| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,165.0 |
5,752.5 |
-412.5 |
-6.7% |
6,307.5 |
| High |
6,165.0 |
6,011.5 |
-153.5 |
-2.5% |
6,345.0 |
| Low |
5,631.0 |
5,750.0 |
119.0 |
2.1% |
6,124.0 |
| Close |
5,936.5 |
5,948.0 |
11.5 |
0.2% |
6,199.5 |
| Range |
534.0 |
261.5 |
-272.5 |
-51.0% |
221.0 |
| ATR |
195.7 |
200.4 |
4.7 |
2.4% |
0.0 |
| Volume |
969 |
859 |
-110 |
-11.4% |
4,439 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,687.7 |
6,579.3 |
6,091.8 |
|
| R3 |
6,426.2 |
6,317.8 |
6,019.9 |
|
| R2 |
6,164.7 |
6,164.7 |
5,995.9 |
|
| R1 |
6,056.3 |
6,056.3 |
5,972.0 |
6,110.5 |
| PP |
5,903.2 |
5,903.2 |
5,903.2 |
5,930.3 |
| S1 |
5,794.8 |
5,794.8 |
5,924.0 |
5,849.0 |
| S2 |
5,641.7 |
5,641.7 |
5,900.1 |
|
| S3 |
5,380.2 |
5,533.3 |
5,876.1 |
|
| S4 |
5,118.7 |
5,271.8 |
5,804.2 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,885.8 |
6,763.7 |
6,321.1 |
|
| R3 |
6,664.8 |
6,542.7 |
6,260.3 |
|
| R2 |
6,443.8 |
6,443.8 |
6,240.0 |
|
| R1 |
6,321.7 |
6,321.7 |
6,219.8 |
6,272.3 |
| PP |
6,222.8 |
6,222.8 |
6,222.8 |
6,198.1 |
| S1 |
6,100.7 |
6,100.7 |
6,179.2 |
6,051.3 |
| S2 |
6,001.8 |
6,001.8 |
6,159.0 |
|
| S3 |
5,780.8 |
5,879.7 |
6,138.7 |
|
| S4 |
5,559.8 |
5,658.7 |
6,078.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,318.5 |
5,631.0 |
687.5 |
11.6% |
224.0 |
3.8% |
46% |
False |
False |
910 |
| 10 |
6,353.5 |
5,631.0 |
722.5 |
12.1% |
210.0 |
3.5% |
44% |
False |
False |
2,569 |
| 20 |
6,675.5 |
5,631.0 |
1,044.5 |
17.6% |
175.4 |
2.9% |
30% |
False |
False |
2,684 |
| 40 |
6,806.5 |
5,631.0 |
1,175.5 |
19.8% |
139.1 |
2.3% |
27% |
False |
False |
1,535 |
| 60 |
6,806.5 |
5,631.0 |
1,175.5 |
19.8% |
134.4 |
2.3% |
27% |
False |
False |
1,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,122.9 |
|
2.618 |
6,696.1 |
|
1.618 |
6,434.6 |
|
1.000 |
6,273.0 |
|
0.618 |
6,173.1 |
|
HIGH |
6,011.5 |
|
0.618 |
5,911.6 |
|
0.500 |
5,880.8 |
|
0.382 |
5,849.9 |
|
LOW |
5,750.0 |
|
0.618 |
5,588.4 |
|
1.000 |
5,488.5 |
|
1.618 |
5,326.9 |
|
2.618 |
5,065.4 |
|
4.250 |
4,638.6 |
|
|