| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,170.0 |
2,956.0 |
-214.0 |
-6.8% |
3,293.0 |
| High |
3,179.0 |
3,133.0 |
-46.0 |
-1.4% |
3,326.0 |
| Low |
2,886.0 |
2,951.0 |
65.0 |
2.3% |
3,142.0 |
| Close |
3,062.0 |
3,088.0 |
26.0 |
0.8% |
3,212.0 |
| Range |
293.0 |
182.0 |
-111.0 |
-37.9% |
184.0 |
| ATR |
122.4 |
126.7 |
4.3 |
3.5% |
0.0 |
| Volume |
1,315 |
2,658 |
1,343 |
102.1% |
14,753 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.3 |
3,527.7 |
3,188.1 |
|
| R3 |
3,421.3 |
3,345.7 |
3,138.1 |
|
| R2 |
3,239.3 |
3,239.3 |
3,121.4 |
|
| R1 |
3,163.7 |
3,163.7 |
3,104.7 |
3,201.5 |
| PP |
3,057.3 |
3,057.3 |
3,057.3 |
3,076.3 |
| S1 |
2,981.7 |
2,981.7 |
3,071.3 |
3,019.5 |
| S2 |
2,875.3 |
2,875.3 |
3,054.6 |
|
| S3 |
2,693.3 |
2,799.7 |
3,038.0 |
|
| S4 |
2,511.3 |
2,617.7 |
2,987.9 |
|
|
| 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 |
12.4% |
137.4 |
4.4% |
53% |
False |
False |
2,733 |
| 10 |
3,349.0 |
2,886.0 |
463.0 |
15.0% |
144.6 |
4.7% |
44% |
False |
False |
26,168 |
| 20 |
3,450.0 |
2,886.0 |
564.0 |
18.3% |
113.5 |
3.7% |
36% |
False |
False |
23,564 |
| 40 |
3,515.0 |
2,886.0 |
629.0 |
20.4% |
77.1 |
2.5% |
32% |
False |
False |
12,386 |
| 60 |
3,515.0 |
2,886.0 |
629.0 |
20.4% |
69.2 |
2.2% |
32% |
False |
False |
8,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,906.5 |
|
2.618 |
3,609.5 |
|
1.618 |
3,427.5 |
|
1.000 |
3,315.0 |
|
0.618 |
3,245.5 |
|
HIGH |
3,133.0 |
|
0.618 |
3,063.5 |
|
0.500 |
3,042.0 |
|
0.382 |
3,020.5 |
|
LOW |
2,951.0 |
|
0.618 |
2,838.5 |
|
1.000 |
2,769.0 |
|
1.618 |
2,656.5 |
|
2.618 |
2,474.5 |
|
4.250 |
2,177.5 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,072.7 |
3,078.2 |
| PP |
3,057.3 |
3,068.3 |
| S1 |
3,042.0 |
3,058.5 |
|