| Trading Metrics calculated at close of trading on 15-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2008 |
15-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,463.5 |
4,398.0 |
-65.5 |
-1.5% |
4,770.0 |
| High |
4,555.0 |
4,398.0 |
-157.0 |
-3.4% |
4,815.0 |
| Low |
4,258.5 |
3,905.0 |
-353.5 |
-8.3% |
3,842.5 |
| Close |
4,399.5 |
4,098.0 |
-301.5 |
-6.9% |
3,942.0 |
| Range |
296.5 |
493.0 |
196.5 |
66.3% |
972.5 |
| ATR |
307.0 |
320.4 |
13.4 |
4.4% |
0.0 |
| Volume |
255,086 |
237,961 |
-17,125 |
-6.7% |
1,069,605 |
|
| Daily Pivots for day following 15-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,612.5 |
5,348.5 |
4,369.0 |
|
| R3 |
5,119.5 |
4,855.5 |
4,233.5 |
|
| R2 |
4,626.5 |
4,626.5 |
4,188.5 |
|
| R1 |
4,362.5 |
4,362.5 |
4,143.0 |
4,248.0 |
| PP |
4,133.5 |
4,133.5 |
4,133.5 |
4,076.5 |
| S1 |
3,869.5 |
3,869.5 |
4,053.0 |
3,755.0 |
| S2 |
3,640.5 |
3,640.5 |
4,007.5 |
|
| S3 |
3,147.5 |
3,376.5 |
3,962.5 |
|
| S4 |
2,654.5 |
2,883.5 |
3,827.0 |
|
|
| Weekly Pivots for week ending 10-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,117.5 |
6,502.0 |
4,477.0 |
|
| R3 |
6,145.0 |
5,529.5 |
4,209.5 |
|
| R2 |
5,172.5 |
5,172.5 |
4,120.5 |
|
| R1 |
4,557.0 |
4,557.0 |
4,031.0 |
4,378.5 |
| PP |
4,200.0 |
4,200.0 |
4,200.0 |
4,110.5 |
| S1 |
3,584.5 |
3,584.5 |
3,853.0 |
3,406.0 |
| S2 |
3,227.5 |
3,227.5 |
3,763.5 |
|
| S3 |
2,255.0 |
2,612.0 |
3,674.5 |
|
| S4 |
1,282.5 |
1,639.5 |
3,407.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,555.0 |
3,842.5 |
712.5 |
17.4% |
392.5 |
9.6% |
36% |
False |
False |
272,171 |
| 10 |
5,087.0 |
3,842.5 |
1,244.5 |
30.4% |
351.5 |
8.6% |
21% |
False |
False |
231,864 |
| 20 |
5,448.0 |
3,842.5 |
1,605.5 |
39.2% |
292.0 |
7.1% |
16% |
False |
False |
212,624 |
| 40 |
5,690.0 |
3,842.5 |
1,847.5 |
45.1% |
207.0 |
5.0% |
14% |
False |
False |
117,855 |
| 60 |
5,690.0 |
3,842.5 |
1,847.5 |
45.1% |
163.0 |
4.0% |
14% |
False |
False |
78,672 |
| 80 |
5,729.5 |
3,842.5 |
1,887.0 |
46.0% |
142.0 |
3.5% |
14% |
False |
False |
59,053 |
| 100 |
6,146.0 |
3,842.5 |
2,303.5 |
56.2% |
119.0 |
2.9% |
11% |
False |
False |
47,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,493.0 |
|
2.618 |
5,688.5 |
|
1.618 |
5,195.5 |
|
1.000 |
4,891.0 |
|
0.618 |
4,702.5 |
|
HIGH |
4,398.0 |
|
0.618 |
4,209.5 |
|
0.500 |
4,151.5 |
|
0.382 |
4,093.5 |
|
LOW |
3,905.0 |
|
0.618 |
3,600.5 |
|
1.000 |
3,412.0 |
|
1.618 |
3,107.5 |
|
2.618 |
2,614.5 |
|
4.250 |
1,810.0 |
|
|
| Fisher Pivots for day following 15-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,151.5 |
4,230.0 |
| PP |
4,133.5 |
4,186.0 |
| S1 |
4,116.0 |
4,142.0 |
|