| 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 |
4,965.0 |
4,918.5 |
-46.5 |
-0.9% |
4,215.0 |
| High |
5,077.0 |
5,136.0 |
59.0 |
1.2% |
5,136.0 |
| Low |
4,878.0 |
4,825.0 |
-53.0 |
-1.1% |
4,112.5 |
| Close |
4,934.5 |
5,099.0 |
164.5 |
3.3% |
5,099.0 |
| Range |
199.0 |
311.0 |
112.0 |
56.3% |
1,023.5 |
| ATR |
346.0 |
343.5 |
-2.5 |
-0.7% |
0.0 |
| Volume |
739 |
752 |
13 |
1.8% |
7,332 |
|
| Daily Pivots for day following 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,953.0 |
5,837.0 |
5,270.1 |
|
| R3 |
5,642.0 |
5,526.0 |
5,184.5 |
|
| R2 |
5,331.0 |
5,331.0 |
5,156.0 |
|
| R1 |
5,215.0 |
5,215.0 |
5,127.5 |
5,273.0 |
| PP |
5,020.0 |
5,020.0 |
5,020.0 |
5,049.0 |
| S1 |
4,904.0 |
4,904.0 |
5,070.5 |
4,962.0 |
| S2 |
4,709.0 |
4,709.0 |
5,042.0 |
|
| S3 |
4,398.0 |
4,593.0 |
5,013.5 |
|
| S4 |
4,087.0 |
4,282.0 |
4,928.0 |
|
|
| Weekly Pivots for week ending 31-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,853.0 |
7,499.5 |
5,661.9 |
|
| R3 |
6,829.5 |
6,476.0 |
5,380.5 |
|
| R2 |
5,806.0 |
5,806.0 |
5,286.6 |
|
| R1 |
5,452.5 |
5,452.5 |
5,192.8 |
5,629.3 |
| PP |
4,782.5 |
4,782.5 |
4,782.5 |
4,870.9 |
| S1 |
4,429.0 |
4,429.0 |
5,005.2 |
4,605.8 |
| S2 |
3,759.0 |
3,759.0 |
4,911.4 |
|
| S3 |
2,735.5 |
3,405.5 |
4,817.5 |
|
| S4 |
1,712.0 |
2,382.0 |
4,536.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,136.0 |
4,112.5 |
1,023.5 |
20.1% |
346.9 |
6.8% |
96% |
True |
False |
1,466 |
| 10 |
5,136.0 |
4,076.5 |
1,059.5 |
20.8% |
313.2 |
6.1% |
97% |
True |
False |
1,174 |
| 20 |
5,672.5 |
4,076.5 |
1,596.0 |
31.3% |
346.6 |
6.8% |
64% |
False |
False |
996 |
| 40 |
6,499.0 |
4,076.5 |
2,422.5 |
47.5% |
263.8 |
5.2% |
42% |
False |
False |
1,768 |
| 60 |
6,806.5 |
4,076.5 |
2,730.0 |
53.5% |
212.6 |
4.2% |
37% |
False |
False |
1,377 |
| 80 |
6,806.5 |
4,076.5 |
2,730.0 |
53.5% |
190.1 |
3.7% |
37% |
False |
False |
1,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,457.8 |
|
2.618 |
5,950.2 |
|
1.618 |
5,639.2 |
|
1.000 |
5,447.0 |
|
0.618 |
5,328.2 |
|
HIGH |
5,136.0 |
|
0.618 |
5,017.2 |
|
0.500 |
4,980.5 |
|
0.382 |
4,943.8 |
|
LOW |
4,825.0 |
|
0.618 |
4,632.8 |
|
1.000 |
4,514.0 |
|
1.618 |
4,321.8 |
|
2.618 |
4,010.8 |
|
4.250 |
3,503.3 |
|
|
| Fisher Pivots for day following 31-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,059.5 |
5,037.0 |
| PP |
5,020.0 |
4,975.0 |
| S1 |
4,980.5 |
4,913.0 |
|