| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
3,093.0 |
3,066.0 |
-27.0 |
-0.9% |
3,294.0 |
| High |
3,125.0 |
3,131.0 |
6.0 |
0.2% |
3,300.0 |
| Low |
3,033.0 |
2,997.0 |
-36.0 |
-1.2% |
3,110.0 |
| Close |
3,075.0 |
3,024.0 |
-51.0 |
-1.7% |
3,183.0 |
| Range |
92.0 |
134.0 |
42.0 |
45.7% |
190.0 |
| ATR |
115.3 |
116.6 |
1.3 |
1.2% |
0.0 |
| Volume |
1,544,560 |
1,703,157 |
158,597 |
10.3% |
8,432,879 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,452.7 |
3,372.3 |
3,097.7 |
|
| R3 |
3,318.7 |
3,238.3 |
3,060.9 |
|
| R2 |
3,184.7 |
3,184.7 |
3,048.6 |
|
| R1 |
3,104.3 |
3,104.3 |
3,036.3 |
3,077.5 |
| PP |
3,050.7 |
3,050.7 |
3,050.7 |
3,037.3 |
| S1 |
2,970.3 |
2,970.3 |
3,011.7 |
2,943.5 |
| S2 |
2,916.7 |
2,916.7 |
2,999.4 |
|
| S3 |
2,782.7 |
2,836.3 |
2,987.2 |
|
| S4 |
2,648.7 |
2,702.3 |
2,950.3 |
|
|
| 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 |
3,206.0 |
2,921.0 |
285.0 |
9.4% |
110.2 |
3.6% |
36% |
False |
False |
1,420,814 |
| 10 |
3,300.0 |
2,921.0 |
379.0 |
12.5% |
115.3 |
3.8% |
27% |
False |
False |
1,397,332 |
| 20 |
3,397.0 |
2,921.0 |
476.0 |
15.7% |
106.3 |
3.5% |
22% |
False |
False |
775,019 |
| 40 |
3,494.0 |
2,921.0 |
573.0 |
18.9% |
83.4 |
2.8% |
18% |
False |
False |
391,117 |
| 60 |
3,494.0 |
2,921.0 |
573.0 |
18.9% |
79.8 |
2.6% |
18% |
False |
False |
262,308 |
| 80 |
3,640.0 |
2,921.0 |
719.0 |
23.8% |
77.3 |
2.6% |
14% |
False |
False |
198,754 |
| 100 |
3,931.0 |
2,921.0 |
1,010.0 |
33.4% |
72.0 |
2.4% |
10% |
False |
False |
159,650 |
| 120 |
3,931.0 |
2,921.0 |
1,010.0 |
33.4% |
66.8 |
2.2% |
10% |
False |
False |
133,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,700.5 |
|
2.618 |
3,481.8 |
|
1.618 |
3,347.8 |
|
1.000 |
3,265.0 |
|
0.618 |
3,213.8 |
|
HIGH |
3,131.0 |
|
0.618 |
3,079.8 |
|
0.500 |
3,064.0 |
|
0.382 |
3,048.2 |
|
LOW |
2,997.0 |
|
0.618 |
2,914.2 |
|
1.000 |
2,863.0 |
|
1.618 |
2,780.2 |
|
2.618 |
2,646.2 |
|
4.250 |
2,427.5 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.0 |
3,026.0 |
| PP |
3,050.7 |
3,025.3 |
| S1 |
3,037.3 |
3,024.7 |
|