.7 |
2,299.3 |
2,536.8 |
|
|
| 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 |
2,763.0 |
2,399.0 |
364.0 |
14.0% |
175.2 |
6.7% |
57% |
False |
False |
4,058 |
| 10 |
2,908.0 |
2,330.0 |
578.0 |
22.2% |
206.2 |
7.9% |
48% |
False |
False |
3,414 |
| 20 |
3,268.0 |
2,330.0 |
938.0 |
36.0% |
174.2 |
6.7% |
29% |
False |
False |
2,857 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
44.0% |
133.4 |
5.1% |
24% |
False |
False |
13,055 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
45.5% |
101.4 |
3.9% |
23% |
False |
False |
9,021 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
45.5% |
91.1 |
3.5% |
23% |
False |
False |
7,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.0 |
|
2.618 |
3,004.6 |
|
1.618 |
2,880.6 |
|
1.000 |
2,804.0 |
|
0.618 |
2,756.6 |
|
HIGH |
2,680.0 |
|
0.618 |
2,632.6 |
|
0.500 |
2,618.0 |
|
0.382 |
2,603.4 |
|
LOW |
2,556.0 |
|
0.618 |
2,479.4 |
|
1.000 |
2,432.0 |
|
1.618 |
2,355.4 |
|
2.618 |
2,231.4 |
|
4.250 |
2,029.0 |
|
|
| Fisher Pivots for day following 21-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,618.0 |
2,593.0 |
| PP |
2,613.7 |
2,581.0 |
| S1 |
2,609.3 |
2,569.0 |
|