| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
11,019.04 |
11,139.62 |
120.58 |
1.1% |
11,394.42 |
| High |
11,168.06 |
11,139.94 |
-28.12 |
-0.3% |
11,394.58 |
| Low |
10,868.82 |
10,365.45 |
-503.37 |
-4.6% |
10,753.57 |
| Close |
11,143.13 |
10,365.45 |
-777.68 |
-7.0% |
11,143.13 |
| Range |
299.24 |
774.49 |
475.25 |
158.8% |
641.01 |
| ATR |
304.59 |
338.38 |
33.79 |
11.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,947.08 |
12,430.76 |
10,791.42 |
|
| R3 |
12,172.59 |
11,656.27 |
10,578.43 |
|
| R2 |
11,398.10 |
11,398.10 |
10,507.44 |
|
| R1 |
10,881.78 |
10,881.78 |
10,436.44 |
10,752.70 |
| PP |
10,623.61 |
10,623.61 |
10,623.61 |
10,559.07 |
| S1 |
10,107.29 |
10,107.29 |
10,294.46 |
9,978.21 |
| S2 |
9,849.12 |
9,849.12 |
10,223.46 |
|
| S3 |
9,074.63 |
9,332.80 |
10,152.47 |
|
| S4 |
8,300.14 |
8,558.31 |
9,939.48 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,020.12 |
12,722.64 |
11,495.69 |
|
| R3 |
12,379.11 |
12,081.63 |
11,319.41 |
|
| R2 |
11,738.10 |
11,738.10 |
11,260.65 |
|
| R1 |
11,440.62 |
11,440.62 |
11,201.89 |
11,268.86 |
| PP |
11,097.09 |
11,097.09 |
11,097.09 |
11,011.21 |
| S1 |
10,799.61 |
10,799.61 |
11,084.37 |
10,627.85 |
| S2 |
10,456.08 |
10,456.08 |
11,025.61 |
|
| S3 |
9,815.07 |
10,158.60 |
10,966.85 |
|
| S4 |
9,174.06 |
9,517.59 |
10,790.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,168.06 |
10,365.45 |
802.61 |
7.7% |
372.00 |
3.6% |
0% |
False |
True |
|
| 10 |
11,483.05 |
10,365.45 |
1,117.60 |
10.8% |
414.77 |
4.0% |
0% |
False |
True |
|
| 20 |
11,790.17 |
10,365.45 |
1,424.72 |
13.7% |
352.55 |
3.4% |
0% |
False |
True |
|
| 40 |
11,867.11 |
10,365.45 |
1,501.66 |
14.5% |
277.75 |
2.7% |
0% |
False |
True |
|
| 60 |
11,867.11 |
10,365.45 |
1,501.66 |
14.5% |
259.02 |
2.5% |
0% |
False |
True |
|
| 80 |
12,603.07 |
10,365.45 |
2,237.62 |
21.6% |
241.79 |
2.3% |
0% |
False |
True |
|
| 100 |
13,136.69 |
10,365.45 |
2,771.24 |
26.7% |
225.28 |
2.2% |
0% |
False |
True |
|
| 120 |
13,136.69 |
10,365.45 |
2,771.24 |
26.7% |
215.66 |
2.1% |
0% |
False |
True |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,431.52 |
|
2.618 |
13,167.55 |
|
1.618 |
12,393.06 |
|
1.000 |
11,914.43 |
|
0.618 |
11,618.57 |
|
HIGH |
11,139.94 |
|
0.618 |
10,844.08 |
|
0.500 |
10,752.70 |
|
0.382 |
10,661.31 |
|
LOW |
10,365.45 |
|
0.618 |
9,886.82 |
|
1.000 |
9,590.96 |
|
1.618 |
9,112.33 |
|
2.618 |
8,337.84 |
|
4.250 |
7,073.87 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
10,752.70 |
10,766.76 |
| PP |
10,623.61 |
10,632.99 |
| S1 |
10,494.53 |
10,499.22 |
|