| Trading Metrics calculated at close of trading on 30-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2008 |
30-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,179.0 |
2,926.0 |
-253.0 |
-8.0% |
3,294.0 |
| High |
3,206.0 |
3,108.0 |
-98.0 |
-3.1% |
3,300.0 |
| Low |
3,137.0 |
2,921.0 |
-216.0 |
-6.9% |
3,110.0 |
| Close |
3,183.0 |
3,062.0 |
-121.0 |
-3.8% |
3,183.0 |
| Range |
69.0 |
187.0 |
118.0 |
171.0% |
190.0 |
| ATR |
105.9 |
117.1 |
11.1 |
10.5% |
0.0 |
| Volume |
0 |
2,292,725 |
2,292,725 |
|
8,432,879 |
|
| Daily Pivots for day following 30-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,591.3 |
3,513.7 |
3,164.9 |
|
| R3 |
3,404.3 |
3,326.7 |
3,113.4 |
|
| R2 |
3,217.3 |
3,217.3 |
3,096.3 |
|
| R1 |
3,139.7 |
3,139.7 |
3,079.1 |
3,178.5 |
| PP |
3,030.3 |
3,030.3 |
3,030.3 |
3,049.8 |
| S1 |
2,952.7 |
2,952.7 |
3,044.9 |
2,991.5 |
| S2 |
2,843.3 |
2,843.3 |
3,027.7 |
|
| S3 |
2,656.3 |
2,765.7 |
3,010.6 |
|
| S4 |
2,469.3 |
2,578.7 |
2,959.2 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,767.7 |
3,665.3 |
3,287.5 |
|
| R3 |
3,577.7 |
3,475.3 |
3,235.3 |
|
| R2 |
3,387.7 |
3,387.7 |
3,217.8 |
|
| R1 |
3,285.3 |
3,285.3 |
3,200.4 |
3,241.5 |
| PP |
3,197.7 |
3,197.7 |
3,197.7 |
3,175.8 |
| S1 |
3,095.3 |
3,095.3 |
3,165.6 |
3,051.5 |
| S2 |
3,007.7 |
3,007.7 |
3,148.2 |
|
| S3 |
2,817.7 |
2,905.3 |
3,130.8 |
|
| S4 |
2,627.7 |
2,715.3 |
3,078.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,243.0 |
2,921.0 |
322.0 |
10.5% |
100.2 |
3.3% |
44% |
False |
True |
1,402,287 |
| 10 |
3,300.0 |
2,921.0 |
379.0 |
12.4% |
121.4 |
4.0% |
37% |
False |
True |
1,072,560 |
| 20 |
3,457.0 |
2,921.0 |
536.0 |
17.5% |
101.7 |
3.3% |
26% |
False |
True |
614,500 |
| 40 |
3,494.0 |
2,921.0 |
573.0 |
18.7% |
82.0 |
2.7% |
25% |
False |
True |
309,988 |
| 60 |
3,494.0 |
2,921.0 |
573.0 |
18.7% |
78.4 |
2.6% |
25% |
False |
True |
208,228 |
| 80 |
3,664.0 |
2,921.0 |
743.0 |
24.3% |
76.5 |
2.5% |
19% |
False |
True |
158,364 |
| 100 |
3,931.0 |
2,921.0 |
1,010.0 |
33.0% |
70.5 |
2.3% |
14% |
False |
True |
127,186 |
| 120 |
3,931.0 |
2,921.0 |
1,010.0 |
33.0% |
65.2 |
2.1% |
14% |
False |
True |
106,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,902.8 |
|
2.618 |
3,597.6 |
|
1.618 |
3,410.6 |
|
1.000 |
3,295.0 |
|
0.618 |
3,223.6 |
|
HIGH |
3,108.0 |
|
0.618 |
3,036.6 |
|
0.500 |
3,014.5 |
|
0.382 |
2,992.4 |
|
LOW |
2,921.0 |
|
0.618 |
2,805.4 |
|
1.000 |
2,734.0 |
|
1.618 |
2,618.4 |
|
2.618 |
2,431.4 |
|
4.250 |
2,126.3 |
|
|
| Fisher Pivots for day following 30-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.2 |
3,063.5 |
| PP |
3,030.3 |
3,063.0 |
| S1 |
3,014.5 |
3,062.5 |
|