| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
3,066.0 |
3,039.0 |
-27.0 |
-0.9% |
3,179.0 |
| High |
3,131.0 |
3,162.0 |
31.0 |
1.0% |
3,206.0 |
| Low |
2,997.0 |
3,008.0 |
11.0 |
0.4% |
2,921.0 |
| Close |
3,024.0 |
3,128.0 |
104.0 |
3.4% |
3,128.0 |
| Range |
134.0 |
154.0 |
20.0 |
14.9% |
285.0 |
| ATR |
116.6 |
119.3 |
2.7 |
2.3% |
0.0 |
| Volume |
1,703,157 |
1,928,135 |
224,978 |
13.2% |
7,468,577 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,561.3 |
3,498.7 |
3,212.7 |
|
| R3 |
3,407.3 |
3,344.7 |
3,170.4 |
|
| R2 |
3,253.3 |
3,253.3 |
3,156.2 |
|
| R1 |
3,190.7 |
3,190.7 |
3,142.1 |
3,222.0 |
| PP |
3,099.3 |
3,099.3 |
3,099.3 |
3,115.0 |
| S1 |
3,036.7 |
3,036.7 |
3,113.9 |
3,068.0 |
| S2 |
2,945.3 |
2,945.3 |
3,099.8 |
|
| S3 |
2,791.3 |
2,882.7 |
3,085.7 |
|
| S4 |
2,637.3 |
2,728.7 |
3,043.3 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,940.0 |
3,819.0 |
3,284.8 |
|
| R3 |
3,655.0 |
3,534.0 |
3,206.4 |
|
| R2 |
3,370.0 |
3,370.0 |
3,180.3 |
|
| R1 |
3,249.0 |
3,249.0 |
3,154.1 |
3,167.0 |
| PP |
3,085.0 |
3,085.0 |
3,085.0 |
3,044.0 |
| S1 |
2,964.0 |
2,964.0 |
3,101.9 |
2,882.0 |
| S2 |
2,800.0 |
2,800.0 |
3,075.8 |
|
| S3 |
2,515.0 |
2,679.0 |
3,049.6 |
|
| S4 |
2,230.0 |
2,394.0 |
2,971.3 |
|
|
| 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 |
9.1% |
127.2 |
4.1% |
73% |
False |
False |
1,493,715 |
| 10 |
3,300.0 |
2,921.0 |
379.0 |
12.1% |
112.9 |
3.6% |
55% |
False |
False |
1,590,145 |
| 20 |
3,354.0 |
2,921.0 |
433.0 |
13.8% |
107.2 |
3.4% |
48% |
False |
False |
869,992 |
| 40 |
3,494.0 |
2,921.0 |
573.0 |
18.3% |
85.4 |
2.7% |
36% |
False |
False |
439,267 |
| 60 |
3,494.0 |
2,921.0 |
573.0 |
18.3% |
81.4 |
2.6% |
36% |
False |
False |
294,430 |
| 80 |
3,640.0 |
2,921.0 |
719.0 |
23.0% |
78.6 |
2.5% |
29% |
False |
False |
222,746 |
| 100 |
3,931.0 |
2,921.0 |
1,010.0 |
32.3% |
73.0 |
2.3% |
20% |
False |
False |
178,926 |
| 120 |
3,931.0 |
2,921.0 |
1,010.0 |
32.3% |
67.5 |
2.2% |
20% |
False |
False |
149,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,816.5 |
|
2.618 |
3,565.2 |
|
1.618 |
3,411.2 |
|
1.000 |
3,316.0 |
|
0.618 |
3,257.2 |
|
HIGH |
3,162.0 |
|
0.618 |
3,103.2 |
|
0.500 |
3,085.0 |
|
0.382 |
3,066.8 |
|
LOW |
3,008.0 |
|
0.618 |
2,912.8 |
|
1.000 |
2,854.0 |
|
1.618 |
2,758.8 |
|
2.618 |
2,604.8 |
|
4.250 |
2,353.5 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,113.7 |
3,111.8 |
| PP |
3,099.3 |
3,095.7 |
| S1 |
3,085.0 |
3,079.5 |
|