| 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 |
3,210.0 |
3,170.0 |
-40.0 |
-1.2% |
3,293.0 |
| High |
3,231.0 |
3,179.0 |
-52.0 |
-1.6% |
3,326.0 |
| Low |
3,177.0 |
2,886.0 |
-291.0 |
-9.2% |
3,142.0 |
| Close |
3,212.0 |
3,062.0 |
-150.0 |
-4.7% |
3,212.0 |
| Range |
54.0 |
293.0 |
239.0 |
442.6% |
184.0 |
| ATR |
106.8 |
122.4 |
15.7 |
14.7% |
0.0 |
| Volume |
2,754 |
1,315 |
-1,439 |
-52.3% |
14,753 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,921.3 |
3,784.7 |
3,223.2 |
|
| R3 |
3,628.3 |
3,491.7 |
3,142.6 |
|
| R2 |
3,335.3 |
3,335.3 |
3,115.7 |
|
| R1 |
3,198.7 |
3,198.7 |
3,088.9 |
3,120.5 |
| PP |
3,042.3 |
3,042.3 |
3,042.3 |
3,003.3 |
| S1 |
2,905.7 |
2,905.7 |
3,035.1 |
2,827.5 |
| S2 |
2,749.3 |
2,749.3 |
3,008.3 |
|
| S3 |
2,456.3 |
2,612.7 |
2,981.4 |
|
| S4 |
2,163.3 |
2,319.7 |
2,900.9 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,778.7 |
3,679.3 |
3,313.2 |
|
| R3 |
3,594.7 |
3,495.3 |
3,262.6 |
|
| R2 |
3,410.7 |
3,410.7 |
3,245.7 |
|
| R1 |
3,311.3 |
3,311.3 |
3,228.9 |
3,269.0 |
| PP |
3,226.7 |
3,226.7 |
3,226.7 |
3,205.5 |
| S1 |
3,127.3 |
3,127.3 |
3,195.1 |
3,085.0 |
| S2 |
3,042.7 |
3,042.7 |
3,178.3 |
|
| S3 |
2,858.7 |
2,943.3 |
3,161.4 |
|
| S4 |
2,674.7 |
2,759.3 |
3,110.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,268.0 |
2,886.0 |
382.0 |
12.5% |
116.2 |
3.8% |
46% |
False |
True |
2,910 |
| 10 |
3,349.0 |
2,886.0 |
463.0 |
15.1% |
137.1 |
4.5% |
38% |
False |
True |
34,806 |
| 20 |
3,476.0 |
2,886.0 |
590.0 |
19.3% |
108.0 |
3.5% |
30% |
False |
True |
23,524 |
| 40 |
3,515.0 |
2,886.0 |
629.0 |
20.5% |
73.9 |
2.4% |
28% |
False |
True |
12,326 |
| 60 |
3,515.0 |
2,886.0 |
629.0 |
20.5% |
67.0 |
2.2% |
28% |
False |
True |
8,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,424.3 |
|
2.618 |
3,946.1 |
|
1.618 |
3,653.1 |
|
1.000 |
3,472.0 |
|
0.618 |
3,360.1 |
|
HIGH |
3,179.0 |
|
0.618 |
3,067.1 |
|
0.500 |
3,032.5 |
|
0.382 |
2,997.9 |
|
LOW |
2,886.0 |
|
0.618 |
2,704.9 |
|
1.000 |
2,593.0 |
|
1.618 |
2,411.9 |
|
2.618 |
2,118.9 |
|
4.250 |
1,640.8 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,052.2 |
3,077.0 |
| PP |
3,042.3 |
3,072.0 |
| S1 |
3,032.5 |
3,067.0 |
|