| Trading Metrics calculated at close of trading on 27-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2008 |
27-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,349.0 |
2,272.0 |
-77.0 |
-3.3% |
2,602.0 |
| High |
2,405.0 |
2,341.0 |
-64.0 |
-2.7% |
2,690.0 |
| Low |
2,210.0 |
2,204.0 |
-6.0 |
-0.3% |
2,210.0 |
| Close |
2,340.0 |
2,288.0 |
-52.0 |
-2.2% |
2,340.0 |
| Range |
195.0 |
137.0 |
-58.0 |
-29.7% |
480.0 |
| ATR |
194.6 |
190.5 |
-4.1 |
-2.1% |
0.0 |
| Volume |
4,475 |
4,294 |
-181 |
-4.0% |
17,750 |
|
| Daily Pivots for day following 27-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,688.7 |
2,625.3 |
2,363.4 |
|
| R3 |
2,551.7 |
2,488.3 |
2,325.7 |
|
| R2 |
2,414.7 |
2,414.7 |
2,313.1 |
|
| R1 |
2,351.3 |
2,351.3 |
2,300.6 |
2,383.0 |
| PP |
2,277.7 |
2,277.7 |
2,277.7 |
2,293.5 |
| S1 |
2,214.3 |
2,214.3 |
2,275.4 |
2,246.0 |
| S2 |
2,140.7 |
2,140.7 |
2,262.9 |
|
| S3 |
2,003.7 |
2,077.3 |
2,250.3 |
|
| S4 |
1,866.7 |
1,940.3 |
2,212.7 |
|
|
| 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 |
2,680.0 |
2,204.0 |
476.0 |
20.8% |
161.0 |
7.0% |
18% |
False |
True |
3,991 |
| 10 |
2,878.0 |
2,204.0 |
674.0 |
29.5% |
171.5 |
7.5% |
12% |
False |
True |
4,000 |
| 20 |
3,179.0 |
2,204.0 |
975.0 |
42.6% |
183.0 |
8.0% |
9% |
False |
True |
3,167 |
| 40 |
3,476.0 |
2,204.0 |
1,272.0 |
55.6% |
145.5 |
6.4% |
7% |
False |
True |
13,346 |
| 60 |
3,515.0 |
2,204.0 |
1,311.0 |
57.3% |
110.3 |
4.8% |
6% |
False |
True |
9,273 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
57.3% |
96.0 |
4.2% |
6% |
False |
True |
7,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,923.3 |
|
2.618 |
2,699.7 |
|
1.618 |
2,562.7 |
|
1.000 |
2,478.0 |
|
0.618 |
2,425.7 |
|
HIGH |
2,341.0 |
|
0.618 |
2,288.7 |
|
0.500 |
2,272.5 |
|
0.382 |
2,256.3 |
|
LOW |
2,204.0 |
|
0.618 |
2,119.3 |
|
1.000 |
2,067.0 |
|
1.618 |
1,982.3 |
|
2.618 |
1,845.3 |
|
4.250 |
1,621.8 |
|
|
| Fisher Pivots for day following 27-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,282.8 |
2,345.0 |
| PP |
2,277.7 |
2,326.0 |
| S1 |
2,272.5 |
2,307.0 |
|