| Trading Metrics calculated at close of trading on 22-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2008 |
22-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,329.68 |
1,272.87 |
-56.81 |
-4.3% |
1,338.60 |
| High |
1,351.61 |
1,284.85 |
-66.76 |
-4.9% |
1,470.99 |
| Low |
1,281.73 |
1,209.84 |
-71.89 |
-5.6% |
1,192.25 |
| Close |
1,283.43 |
1,237.09 |
-46.34 |
-3.6% |
1,311.72 |
| Range |
69.88 |
75.01 |
5.13 |
7.3% |
278.74 |
| ATR |
88.20 |
87.26 |
-0.94 |
-1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,468.96 |
1,428.03 |
1,278.35 |
|
| R3 |
1,393.95 |
1,353.02 |
1,257.72 |
|
| R2 |
1,318.94 |
1,318.94 |
1,250.84 |
|
| R1 |
1,278.01 |
1,278.01 |
1,243.97 |
1,260.97 |
| PP |
1,243.93 |
1,243.93 |
1,243.93 |
1,235.41 |
| S1 |
1,203.00 |
1,203.00 |
1,230.21 |
1,185.96 |
| S2 |
1,168.92 |
1,168.92 |
1,223.34 |
|
| S3 |
1,093.91 |
1,127.99 |
1,216.46 |
|
| S4 |
1,018.90 |
1,052.98 |
1,195.83 |
|
|
| 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 |
1,367.89 |
1,192.25 |
175.64 |
14.2% |
83.47 |
6.7% |
26% |
False |
False |
|
| 10 |
1,470.99 |
1,192.25 |
278.74 |
22.5% |
98.99 |
8.0% |
16% |
False |
False |
|
| 20 |
1,708.44 |
1,192.25 |
516.19 |
41.7% |
88.17 |
7.1% |
9% |
False |
False |
|
| 40 |
1,921.19 |
1,192.25 |
728.94 |
58.9% |
69.32 |
5.6% |
6% |
False |
False |
|
| 60 |
1,973.56 |
1,192.25 |
781.31 |
63.2% |
57.99 |
4.7% |
6% |
False |
False |
|
| 80 |
1,973.56 |
1,192.25 |
781.31 |
63.2% |
54.38 |
4.4% |
6% |
False |
False |
|
| 100 |
2,055.82 |
1,192.25 |
863.57 |
69.8% |
51.40 |
4.2% |
5% |
False |
False |
|
| 120 |
2,055.82 |
1,192.25 |
863.57 |
69.8% |
48.21 |
3.9% |
5% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,603.64 |
|
2.618 |
1,481.23 |
|
1.618 |
1,406.22 |
|
1.000 |
1,359.86 |
|
0.618 |
1,331.21 |
|
HIGH |
1,284.85 |
|
0.618 |
1,256.20 |
|
0.500 |
1,247.35 |
|
0.382 |
1,238.49 |
|
LOW |
1,209.84 |
|
0.618 |
1,163.48 |
|
1.000 |
1,134.83 |
|
1.618 |
1,088.47 |
|
2.618 |
1,013.46 |
|
4.250 |
891.05 |
|
|
| Fisher Pivots for day following 22-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.35 |
1,281.30 |
| PP |
1,243.93 |
1,266.56 |
| S1 |
1,240.51 |
1,251.83 |
|