| Trading Metrics calculated at close of trading on 31-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2008 |
31-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,594.0 |
2,519.0 |
-75.0 |
-2.9% |
2,272.0 |
| High |
2,604.0 |
2,649.0 |
45.0 |
1.7% |
2,649.0 |
| Low |
2,500.0 |
2,490.0 |
-10.0 |
-0.4% |
2,204.0 |
| Close |
2,532.0 |
2,605.0 |
73.0 |
2.9% |
2,605.0 |
| Range |
104.0 |
159.0 |
55.0 |
52.9% |
445.0 |
| ATR |
188.0 |
185.9 |
-2.1 |
-1.1% |
0.0 |
| Volume |
8,917 |
25,028 |
16,111 |
180.7% |
44,659 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,058.3 |
2,990.7 |
2,692.5 |
|
| R3 |
2,899.3 |
2,831.7 |
2,648.7 |
|
| R2 |
2,740.3 |
2,740.3 |
2,634.2 |
|
| R1 |
2,672.7 |
2,672.7 |
2,619.6 |
2,706.5 |
| PP |
2,581.3 |
2,581.3 |
2,581.3 |
2,598.3 |
| S1 |
2,513.7 |
2,513.7 |
2,590.4 |
2,547.5 |
| S2 |
2,422.3 |
2,422.3 |
2,575.9 |
|
| S3 |
2,263.3 |
2,354.7 |
2,561.3 |
|
| S4 |
2,104.3 |
2,195.7 |
2,517.6 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,821.0 |
3,658.0 |
2,849.8 |
|
| R3 |
3,376.0 |
3,213.0 |
2,727.4 |
|
| R2 |
2,931.0 |
2,931.0 |
2,686.6 |
|
| R1 |
2,768.0 |
2,768.0 |
2,645.8 |
2,849.5 |
| PP |
2,486.0 |
2,486.0 |
2,486.0 |
2,526.8 |
| S1 |
2,323.0 |
2,323.0 |
2,564.2 |
2,404.5 |
| S2 |
2,041.0 |
2,041.0 |
2,523.4 |
|
| S3 |
1,596.0 |
1,878.0 |
2,482.6 |
|
| S4 |
1,151.0 |
1,433.0 |
2,360.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,649.0 |
2,204.0 |
445.0 |
17.1% |
145.2 |
5.6% |
90% |
True |
False |
8,931 |
| 10 |
2,690.0 |
2,204.0 |
486.0 |
18.7% |
149.5 |
5.7% |
83% |
False |
False |
6,240 |
| 20 |
3,011.0 |
2,204.0 |
807.0 |
31.0% |
185.6 |
7.1% |
50% |
False |
False |
4,725 |
| 40 |
3,379.0 |
2,204.0 |
1,175.0 |
45.1% |
151.9 |
5.8% |
34% |
False |
False |
13,986 |
| 60 |
3,515.0 |
2,204.0 |
1,311.0 |
50.3% |
117.4 |
4.5% |
31% |
False |
False |
9,876 |
| 80 |
3,515.0 |
2,204.0 |
1,311.0 |
50.3% |
101.3 |
3.9% |
31% |
False |
False |
7,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,324.8 |
|
2.618 |
3,065.3 |
|
1.618 |
2,906.3 |
|
1.000 |
2,808.0 |
|
0.618 |
2,747.3 |
|
HIGH |
2,649.0 |
|
0.618 |
2,588.3 |
|
0.500 |
2,569.5 |
|
0.382 |
2,550.7 |
|
LOW |
2,490.0 |
|
0.618 |
2,391.7 |
|
1.000 |
2,331.0 |
|
1.618 |
2,232.7 |
|
2.618 |
2,073.7 |
|
4.250 |
1,814.3 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,593.2 |
2,584.8 |
| PP |
2,581.3 |
2,564.7 |
| S1 |
2,569.5 |
2,544.5 |
|