| Trading Metrics calculated at close of trading on 16-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2008 |
16-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,351.38 |
1,256.21 |
-95.17 |
-7.0% |
1,431.01 |
| High |
1,356.15 |
1,312.97 |
-43.18 |
-3.2% |
1,440.19 |
| Low |
1,244.23 |
1,192.25 |
-51.98 |
-4.2% |
1,196.11 |
| Close |
1,244.23 |
1,312.97 |
68.74 |
5.5% |
1,269.80 |
| Range |
111.92 |
120.72 |
8.80 |
7.9% |
244.08 |
| ATR |
89.56 |
91.78 |
2.23 |
2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,634.89 |
1,594.65 |
1,379.37 |
|
| R3 |
1,514.17 |
1,473.93 |
1,346.17 |
|
| R2 |
1,393.45 |
1,393.45 |
1,335.10 |
|
| R1 |
1,353.21 |
1,353.21 |
1,324.04 |
1,373.33 |
| PP |
1,272.73 |
1,272.73 |
1,272.73 |
1,282.79 |
| S1 |
1,232.49 |
1,232.49 |
1,301.90 |
1,252.61 |
| S2 |
1,152.01 |
1,152.01 |
1,290.84 |
|
| S3 |
1,031.29 |
1,111.77 |
1,279.77 |
|
| S4 |
910.57 |
991.05 |
1,246.57 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,034.27 |
1,896.12 |
1,404.04 |
|
| R3 |
1,790.19 |
1,652.04 |
1,336.92 |
|
| R2 |
1,546.11 |
1,546.11 |
1,314.55 |
|
| R1 |
1,407.96 |
1,407.96 |
1,292.17 |
1,355.00 |
| PP |
1,302.03 |
1,302.03 |
1,302.03 |
1,275.55 |
| S1 |
1,163.88 |
1,163.88 |
1,247.43 |
1,110.92 |
| S2 |
1,057.95 |
1,057.95 |
1,225.05 |
|
| S3 |
813.87 |
919.80 |
1,202.68 |
|
| S4 |
569.79 |
675.72 |
1,135.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,470.99 |
1,192.25 |
278.74 |
21.2% |
117.01 |
8.9% |
43% |
False |
True |
|
| 10 |
1,551.58 |
1,192.25 |
359.33 |
27.4% |
107.04 |
8.2% |
34% |
False |
True |
|
| 20 |
1,773.83 |
1,192.25 |
581.58 |
44.3% |
84.03 |
6.4% |
21% |
False |
True |
|
| 40 |
1,937.76 |
1,192.25 |
745.51 |
56.8% |
64.63 |
4.9% |
16% |
False |
True |
|
| 60 |
1,973.56 |
1,192.25 |
781.31 |
59.5% |
55.66 |
4.2% |
15% |
False |
True |
|
| 80 |
1,973.56 |
1,192.25 |
781.31 |
59.5% |
52.52 |
4.0% |
15% |
False |
True |
|
| 100 |
2,055.82 |
1,192.25 |
863.57 |
65.8% |
49.53 |
3.8% |
14% |
False |
True |
|
| 120 |
2,055.82 |
1,192.25 |
863.57 |
65.8% |
47.06 |
3.6% |
14% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,826.03 |
|
2.618 |
1,629.01 |
|
1.618 |
1,508.29 |
|
1.000 |
1,433.69 |
|
0.618 |
1,387.57 |
|
HIGH |
1,312.97 |
|
0.618 |
1,266.85 |
|
0.500 |
1,252.61 |
|
0.382 |
1,238.37 |
|
LOW |
1,192.25 |
|
0.618 |
1,117.65 |
|
1.000 |
1,071.53 |
|
1.618 |
996.93 |
|
2.618 |
876.21 |
|
4.250 |
679.19 |
|
|
| Fisher Pivots for day following 16-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,292.85 |
1,331.62 |
| PP |
1,272.73 |
1,325.40 |
| S1 |
1,252.61 |
1,319.19 |
|