| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,447.0 |
2,594.0 |
147.0 |
6.0% |
2,602.0 |
| High |
2,565.0 |
2,604.0 |
39.0 |
1.5% |
2,690.0 |
| Low |
2,440.0 |
2,500.0 |
60.0 |
2.5% |
2,210.0 |
| Close |
2,508.0 |
2,532.0 |
24.0 |
1.0% |
2,340.0 |
| Range |
125.0 |
104.0 |
-21.0 |
-16.8% |
480.0 |
| ATR |
194.5 |
188.0 |
-6.5 |
-3.3% |
0.0 |
| Volume |
4,639 |
8,917 |
4,278 |
92.2% |
17,750 |
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,857.3 |
2,798.7 |
2,589.2 |
|
| R3 |
2,753.3 |
2,694.7 |
2,560.6 |
|
| R2 |
2,649.3 |
2,649.3 |
2,551.1 |
|
| R1 |
2,590.7 |
2,590.7 |
2,541.5 |
2,568.0 |
| PP |
2,545.3 |
2,545.3 |
2,545.3 |
2,534.0 |
| S1 |
2,486.7 |
2,486.7 |
2,522.5 |
2,464.0 |
| S2 |
2,441.3 |
2,441.3 |
2,512.9 |
|
| S3 |
2,337.3 |
2,382.7 |
2,503.4 |
|
| S4 |
2,233.3 |
2,278.7 |
2,474.8 |
|
|
| 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 |
2,604.0 |
2,204.0 |
400.0 |
15.8% |
152.4 |
6.0% |
82% |
True |
False |
4,821 |
| 10 |
2,690.0 |
2,204.0 |
486.0 |
19.2% |
153.1 |
6.0% |
67% |
False |
False |
4,752 |
| 20 |
3,179.0 |
2,204.0 |
975.0 |
38.5% |
184.7 |
7.3% |
34% |
False |
False |
3,720 |
| 40 |
3,379.0 |
2,204.0 |
1,175.0 |
46.4% |
150.1 |
5.9% |
28% |
False |
False |
13,451 |
| 60 |
3,515.0 |
2,204.0 |
1,311.0 |
51.8% |
115.1 |
4.5% |
25% |
False |
False |
9,496 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
51.8% |
100.3 |
4.0% |
25% |
False |
False |
7,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,046.0 |
|
2.618 |
2,876.3 |
|
1.618 |
2,772.3 |
|
1.000 |
2,708.0 |
|
0.618 |
2,668.3 |
|
HIGH |
2,604.0 |
|
0.618 |
2,564.3 |
|
0.500 |
2,552.0 |
|
0.382 |
2,539.7 |
|
LOW |
2,500.0 |
|
0.618 |
2,435.7 |
|
1.000 |
2,396.0 |
|
1.618 |
2,331.7 |
|
2.618 |
2,227.7 |
|
4.250 |
2,058.0 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,552.0 |
2,505.2 |
| PP |
2,545.3 |
2,478.3 |
| S1 |
2,538.7 |
2,451.5 |
|