| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
3,048.0 |
3,009.0 |
-39.0 |
-1.3% |
3,170.0 |
| High |
3,179.0 |
3,011.0 |
-168.0 |
-5.3% |
3,179.0 |
| Low |
3,039.0 |
2,832.0 |
-207.0 |
-6.8% |
2,886.0 |
| Close |
3,153.0 |
2,897.0 |
-256.0 |
-8.1% |
3,153.0 |
| Range |
140.0 |
179.0 |
39.0 |
27.9% |
293.0 |
| ATR |
125.3 |
139.3 |
14.0 |
11.2% |
0.0 |
| Volume |
4,930 |
1,220 |
-3,710 |
-75.3% |
10,523 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,450.3 |
3,352.7 |
2,995.5 |
|
| R3 |
3,271.3 |
3,173.7 |
2,946.2 |
|
| R2 |
3,092.3 |
3,092.3 |
2,929.8 |
|
| R1 |
2,994.7 |
2,994.7 |
2,913.4 |
2,954.0 |
| PP |
2,913.3 |
2,913.3 |
2,913.3 |
2,893.0 |
| S1 |
2,815.7 |
2,815.7 |
2,880.6 |
2,775.0 |
| S2 |
2,734.3 |
2,734.3 |
2,864.2 |
|
| S3 |
2,555.3 |
2,636.7 |
2,847.8 |
|
| S4 |
2,376.3 |
2,457.7 |
2,798.6 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,951.7 |
3,845.3 |
3,314.2 |
|
| R3 |
3,658.7 |
3,552.3 |
3,233.6 |
|
| R2 |
3,365.7 |
3,365.7 |
3,206.7 |
|
| R1 |
3,259.3 |
3,259.3 |
3,179.9 |
3,166.0 |
| PP |
3,072.7 |
3,072.7 |
3,072.7 |
3,026.0 |
| S1 |
2,966.3 |
2,966.3 |
3,126.1 |
2,873.0 |
| S2 |
2,779.7 |
2,779.7 |
3,099.3 |
|
| S3 |
2,486.7 |
2,673.3 |
3,072.4 |
|
| S4 |
2,193.7 |
2,380.3 |
2,991.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,179.0 |
2,832.0 |
347.0 |
12.0% |
143.2 |
4.9% |
19% |
False |
True |
2,085 |
| 10 |
3,268.0 |
2,832.0 |
436.0 |
15.1% |
129.7 |
4.5% |
15% |
False |
True |
2,498 |
| 20 |
3,366.0 |
2,832.0 |
534.0 |
18.4% |
124.2 |
4.3% |
12% |
False |
True |
22,869 |
| 40 |
3,493.0 |
2,832.0 |
661.0 |
22.8% |
87.2 |
3.0% |
10% |
False |
True |
12,471 |
| 60 |
3,515.0 |
2,832.0 |
683.0 |
23.6% |
75.4 |
2.6% |
10% |
False |
True |
8,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,771.8 |
|
2.618 |
3,479.6 |
|
1.618 |
3,300.6 |
|
1.000 |
3,190.0 |
|
0.618 |
3,121.6 |
|
HIGH |
3,011.0 |
|
0.618 |
2,942.6 |
|
0.500 |
2,921.5 |
|
0.382 |
2,900.4 |
|
LOW |
2,832.0 |
|
0.618 |
2,721.4 |
|
1.000 |
2,653.0 |
|
1.618 |
2,542.4 |
|
2.618 |
2,363.4 |
|
4.250 |
2,071.3 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,921.5 |
3,005.5 |
| PP |
2,913.3 |
2,969.3 |
| S1 |
2,905.2 |
2,933.2 |
|