| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
10,880 |
10,559 |
-321 |
-3.0% |
11,181 |
| High |
10,940 |
10,827 |
-113 |
-1.0% |
11,199 |
| Low |
10,468 |
10,331 |
-137 |
-1.3% |
10,331 |
| Close |
10,557 |
10,364 |
-193 |
-1.8% |
10,364 |
| Range |
472 |
496 |
24 |
5.1% |
868 |
| ATR |
377 |
386 |
8 |
2.2% |
0 |
| Volume |
208,618 |
216,407 |
7,789 |
3.7% |
1,168,988 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,995 |
11,676 |
10,637 |
|
| R3 |
11,499 |
11,180 |
10,501 |
|
| R2 |
11,003 |
11,003 |
10,455 |
|
| R1 |
10,684 |
10,684 |
10,410 |
10,596 |
| PP |
10,507 |
10,507 |
10,507 |
10,463 |
| S1 |
10,188 |
10,188 |
10,319 |
10,100 |
| S2 |
10,011 |
10,011 |
10,273 |
|
| S3 |
9,515 |
9,692 |
10,228 |
|
| S4 |
9,019 |
9,196 |
10,091 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,235 |
12,668 |
10,842 |
|
| R3 |
12,367 |
11,800 |
10,603 |
|
| R2 |
11,499 |
11,499 |
10,523 |
|
| R1 |
10,932 |
10,932 |
10,444 |
10,782 |
| PP |
10,631 |
10,631 |
10,631 |
10,556 |
| S1 |
10,064 |
10,064 |
10,285 |
9,914 |
| S2 |
9,763 |
9,763 |
10,205 |
|
| S3 |
8,895 |
9,196 |
10,125 |
|
| S4 |
8,027 |
8,328 |
9,887 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,199 |
10,331 |
868 |
8.4% |
495 |
4.8% |
4% |
False |
True |
233,797 |
| 10 |
11,392 |
10,331 |
1,061 |
10.2% |
418 |
4.0% |
3% |
False |
True |
234,474 |
| 20 |
11,611 |
10,331 |
1,280 |
12.4% |
399 |
3.8% |
3% |
False |
True |
219,547 |
| 40 |
11,848 |
10,331 |
1,517 |
14.6% |
312 |
3.0% |
2% |
False |
True |
110,099 |
| 60 |
11,848 |
10,331 |
1,517 |
14.6% |
286 |
2.8% |
2% |
False |
True |
73,517 |
| 80 |
12,330 |
10,331 |
1,999 |
19.3% |
262 |
2.5% |
2% |
False |
True |
55,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,935 |
|
2.618 |
12,126 |
|
1.618 |
11,630 |
|
1.000 |
11,323 |
|
0.618 |
11,134 |
|
HIGH |
10,827 |
|
0.618 |
10,638 |
|
0.500 |
10,579 |
|
0.382 |
10,521 |
|
LOW |
10,331 |
|
0.618 |
10,025 |
|
1.000 |
9,835 |
|
1.618 |
9,529 |
|
2.618 |
9,033 |
|
4.250 |
8,223 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
10,579 |
10,636 |
| PP |
10,507 |
10,545 |
| S1 |
10,436 |
10,455 |
|