| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,515.00 |
1,599.75 |
84.75 |
5.6% |
1,735.00 |
| High |
1,605.75 |
1,600.25 |
-5.50 |
-0.3% |
1,752.00 |
| Low |
1,505.75 |
1,552.25 |
46.50 |
3.1% |
1,630.00 |
| Close |
1,594.25 |
1,578.75 |
-15.50 |
-1.0% |
1,674.75 |
| Range |
100.00 |
48.00 |
-52.00 |
-52.0% |
122.00 |
| ATR |
69.48 |
67.95 |
-1.53 |
-2.2% |
0.00 |
| Volume |
602,280 |
433,127 |
-169,153 |
-28.1% |
2,064,240 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,721.00 |
1,698.00 |
1,605.25 |
|
| R3 |
1,673.00 |
1,650.00 |
1,592.00 |
|
| R2 |
1,625.00 |
1,625.00 |
1,587.50 |
|
| R1 |
1,602.00 |
1,602.00 |
1,583.25 |
1,589.50 |
| PP |
1,577.00 |
1,577.00 |
1,577.00 |
1,571.00 |
| S1 |
1,554.00 |
1,554.00 |
1,574.25 |
1,541.50 |
| S2 |
1,529.00 |
1,529.00 |
1,570.00 |
|
| S3 |
1,481.00 |
1,506.00 |
1,565.50 |
|
| S4 |
1,433.00 |
1,458.00 |
1,552.25 |
|
|
| 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 |
14.0% |
89.25 |
5.7% |
38% |
False |
False |
421,877 |
| 10 |
1,801.50 |
1,494.00 |
307.50 |
19.5% |
82.00 |
5.2% |
28% |
False |
False |
521,297 |
| 20 |
1,865.50 |
1,494.00 |
371.50 |
23.5% |
69.75 |
4.4% |
23% |
False |
False |
364,558 |
| 40 |
1,985.25 |
1,494.00 |
491.25 |
31.1% |
55.00 |
3.5% |
17% |
False |
False |
182,508 |
| 60 |
1,985.25 |
1,494.00 |
491.25 |
31.1% |
52.50 |
3.3% |
17% |
False |
False |
121,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,804.25 |
|
2.618 |
1,726.00 |
|
1.618 |
1,678.00 |
|
1.000 |
1,648.25 |
|
0.618 |
1,630.00 |
|
HIGH |
1,600.25 |
|
0.618 |
1,582.00 |
|
0.500 |
1,576.25 |
|
0.382 |
1,570.50 |
|
LOW |
1,552.25 |
|
0.618 |
1,522.50 |
|
1.000 |
1,504.25 |
|
1.618 |
1,474.50 |
|
2.618 |
1,426.50 |
|
4.250 |
1,348.25 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,578.00 |
1,591.00 |
| PP |
1,577.00 |
1,587.00 |
| S1 |
1,576.25 |
1,582.75 |
|