| Trading Metrics calculated at close of trading on 20-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2008 |
20-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,291.58 |
1,329.68 |
38.10 |
2.9% |
1,338.60 |
| High |
1,367.89 |
1,352.76 |
-15.13 |
-1.1% |
1,470.99 |
| Low |
1,278.95 |
1,289.97 |
11.02 |
0.9% |
1,192.25 |
| Close |
1,311.72 |
1,352.76 |
41.04 |
3.1% |
1,311.72 |
| Range |
88.94 |
62.79 |
-26.15 |
-29.4% |
278.74 |
| ATR |
91.58 |
89.52 |
-2.06 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,520.20 |
1,499.27 |
1,387.29 |
|
| R3 |
1,457.41 |
1,436.48 |
1,370.03 |
|
| R2 |
1,394.62 |
1,394.62 |
1,364.27 |
|
| R1 |
1,373.69 |
1,373.69 |
1,358.52 |
1,384.16 |
| PP |
1,331.83 |
1,331.83 |
1,331.83 |
1,337.06 |
| S1 |
1,310.90 |
1,310.90 |
1,347.00 |
1,321.37 |
| S2 |
1,269.04 |
1,269.04 |
1,341.25 |
|
| S3 |
1,206.25 |
1,248.11 |
1,335.49 |
|
| S4 |
1,143.46 |
1,185.32 |
1,318.23 |
|
|
| Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.21 |
2,015.20 |
1,465.03 |
|
| R3 |
1,882.47 |
1,736.46 |
1,388.37 |
|
| R2 |
1,603.73 |
1,603.73 |
1,362.82 |
|
| R1 |
1,457.72 |
1,457.72 |
1,337.27 |
1,391.36 |
| PP |
1,324.99 |
1,324.99 |
1,324.99 |
1,291.80 |
| S1 |
1,178.98 |
1,178.98 |
1,286.17 |
1,112.62 |
| S2 |
1,046.25 |
1,046.25 |
1,260.62 |
|
| S3 |
767.51 |
900.24 |
1,235.07 |
|
| S4 |
488.77 |
621.50 |
1,158.41 |
|
|
| 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 |
20.6% |
100.94 |
7.5% |
58% |
False |
False |
|
| 10 |
1,470.99 |
1,192.25 |
278.74 |
20.6% |
103.85 |
7.7% |
58% |
False |
False |
|
| 20 |
1,708.44 |
1,192.25 |
516.19 |
38.2% |
84.94 |
6.3% |
31% |
False |
False |
|
| 40 |
1,921.19 |
1,192.25 |
728.94 |
53.9% |
67.18 |
5.0% |
22% |
False |
False |
|
| 60 |
1,973.56 |
1,192.25 |
781.31 |
57.8% |
57.09 |
4.2% |
21% |
False |
False |
|
| 80 |
1,973.56 |
1,192.25 |
781.31 |
57.8% |
53.36 |
3.9% |
21% |
False |
False |
|
| 100 |
2,055.82 |
1,192.25 |
863.57 |
63.8% |
50.53 |
3.7% |
19% |
False |
False |
|
| 120 |
2,055.82 |
1,192.25 |
863.57 |
63.8% |
47.75 |
3.5% |
19% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,619.62 |
|
2.618 |
1,517.14 |
|
1.618 |
1,454.35 |
|
1.000 |
1,415.55 |
|
0.618 |
1,391.56 |
|
HIGH |
1,352.76 |
|
0.618 |
1,328.77 |
|
0.500 |
1,321.37 |
|
0.382 |
1,313.96 |
|
LOW |
1,289.97 |
|
0.618 |
1,251.17 |
|
1.000 |
1,227.18 |
|
1.618 |
1,188.38 |
|
2.618 |
1,125.59 |
|
4.250 |
1,023.11 |
|
|
| Fisher Pivots for day following 20-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,342.30 |
1,328.53 |
| PP |
1,331.83 |
1,304.30 |
| S1 |
1,321.37 |
1,280.07 |
|