| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,687.0 |
4,457.0 |
-230.0 |
-4.9% |
5,064.5 |
| High |
4,773.0 |
4,700.0 |
-73.0 |
-1.5% |
5,100.0 |
| Low |
4,480.0 |
4,246.5 |
-233.5 |
-5.2% |
4,562.0 |
| Close |
4,633.5 |
4,386.0 |
-247.5 |
-5.3% |
5,005.0 |
| Range |
293.0 |
453.5 |
160.5 |
54.8% |
538.0 |
| ATR |
244.5 |
259.4 |
14.9 |
6.1% |
0.0 |
| Volume |
217,112 |
267,174 |
50,062 |
23.1% |
898,914 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,804.5 |
5,549.0 |
4,635.5 |
|
| R3 |
5,351.0 |
5,095.5 |
4,510.5 |
|
| R2 |
4,897.5 |
4,897.5 |
4,469.0 |
|
| R1 |
4,642.0 |
4,642.0 |
4,427.5 |
4,543.0 |
| PP |
4,444.0 |
4,444.0 |
4,444.0 |
4,395.0 |
| S1 |
4,188.5 |
4,188.5 |
4,344.5 |
4,089.5 |
| S2 |
3,990.5 |
3,990.5 |
4,303.0 |
|
| S3 |
3,537.0 |
3,735.0 |
4,261.5 |
|
| S4 |
3,083.5 |
3,281.5 |
4,136.5 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,503.0 |
6,292.0 |
5,301.0 |
|
| R3 |
5,965.0 |
5,754.0 |
5,153.0 |
|
| R2 |
5,427.0 |
5,427.0 |
5,103.5 |
|
| R1 |
5,216.0 |
5,216.0 |
5,054.5 |
5,052.5 |
| PP |
4,889.0 |
4,889.0 |
4,889.0 |
4,807.0 |
| S1 |
4,678.0 |
4,678.0 |
4,955.5 |
4,514.5 |
| S2 |
4,351.0 |
4,351.0 |
4,906.5 |
|
| S3 |
3,813.0 |
4,140.0 |
4,857.0 |
|
| S4 |
3,275.0 |
3,602.0 |
4,709.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,087.0 |
4,246.5 |
840.5 |
19.2% |
311.0 |
7.1% |
17% |
False |
True |
191,558 |
| 10 |
5,284.5 |
4,246.5 |
1,038.0 |
23.7% |
292.0 |
6.7% |
13% |
False |
True |
179,785 |
| 20 |
5,460.0 |
4,246.5 |
1,213.5 |
27.7% |
237.0 |
5.4% |
11% |
False |
True |
167,304 |
| 40 |
5,690.0 |
4,246.5 |
1,443.5 |
32.9% |
169.0 |
3.9% |
10% |
False |
True |
83,868 |
| 60 |
5,690.0 |
4,246.5 |
1,443.5 |
32.9% |
138.0 |
3.1% |
10% |
False |
True |
55,995 |
| 80 |
5,857.5 |
4,246.5 |
1,611.0 |
36.7% |
120.0 |
2.7% |
9% |
False |
True |
42,044 |
| 100 |
6,299.5 |
4,246.5 |
2,053.0 |
46.8% |
100.0 |
2.3% |
7% |
False |
True |
33,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,627.5 |
|
2.618 |
5,887.5 |
|
1.618 |
5,434.0 |
|
1.000 |
5,153.5 |
|
0.618 |
4,980.5 |
|
HIGH |
4,700.0 |
|
0.618 |
4,527.0 |
|
0.500 |
4,473.0 |
|
0.382 |
4,419.5 |
|
LOW |
4,246.5 |
|
0.618 |
3,966.0 |
|
1.000 |
3,793.0 |
|
1.618 |
3,512.5 |
|
2.618 |
3,059.0 |
|
4.250 |
2,319.0 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,473.0 |
4,531.0 |
| PP |
4,444.0 |
4,482.5 |
| S1 |
4,415.0 |
4,434.0 |
|