| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,926.0 |
3,093.0 |
167.0 |
5.7% |
3,294.0 |
| High |
3,108.0 |
3,125.0 |
17.0 |
0.5% |
3,300.0 |
| Low |
2,921.0 |
3,033.0 |
112.0 |
3.8% |
3,110.0 |
| Close |
3,062.0 |
3,075.0 |
13.0 |
0.4% |
3,183.0 |
| Range |
187.0 |
92.0 |
-95.0 |
-50.8% |
190.0 |
| ATR |
117.1 |
115.3 |
-1.8 |
-1.5% |
0.0 |
| Volume |
2,292,725 |
1,544,560 |
-748,165 |
-32.6% |
8,432,879 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,353.7 |
3,306.3 |
3,125.6 |
|
| R3 |
3,261.7 |
3,214.3 |
3,100.3 |
|
| R2 |
3,169.7 |
3,169.7 |
3,091.9 |
|
| R1 |
3,122.3 |
3,122.3 |
3,083.4 |
3,100.0 |
| PP |
3,077.7 |
3,077.7 |
3,077.7 |
3,066.5 |
| S1 |
3,030.3 |
3,030.3 |
3,066.6 |
3,008.0 |
| S2 |
2,985.7 |
2,985.7 |
3,058.1 |
|
| S3 |
2,893.7 |
2,938.3 |
3,049.7 |
|
| S4 |
2,801.7 |
2,846.3 |
3,024.4 |
|
|
| 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% |
106.4 |
3.5% |
48% |
False |
False |
1,427,314 |
| 10 |
3,300.0 |
2,921.0 |
379.0 |
12.3% |
119.5 |
3.9% |
41% |
False |
False |
1,227,016 |
| 20 |
3,422.0 |
2,921.0 |
501.0 |
16.3% |
101.7 |
3.3% |
31% |
False |
False |
690,985 |
| 40 |
3,494.0 |
2,921.0 |
573.0 |
18.6% |
81.3 |
2.6% |
27% |
False |
False |
348,593 |
| 60 |
3,494.0 |
2,921.0 |
573.0 |
18.6% |
78.6 |
2.6% |
27% |
False |
False |
233,944 |
| 80 |
3,664.0 |
2,921.0 |
743.0 |
24.2% |
77.0 |
2.5% |
21% |
False |
False |
177,578 |
| 100 |
3,931.0 |
2,921.0 |
1,010.0 |
32.8% |
71.1 |
2.3% |
15% |
False |
False |
142,627 |
| 120 |
3,931.0 |
2,921.0 |
1,010.0 |
32.8% |
66.0 |
2.1% |
15% |
False |
False |
119,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,516.0 |
|
2.618 |
3,365.9 |
|
1.618 |
3,273.9 |
|
1.000 |
3,217.0 |
|
0.618 |
3,181.9 |
|
HIGH |
3,125.0 |
|
0.618 |
3,089.9 |
|
0.500 |
3,079.0 |
|
0.382 |
3,068.1 |
|
LOW |
3,033.0 |
|
0.618 |
2,976.1 |
|
1.000 |
2,941.0 |
|
1.618 |
2,884.1 |
|
2.618 |
2,792.1 |
|
4.250 |
2,642.0 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.0 |
3,071.2 |
| PP |
3,077.7 |
3,067.3 |
| S1 |
3,076.3 |
3,063.5 |
|