| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
5,672.5 |
5,563.5 |
-109.0 |
-1.9% |
6,165.0 |
| High |
5,672.5 |
5,599.0 |
-73.5 |
-1.3% |
6,165.0 |
| Low |
5,373.0 |
5,275.0 |
-98.0 |
-1.8% |
5,631.0 |
| Close |
5,470.5 |
5,438.0 |
-32.5 |
-0.6% |
5,904.0 |
| Range |
299.5 |
324.0 |
24.5 |
8.2% |
534.0 |
| ATR |
223.7 |
230.9 |
7.2 |
3.2% |
0.0 |
| Volume |
342 |
1,589 |
1,247 |
364.6% |
3,574 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,409.3 |
6,247.7 |
5,616.2 |
|
| R3 |
6,085.3 |
5,923.7 |
5,527.1 |
|
| R2 |
5,761.3 |
5,761.3 |
5,497.4 |
|
| R1 |
5,599.7 |
5,599.7 |
5,467.7 |
5,518.5 |
| PP |
5,437.3 |
5,437.3 |
5,437.3 |
5,396.8 |
| S1 |
5,275.7 |
5,275.7 |
5,408.3 |
5,194.5 |
| S2 |
5,113.3 |
5,113.3 |
5,378.6 |
|
| S3 |
4,789.3 |
4,951.7 |
5,348.9 |
|
| S4 |
4,465.3 |
4,627.7 |
5,259.8 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,502.0 |
7,237.0 |
6,197.7 |
|
| R3 |
6,968.0 |
6,703.0 |
6,050.9 |
|
| R2 |
6,434.0 |
6,434.0 |
6,001.9 |
|
| R1 |
6,169.0 |
6,169.0 |
5,953.0 |
6,034.5 |
| PP |
5,900.0 |
5,900.0 |
5,900.0 |
5,832.8 |
| S1 |
5,635.0 |
5,635.0 |
5,855.1 |
5,500.5 |
| S2 |
5,366.0 |
5,366.0 |
5,806.1 |
|
| S3 |
4,832.0 |
5,101.0 |
5,757.2 |
|
| S4 |
4,298.0 |
4,567.0 |
5,610.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,989.0 |
5,275.0 |
714.0 |
13.1% |
242.5 |
4.5% |
23% |
False |
True |
735 |
| 10 |
6,318.5 |
5,275.0 |
1,043.5 |
19.2% |
233.3 |
4.3% |
16% |
False |
True |
822 |
| 20 |
6,400.0 |
5,275.0 |
1,125.0 |
20.7% |
197.7 |
3.6% |
14% |
False |
True |
2,455 |
| 40 |
6,718.0 |
5,275.0 |
1,443.0 |
26.5% |
158.3 |
2.9% |
11% |
False |
True |
1,609 |
| 60 |
6,806.5 |
5,275.0 |
1,531.5 |
28.2% |
144.3 |
2.7% |
11% |
False |
True |
1,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,976.0 |
|
2.618 |
6,447.2 |
|
1.618 |
6,123.2 |
|
1.000 |
5,923.0 |
|
0.618 |
5,799.2 |
|
HIGH |
5,599.0 |
|
0.618 |
5,475.2 |
|
0.500 |
5,437.0 |
|
0.382 |
5,398.8 |
|
LOW |
5,275.0 |
|
0.618 |
5,074.8 |
|
1.000 |
4,951.0 |
|
1.618 |
4,750.8 |
|
2.618 |
4,426.8 |
|
4.250 |
3,898.0 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,437.7 |
5,613.0 |
| PP |
5,437.3 |
5,554.7 |
| S1 |
5,437.0 |
5,496.3 |
|