| Trading Metrics calculated at close of trading on 14-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2008 |
14-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,836.0 |
5,419.5 |
583.5 |
12.1% |
5,672.5 |
| High |
5,301.5 |
5,458.0 |
156.5 |
3.0% |
5,672.5 |
| Low |
4,825.0 |
5,150.0 |
325.0 |
6.7% |
4,450.0 |
| Close |
5,115.5 |
5,278.5 |
163.0 |
3.2% |
4,535.0 |
| Range |
476.5 |
308.0 |
-168.5 |
-35.4% |
1,222.5 |
| ATR |
314.9 |
316.9 |
2.0 |
0.6% |
0.0 |
| Volume |
541 |
824 |
283 |
52.3% |
4,695 |
|
| Daily Pivots for day following 14-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,219.5 |
6,057.0 |
5,447.9 |
|
| R3 |
5,911.5 |
5,749.0 |
5,363.2 |
|
| R2 |
5,603.5 |
5,603.5 |
5,335.0 |
|
| R1 |
5,441.0 |
5,441.0 |
5,306.7 |
5,368.3 |
| PP |
5,295.5 |
5,295.5 |
5,295.5 |
5,259.1 |
| S1 |
5,133.0 |
5,133.0 |
5,250.3 |
5,060.3 |
| S2 |
4,987.5 |
4,987.5 |
5,222.0 |
|
| S3 |
4,679.5 |
4,825.0 |
5,193.8 |
|
| S4 |
4,371.5 |
4,517.0 |
5,109.1 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,553.3 |
7,766.7 |
5,207.4 |
|
| R3 |
7,330.8 |
6,544.2 |
4,871.2 |
|
| R2 |
6,108.3 |
6,108.3 |
4,759.1 |
|
| R1 |
5,321.7 |
5,321.7 |
4,647.1 |
5,103.8 |
| PP |
4,885.8 |
4,885.8 |
4,885.8 |
4,776.9 |
| S1 |
4,099.2 |
4,099.2 |
4,422.9 |
3,881.3 |
| S2 |
3,663.3 |
3,663.3 |
4,310.9 |
|
| S3 |
2,440.8 |
2,876.7 |
4,198.8 |
|
| S4 |
1,218.3 |
1,654.2 |
3,862.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,458.0 |
4,450.0 |
1,008.0 |
19.1% |
406.3 |
7.7% |
82% |
True |
False |
825 |
| 10 |
5,989.0 |
4,450.0 |
1,539.0 |
29.2% |
324.4 |
6.1% |
54% |
False |
False |
780 |
| 20 |
6,353.5 |
4,450.0 |
1,903.5 |
36.1% |
267.2 |
5.1% |
44% |
False |
False |
1,674 |
| 40 |
6,706.5 |
4,450.0 |
2,256.5 |
42.7% |
196.5 |
3.7% |
37% |
False |
False |
1,690 |
| 60 |
6,806.5 |
4,450.0 |
2,356.5 |
44.6% |
165.4 |
3.1% |
35% |
False |
False |
1,214 |
| 80 |
6,856.0 |
4,450.0 |
2,406.0 |
45.6% |
156.3 |
3.0% |
34% |
False |
False |
999 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,767.0 |
|
2.618 |
6,264.3 |
|
1.618 |
5,956.3 |
|
1.000 |
5,766.0 |
|
0.618 |
5,648.3 |
|
HIGH |
5,458.0 |
|
0.618 |
5,340.3 |
|
0.500 |
5,304.0 |
|
0.382 |
5,267.7 |
|
LOW |
5,150.0 |
|
0.618 |
4,959.7 |
|
1.000 |
4,842.0 |
|
1.618 |
4,651.7 |
|
2.618 |
4,343.7 |
|
4.250 |
3,841.0 |
|
|
| Fisher Pivots for day following 14-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,304.0 |
5,170.3 |
| PP |
5,295.5 |
5,062.2 |
| S1 |
5,287.0 |
4,954.0 |
|