| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,940.0 |
2,744.0 |
-196.0 |
-6.7% |
3,170.0 |
| High |
2,988.0 |
2,908.0 |
-80.0 |
-2.7% |
3,179.0 |
| Low |
2,787.0 |
2,622.0 |
-165.0 |
-5.9% |
2,886.0 |
| Close |
2,901.0 |
2,705.0 |
-196.0 |
-6.8% |
3,153.0 |
| Range |
201.0 |
286.0 |
85.0 |
42.3% |
293.0 |
| ATR |
143.7 |
153.8 |
10.2 |
7.1% |
0.0 |
| Volume |
1,565 |
1,017 |
-548 |
-35.0% |
10,523 |
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.0 |
3,440.0 |
2,862.3 |
|
| R3 |
3,317.0 |
3,154.0 |
2,783.7 |
|
| R2 |
3,031.0 |
3,031.0 |
2,757.4 |
|
| R1 |
2,868.0 |
2,868.0 |
2,731.2 |
2,806.5 |
| PP |
2,745.0 |
2,745.0 |
2,745.0 |
2,714.3 |
| S1 |
2,582.0 |
2,582.0 |
2,678.8 |
2,520.5 |
| S2 |
2,459.0 |
2,459.0 |
2,652.6 |
|
| S3 |
2,173.0 |
2,296.0 |
2,626.4 |
|
| S4 |
1,887.0 |
2,010.0 |
2,547.7 |
|
|
| 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 |
2,622.0 |
557.0 |
20.6% |
186.8 |
6.9% |
15% |
False |
True |
1,831 |
| 10 |
3,268.0 |
2,622.0 |
646.0 |
23.9% |
165.7 |
6.1% |
13% |
False |
True |
2,130 |
| 20 |
3,349.0 |
2,622.0 |
727.0 |
26.9% |
140.5 |
5.2% |
11% |
False |
True |
21,881 |
| 40 |
3,476.0 |
2,622.0 |
854.0 |
31.6% |
97.5 |
3.6% |
10% |
False |
True |
12,524 |
| 60 |
3,515.0 |
2,622.0 |
893.0 |
33.0% |
80.8 |
3.0% |
9% |
False |
True |
8,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,123.5 |
|
2.618 |
3,656.7 |
|
1.618 |
3,370.7 |
|
1.000 |
3,194.0 |
|
0.618 |
3,084.7 |
|
HIGH |
2,908.0 |
|
0.618 |
2,798.7 |
|
0.500 |
2,765.0 |
|
0.382 |
2,731.3 |
|
LOW |
2,622.0 |
|
0.618 |
2,445.3 |
|
1.000 |
2,336.0 |
|
1.618 |
2,159.3 |
|
2.618 |
1,873.3 |
|
4.250 |
1,406.5 |
|
|