| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,674.50 |
1,680.75 |
6.25 |
0.4% |
1,735.00 |
| High |
1,684.50 |
1,688.00 |
3.50 |
0.2% |
1,752.00 |
| Low |
1,630.00 |
1,494.00 |
-136.00 |
-8.3% |
1,630.00 |
| Close |
1,674.75 |
1,512.00 |
-162.75 |
-9.7% |
1,674.75 |
| Range |
54.50 |
194.00 |
139.50 |
256.0% |
122.00 |
| ATR |
57.37 |
67.13 |
9.76 |
17.0% |
0.00 |
| Volume |
356,372 |
363,341 |
6,969 |
2.0% |
2,064,240 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.75 |
2,023.25 |
1,618.75 |
|
| R3 |
1,952.75 |
1,829.25 |
1,565.25 |
|
| R2 |
1,758.75 |
1,758.75 |
1,547.50 |
|
| R1 |
1,635.25 |
1,635.25 |
1,529.75 |
1,600.00 |
| PP |
1,564.75 |
1,564.75 |
1,564.75 |
1,547.00 |
| S1 |
1,441.25 |
1,441.25 |
1,494.25 |
1,406.00 |
| S2 |
1,370.75 |
1,370.75 |
1,476.50 |
|
| S3 |
1,176.75 |
1,247.25 |
1,458.75 |
|
| S4 |
982.75 |
1,053.25 |
1,405.25 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,051.50 |
1,985.25 |
1,741.75 |
|
| R3 |
1,929.50 |
1,863.25 |
1,708.25 |
|
| R2 |
1,807.50 |
1,807.50 |
1,697.00 |
|
| R1 |
1,741.25 |
1,741.25 |
1,686.00 |
1,713.50 |
| PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,671.75 |
| S1 |
1,619.25 |
1,619.25 |
1,663.50 |
1,591.50 |
| S2 |
1,563.50 |
1,563.50 |
1,652.50 |
|
| S3 |
1,441.50 |
1,497.25 |
1,641.25 |
|
| S4 |
1,319.50 |
1,375.25 |
1,607.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,714.25 |
1,494.00 |
220.25 |
14.6% |
77.00 |
5.1% |
8% |
False |
True |
378,176 |
| 10 |
1,801.50 |
1,494.00 |
307.50 |
20.3% |
83.75 |
5.5% |
6% |
False |
True |
544,165 |
| 20 |
1,922.50 |
1,494.00 |
428.50 |
28.3% |
68.00 |
4.5% |
4% |
False |
True |
312,844 |
| 40 |
1,985.25 |
1,494.00 |
491.25 |
32.5% |
53.50 |
3.5% |
4% |
False |
True |
156,645 |
| 60 |
1,985.25 |
1,494.00 |
491.25 |
32.5% |
50.75 |
3.4% |
4% |
False |
True |
104,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,512.50 |
|
2.618 |
2,196.00 |
|
1.618 |
2,002.00 |
|
1.000 |
1,882.00 |
|
0.618 |
1,808.00 |
|
HIGH |
1,688.00 |
|
0.618 |
1,614.00 |
|
0.500 |
1,591.00 |
|
0.382 |
1,568.00 |
|
LOW |
1,494.00 |
|
0.618 |
1,374.00 |
|
1.000 |
1,300.00 |
|
1.618 |
1,180.00 |
|
2.618 |
986.00 |
|
4.250 |
669.50 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,591.00 |
1,604.00 |
| PP |
1,564.75 |
1,573.50 |
| S1 |
1,538.25 |
1,542.75 |
|