| Trading Metrics calculated at close of trading on 24-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2008 |
24-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,464.0 |
2,349.0 |
-115.0 |
-4.7% |
2,602.0 |
| High |
2,486.0 |
2,405.0 |
-81.0 |
-3.3% |
2,690.0 |
| Low |
2,345.0 |
2,210.0 |
-135.0 |
-5.8% |
2,210.0 |
| Close |
2,459.0 |
2,340.0 |
-119.0 |
-4.8% |
2,340.0 |
| Range |
141.0 |
195.0 |
54.0 |
38.3% |
480.0 |
| ATR |
190.4 |
194.6 |
4.2 |
2.2% |
0.0 |
| Volume |
6,598 |
4,475 |
-2,123 |
-32.2% |
17,750 |
|
| Daily Pivots for day following 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,903.3 |
2,816.7 |
2,447.3 |
|
| R3 |
2,708.3 |
2,621.7 |
2,393.6 |
|
| R2 |
2,513.3 |
2,513.3 |
2,375.8 |
|
| R1 |
2,426.7 |
2,426.7 |
2,357.9 |
2,372.5 |
| PP |
2,318.3 |
2,318.3 |
2,318.3 |
2,291.3 |
| S1 |
2,231.7 |
2,231.7 |
2,322.1 |
2,177.5 |
| S2 |
2,123.3 |
2,123.3 |
2,304.3 |
|
| S3 |
1,928.3 |
2,036.7 |
2,286.4 |
|
| S4 |
1,733.3 |
1,841.7 |
2,232.8 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,853.3 |
3,576.7 |
2,604.0 |
|
| R3 |
3,373.3 |
3,096.7 |
2,472.0 |
|
| R2 |
2,893.3 |
2,893.3 |
2,428.0 |
|
| R1 |
2,616.7 |
2,616.7 |
2,384.0 |
2,515.0 |
| PP |
2,413.3 |
2,413.3 |
2,413.3 |
2,362.5 |
| S1 |
2,136.7 |
2,136.7 |
2,296.0 |
2,035.0 |
| S2 |
1,933.3 |
1,933.3 |
2,252.0 |
|
| S3 |
1,453.3 |
1,656.7 |
2,208.0 |
|
| S4 |
973.3 |
1,176.7 |
2,076.0 |
|
|
| 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 |
2,210.0 |
480.0 |
20.5% |
153.8 |
6.6% |
27% |
False |
True |
3,550 |
| 10 |
2,878.0 |
2,210.0 |
668.0 |
28.5% |
183.9 |
7.9% |
19% |
False |
True |
3,923 |
| 20 |
3,179.0 |
2,210.0 |
969.0 |
41.4% |
190.8 |
8.2% |
13% |
False |
True |
3,018 |
| 40 |
3,476.0 |
2,210.0 |
1,266.0 |
54.1% |
143.0 |
6.1% |
10% |
False |
True |
13,262 |
| 60 |
3,515.0 |
2,210.0 |
1,305.0 |
55.8% |
108.5 |
4.6% |
10% |
False |
True |
9,204 |
| 80 |
3,515.0 |
2,210.0 |
1,305.0 |
55.8% |
95.2 |
4.1% |
10% |
False |
True |
7,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,233.8 |
|
2.618 |
2,915.5 |
|
1.618 |
2,720.5 |
|
1.000 |
2,600.0 |
|
0.618 |
2,525.5 |
|
HIGH |
2,405.0 |
|
0.618 |
2,330.5 |
|
0.500 |
2,307.5 |
|
0.382 |
2,284.5 |
|
LOW |
2,210.0 |
|
0.618 |
2,089.5 |
|
1.000 |
2,015.0 |
|
1.618 |
1,894.5 |
|
2.618 |
1,699.5 |
|
4.250 |
1,381.3 |
|
|
| Fisher Pivots for day following 24-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,329.2 |
2,385.5 |
| PP |
2,318.3 |
2,370.3 |
| S1 |
2,307.5 |
2,355.2 |
|