| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,478.00 |
1,409.00 |
-69.00 |
-4.7% |
1,680.75 |
| High |
1,480.00 |
1,440.00 |
-40.00 |
-2.7% |
1,688.00 |
| Low |
1,343.75 |
1,332.25 |
-11.50 |
-0.9% |
1,474.75 |
| Close |
1,406.50 |
1,336.50 |
-70.00 |
-5.0% |
1,477.50 |
| Range |
136.25 |
107.75 |
-28.50 |
-20.9% |
213.25 |
| ATR |
75.76 |
78.04 |
2.29 |
3.0% |
0.00 |
| Volume |
501,704 |
665,348 |
163,644 |
32.6% |
2,134,785 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,692.75 |
1,622.50 |
1,395.75 |
|
| R3 |
1,585.00 |
1,514.75 |
1,366.25 |
|
| R2 |
1,477.25 |
1,477.25 |
1,356.25 |
|
| R1 |
1,407.00 |
1,407.00 |
1,346.50 |
1,388.25 |
| PP |
1,369.50 |
1,369.50 |
1,369.50 |
1,360.25 |
| S1 |
1,299.25 |
1,299.25 |
1,326.50 |
1,280.50 |
| S2 |
1,261.75 |
1,261.75 |
1,316.75 |
|
| S3 |
1,154.00 |
1,191.50 |
1,306.75 |
|
| S4 |
1,046.25 |
1,083.75 |
1,277.25 |
|
|
| 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 |
1,600.25 |
1,332.25 |
268.00 |
20.1% |
94.75 |
7.1% |
2% |
False |
True |
467,243 |
| 10 |
1,714.25 |
1,332.25 |
382.00 |
28.6% |
90.50 |
6.8% |
1% |
False |
True |
443,555 |
| 20 |
1,801.50 |
1,332.25 |
469.25 |
35.1% |
80.25 |
6.0% |
1% |
False |
True |
459,400 |
| 40 |
1,985.25 |
1,332.25 |
653.00 |
48.9% |
60.75 |
4.5% |
1% |
False |
True |
230,037 |
| 60 |
1,985.25 |
1,332.25 |
653.00 |
48.9% |
55.75 |
4.2% |
1% |
False |
True |
153,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,898.00 |
|
2.618 |
1,722.00 |
|
1.618 |
1,614.25 |
|
1.000 |
1,547.75 |
|
0.618 |
1,506.50 |
|
HIGH |
1,440.00 |
|
0.618 |
1,398.75 |
|
0.500 |
1,386.00 |
|
0.382 |
1,373.50 |
|
LOW |
1,332.25 |
|
0.618 |
1,265.75 |
|
1.000 |
1,224.50 |
|
1.618 |
1,158.00 |
|
2.618 |
1,050.25 |
|
4.250 |
874.25 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,386.00 |
1,447.00 |
| PP |
1,369.50 |
1,410.25 |
| S1 |
1,353.00 |
1,373.25 |
|