| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
1,342.00 |
1,329.00 |
-13.00 |
-1.0% |
1,680.75 |
| High |
1,393.25 |
1,373.00 |
-20.25 |
-1.5% |
1,688.00 |
| Low |
1,280.75 |
1,262.50 |
-18.25 |
-1.4% |
1,474.75 |
| Close |
1,320.00 |
1,272.00 |
-48.00 |
-3.6% |
1,477.50 |
| Range |
112.50 |
110.50 |
-2.00 |
-1.8% |
213.25 |
| ATR |
80.50 |
82.65 |
2.14 |
2.7% |
0.00 |
| Volume |
586,337 |
720,811 |
134,474 |
22.9% |
2,134,785 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,634.00 |
1,563.50 |
1,332.75 |
|
| R3 |
1,523.50 |
1,453.00 |
1,302.50 |
|
| R2 |
1,413.00 |
1,413.00 |
1,292.25 |
|
| R1 |
1,342.50 |
1,342.50 |
1,282.25 |
1,322.50 |
| PP |
1,302.50 |
1,302.50 |
1,302.50 |
1,292.50 |
| S1 |
1,232.00 |
1,232.00 |
1,261.75 |
1,212.00 |
| S2 |
1,192.00 |
1,192.00 |
1,251.75 |
|
| S3 |
1,081.50 |
1,121.50 |
1,241.50 |
|
| S4 |
971.00 |
1,011.00 |
1,211.25 |
|
|
| 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 |
1,561.75 |
1,262.50 |
299.25 |
23.5% |
110.75 |
8.7% |
3% |
False |
True |
569,983 |
| 10 |
1,688.00 |
1,262.50 |
425.50 |
33.5% |
104.50 |
8.2% |
2% |
False |
True |
496,535 |
| 20 |
1,801.50 |
1,262.50 |
539.00 |
42.4% |
86.25 |
6.8% |
2% |
False |
True |
523,626 |
| 40 |
1,985.25 |
1,262.50 |
722.75 |
56.8% |
64.50 |
5.1% |
1% |
False |
True |
262,705 |
| 60 |
1,985.25 |
1,262.50 |
722.75 |
56.8% |
57.25 |
4.5% |
1% |
False |
True |
175,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,842.50 |
|
2.618 |
1,662.25 |
|
1.618 |
1,551.75 |
|
1.000 |
1,483.50 |
|
0.618 |
1,441.25 |
|
HIGH |
1,373.00 |
|
0.618 |
1,330.75 |
|
0.500 |
1,317.75 |
|
0.382 |
1,304.75 |
|
LOW |
1,262.50 |
|
0.618 |
1,194.25 |
|
1.000 |
1,152.00 |
|
1.618 |
1,083.75 |
|
2.618 |
973.25 |
|
4.250 |
793.00 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,317.75 |
1,351.25 |
| PP |
1,302.50 |
1,324.75 |
| S1 |
1,287.25 |
1,298.50 |
|