| Trading Metrics calculated at close of trading on 30-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2008 |
30-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,292.29 |
1,333.27 |
40.98 |
3.2% |
1,329.68 |
| High |
1,343.84 |
1,344.21 |
0.37 |
0.0% |
1,352.76 |
| Low |
1,272.19 |
1,301.00 |
28.81 |
2.3% |
1,149.12 |
| Close |
1,302.12 |
1,333.94 |
31.82 |
2.4% |
1,202.27 |
| Range |
71.65 |
43.21 |
-28.44 |
-39.7% |
203.64 |
| ATR |
87.28 |
84.13 |
-3.15 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,456.01 |
1,438.19 |
1,357.71 |
|
| R3 |
1,412.80 |
1,394.98 |
1,345.82 |
|
| R2 |
1,369.59 |
1,369.59 |
1,341.86 |
|
| R1 |
1,351.77 |
1,351.77 |
1,337.90 |
1,360.68 |
| PP |
1,326.38 |
1,326.38 |
1,326.38 |
1,330.84 |
| S1 |
1,308.56 |
1,308.56 |
1,329.98 |
1,317.47 |
| S2 |
1,283.17 |
1,283.17 |
1,326.02 |
|
| S3 |
1,239.96 |
1,265.35 |
1,322.06 |
|
| S4 |
1,196.75 |
1,222.14 |
1,310.17 |
|
|
| Weekly Pivots for week ending 24-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,845.64 |
1,727.59 |
1,314.27 |
|
| R3 |
1,642.00 |
1,523.95 |
1,258.27 |
|
| R2 |
1,438.36 |
1,438.36 |
1,239.60 |
|
| R1 |
1,320.31 |
1,320.31 |
1,220.94 |
1,277.52 |
| PP |
1,234.72 |
1,234.72 |
1,234.72 |
1,213.32 |
| S1 |
1,116.67 |
1,116.67 |
1,183.60 |
1,073.88 |
| S2 |
1,031.08 |
1,031.08 |
1,164.94 |
|
| S3 |
827.44 |
913.03 |
1,146.27 |
|
| S4 |
623.80 |
709.39 |
1,090.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.21 |
1,149.12 |
195.09 |
14.6% |
75.50 |
5.7% |
95% |
True |
False |
|
| 10 |
1,367.89 |
1,149.12 |
218.77 |
16.4% |
76.10 |
5.7% |
84% |
False |
False |
|
| 20 |
1,551.58 |
1,149.12 |
402.46 |
30.2% |
91.57 |
6.9% |
46% |
False |
False |
|
| 40 |
1,796.82 |
1,149.12 |
647.70 |
48.6% |
75.05 |
5.6% |
29% |
False |
False |
|
| 60 |
1,973.56 |
1,149.12 |
824.44 |
61.8% |
61.72 |
4.6% |
22% |
False |
False |
|
| 80 |
1,973.56 |
1,149.12 |
824.44 |
61.8% |
56.60 |
4.2% |
22% |
False |
False |
|
| 100 |
1,993.12 |
1,149.12 |
844.00 |
63.3% |
53.45 |
4.0% |
22% |
False |
False |
|
| 120 |
2,055.82 |
1,149.12 |
906.70 |
68.0% |
50.37 |
3.8% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,527.85 |
|
2.618 |
1,457.33 |
|
1.618 |
1,414.12 |
|
1.000 |
1,387.42 |
|
0.618 |
1,370.91 |
|
HIGH |
1,344.21 |
|
0.618 |
1,327.70 |
|
0.500 |
1,322.61 |
|
0.382 |
1,317.51 |
|
LOW |
1,301.00 |
|
0.618 |
1,274.30 |
|
1.000 |
1,257.79 |
|
1.618 |
1,231.09 |
|
2.618 |
1,187.88 |
|
4.250 |
1,117.36 |
|
|
| Fisher Pivots for day following 30-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,330.16 |
1,309.09 |
| PP |
1,326.38 |
1,284.25 |
| S1 |
1,322.61 |
1,259.40 |
|