| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,510.00 |
1,478.00 |
-32.00 |
-2.1% |
1,680.75 |
| High |
1,561.75 |
1,480.00 |
-81.75 |
-5.2% |
1,688.00 |
| Low |
1,474.75 |
1,343.75 |
-131.00 |
-8.9% |
1,474.75 |
| Close |
1,477.50 |
1,406.50 |
-71.00 |
-4.8% |
1,477.50 |
| Range |
87.00 |
136.25 |
49.25 |
56.6% |
213.25 |
| ATR |
71.10 |
75.76 |
4.65 |
6.5% |
0.00 |
| Volume |
375,716 |
501,704 |
125,988 |
33.5% |
2,134,785 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,818.75 |
1,749.00 |
1,481.50 |
|
| R3 |
1,682.50 |
1,612.75 |
1,444.00 |
|
| R2 |
1,546.25 |
1,546.25 |
1,431.50 |
|
| R1 |
1,476.50 |
1,476.50 |
1,419.00 |
1,443.25 |
| PP |
1,410.00 |
1,410.00 |
1,410.00 |
1,393.50 |
| S1 |
1,340.25 |
1,340.25 |
1,394.00 |
1,307.00 |
| S2 |
1,273.75 |
1,273.75 |
1,381.50 |
|
| S3 |
1,137.50 |
1,204.00 |
1,369.00 |
|
| S4 |
1,001.25 |
1,067.75 |
1,331.50 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.50 |
2,045.25 |
1,594.75 |
|
| R3 |
1,973.25 |
1,832.00 |
1,536.25 |
|
| R2 |
1,760.00 |
1,760.00 |
1,516.50 |
|
| R1 |
1,618.75 |
1,618.75 |
1,497.00 |
1,582.75 |
| PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,528.75 |
| S1 |
1,405.50 |
1,405.50 |
1,458.00 |
1,369.50 |
| S2 |
1,333.50 |
1,333.50 |
1,438.50 |
|
| S3 |
1,120.25 |
1,192.25 |
1,418.75 |
|
| S4 |
907.00 |
979.00 |
1,360.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,605.75 |
1,343.75 |
262.00 |
18.6% |
93.25 |
6.6% |
24% |
False |
True |
454,629 |
| 10 |
1,714.25 |
1,343.75 |
370.50 |
26.3% |
85.00 |
6.0% |
17% |
False |
True |
416,403 |
| 20 |
1,821.75 |
1,343.75 |
478.00 |
34.0% |
78.75 |
5.6% |
13% |
False |
True |
426,215 |
| 40 |
1,985.25 |
1,343.75 |
641.50 |
45.6% |
59.25 |
4.2% |
10% |
False |
True |
213,411 |
| 60 |
1,985.25 |
1,343.75 |
641.50 |
45.6% |
55.00 |
3.9% |
10% |
False |
True |
142,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,059.00 |
|
2.618 |
1,836.75 |
|
1.618 |
1,700.50 |
|
1.000 |
1,616.25 |
|
0.618 |
1,564.25 |
|
HIGH |
1,480.00 |
|
0.618 |
1,428.00 |
|
0.500 |
1,412.00 |
|
0.382 |
1,395.75 |
|
LOW |
1,343.75 |
|
0.618 |
1,259.50 |
|
1.000 |
1,207.50 |
|
1.618 |
1,123.25 |
|
2.618 |
987.00 |
|
4.250 |
764.75 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,412.00 |
1,467.25 |
| PP |
1,410.00 |
1,447.00 |
| S1 |
1,408.25 |
1,426.75 |
|