| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,956.0 |
3,113.0 |
157.0 |
5.3% |
3,293.0 |
| High |
3,133.0 |
3,150.0 |
17.0 |
0.5% |
3,326.0 |
| Low |
2,951.0 |
3,063.0 |
112.0 |
3.8% |
3,142.0 |
| Close |
3,088.0 |
3,102.0 |
14.0 |
0.5% |
3,212.0 |
| Range |
182.0 |
87.0 |
-95.0 |
-52.2% |
184.0 |
| ATR |
126.7 |
123.9 |
-2.8 |
-2.2% |
0.0 |
| Volume |
2,658 |
1,197 |
-1,461 |
-55.0% |
14,753 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,366.0 |
3,321.0 |
3,149.9 |
|
| R3 |
3,279.0 |
3,234.0 |
3,125.9 |
|
| R2 |
3,192.0 |
3,192.0 |
3,118.0 |
|
| R1 |
3,147.0 |
3,147.0 |
3,110.0 |
3,126.0 |
| PP |
3,105.0 |
3,105.0 |
3,105.0 |
3,094.5 |
| S1 |
3,060.0 |
3,060.0 |
3,094.0 |
3,039.0 |
| S2 |
3,018.0 |
3,018.0 |
3,086.1 |
|
| S3 |
2,931.0 |
2,973.0 |
3,078.1 |
|
| S4 |
2,844.0 |
2,886.0 |
3,054.2 |
|
|
| 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 |
12.3% |
144.6 |
4.7% |
57% |
False |
False |
2,430 |
| 10 |
3,349.0 |
2,886.0 |
463.0 |
14.9% |
135.9 |
4.4% |
47% |
False |
False |
13,814 |
| 20 |
3,428.0 |
2,886.0 |
542.0 |
17.5% |
116.0 |
3.7% |
40% |
False |
False |
23,541 |
| 40 |
3,515.0 |
2,886.0 |
629.0 |
20.3% |
78.1 |
2.5% |
34% |
False |
False |
12,414 |
| 60 |
3,515.0 |
2,886.0 |
629.0 |
20.3% |
70.4 |
2.3% |
34% |
False |
False |
8,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,519.8 |
|
2.618 |
3,377.8 |
|
1.618 |
3,290.8 |
|
1.000 |
3,237.0 |
|
0.618 |
3,203.8 |
|
HIGH |
3,150.0 |
|
0.618 |
3,116.8 |
|
0.500 |
3,106.5 |
|
0.382 |
3,096.2 |
|
LOW |
3,063.0 |
|
0.618 |
3,009.2 |
|
1.000 |
2,976.0 |
|
1.618 |
2,922.2 |
|
2.618 |
2,835.2 |
|
4.250 |
2,693.3 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,106.5 |
3,078.8 |
| PP |
3,105.0 |
3,055.7 |
| S1 |
3,103.5 |
3,032.5 |
|