| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,680.0 |
2,524.0 |
-156.0 |
-5.8% |
2,555.0 |
| High |
2,680.0 |
2,561.0 |
-119.0 |
-4.4% |
2,878.0 |
| Low |
2,556.0 |
2,353.0 |
-203.0 |
-7.9% |
2,399.0 |
| Close |
2,605.0 |
2,467.0 |
-138.0 |
-5.3% |
2,540.0 |
| Range |
124.0 |
208.0 |
84.0 |
67.7% |
479.0 |
| ATR |
189.8 |
194.2 |
4.4 |
2.3% |
0.0 |
| Volume |
2,736 |
1,852 |
-884 |
-32.3% |
21,489 |
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,084.3 |
2,983.7 |
2,581.4 |
|
| R3 |
2,876.3 |
2,775.7 |
2,524.2 |
|
| R2 |
2,668.3 |
2,668.3 |
2,505.1 |
|
| R1 |
2,567.7 |
2,567.7 |
2,486.1 |
2,514.0 |
| PP |
2,460.3 |
2,460.3 |
2,460.3 |
2,433.5 |
| S1 |
2,359.7 |
2,359.7 |
2,447.9 |
2,306.0 |
| S2 |
2,252.3 |
2,252.3 |
2,428.9 |
|
| S3 |
2,044.3 |
2,151.7 |
2,409.8 |
|
| S4 |
1,836.3 |
1,943.7 |
2,352.6 |
|
|
| 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 |
2,690.0 |
2,353.0 |
337.0 |
13.7% |
164.2 |
6.7% |
34% |
False |
True |
4,256 |
| 10 |
2,878.0 |
2,330.0 |
548.0 |
22.2% |
198.4 |
8.0% |
25% |
False |
False |
3,497 |
| 20 |
3,268.0 |
2,330.0 |
938.0 |
38.0% |
182.1 |
7.4% |
15% |
False |
False |
2,814 |
| 40 |
3,476.0 |
2,330.0 |
1,146.0 |
46.5% |
137.4 |
5.6% |
12% |
False |
False |
13,048 |
| 60 |
3,515.0 |
2,330.0 |
1,185.0 |
48.0% |
104.3 |
4.2% |
12% |
False |
False |
9,044 |
| 80 |
3,515.0 |
2,330.0 |
1,185.0 |
48.0% |
93.0 |
3.8% |
12% |
False |
False |
7,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,445.0 |
|
2.618 |
3,105.5 |
|
1.618 |
2,897.5 |
|
1.000 |
2,769.0 |
|
0.618 |
2,689.5 |
|
HIGH |
2,561.0 |
|
0.618 |
2,481.5 |
|
0.500 |
2,457.0 |
|
0.382 |
2,432.5 |
|
LOW |
2,353.0 |
|
0.618 |
2,224.5 |
|
1.000 |
2,145.0 |
|
1.618 |
2,016.5 |
|
2.618 |
1,808.5 |
|
4.250 |
1,469.0 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,463.7 |
2,521.5 |
| PP |
2,460.3 |
2,503.3 |
| S1 |
2,457.0 |
2,485.2 |
|