| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,744.0 |
2,740.0 |
-4.0 |
-0.1% |
3,170.0 |
| High |
2,908.0 |
2,786.0 |
-122.0 |
-4.2% |
3,179.0 |
| Low |
2,622.0 |
2,499.0 |
-123.0 |
-4.7% |
2,886.0 |
| Close |
2,705.0 |
2,609.0 |
-96.0 |
-3.5% |
3,153.0 |
| Range |
286.0 |
287.0 |
1.0 |
0.3% |
293.0 |
| ATR |
153.8 |
163.3 |
9.5 |
6.2% |
0.0 |
| Volume |
1,017 |
1,852 |
835 |
82.1% |
10,523 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,492.3 |
3,337.7 |
2,766.9 |
|
| R3 |
3,205.3 |
3,050.7 |
2,687.9 |
|
| R2 |
2,918.3 |
2,918.3 |
2,661.6 |
|
| R1 |
2,763.7 |
2,763.7 |
2,635.3 |
2,697.5 |
| PP |
2,631.3 |
2,631.3 |
2,631.3 |
2,598.3 |
| S1 |
2,476.7 |
2,476.7 |
2,582.7 |
2,410.5 |
| S2 |
2,344.3 |
2,344.3 |
2,556.4 |
|
| S3 |
2,057.3 |
2,189.7 |
2,530.1 |
|
| S4 |
1,770.3 |
1,902.7 |
2,451.2 |
|
|
| 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 |
2,499.0 |
680.0 |
26.1% |
218.6 |
8.4% |
16% |
False |
True |
2,116 |
| 10 |
3,231.0 |
2,499.0 |
732.0 |
28.1% |
183.7 |
7.0% |
15% |
False |
True |
1,893 |
| 20 |
3,349.0 |
2,499.0 |
850.0 |
32.6% |
150.2 |
5.8% |
13% |
False |
True |
21,603 |
| 40 |
3,476.0 |
2,499.0 |
977.0 |
37.4% |
104.5 |
4.0% |
11% |
False |
True |
12,568 |
| 60 |
3,515.0 |
2,499.0 |
1,016.0 |
38.9% |
84.3 |
3.2% |
11% |
False |
True |
8,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,005.8 |
|
2.618 |
3,537.4 |
|
1.618 |
3,250.4 |
|
1.000 |
3,073.0 |
|
0.618 |
2,963.4 |
|
HIGH |
2,786.0 |
|
0.618 |
2,676.4 |
|
0.500 |
2,642.5 |
|
0.382 |
2,608.6 |
|
LOW |
2,499.0 |
|
0.618 |
2,321.6 |
|
1.000 |
2,212.0 |
|
1.618 |
2,034.6 |
|
2.618 |
1,747.6 |
|
4.250 |
1,279.3 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,642.5 |
2,743.5 |
| PP |
2,631.3 |
2,698.7 |
| S1 |
2,620.2 |
2,653.8 |
|