| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
3,039.0 |
2,985.0 |
-54.0 |
-1.8% |
3,179.0 |
| High |
3,162.0 |
2,994.0 |
-168.0 |
-5.3% |
3,206.0 |
| Low |
3,008.0 |
2,803.0 |
-205.0 |
-6.8% |
2,921.0 |
| Close |
3,128.0 |
2,875.0 |
-253.0 |
-8.1% |
3,128.0 |
| Range |
154.0 |
191.0 |
37.0 |
24.0% |
285.0 |
| ATR |
121.8 |
136.3 |
14.5 |
11.9% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,463.7 |
3,360.3 |
2,980.1 |
|
| R3 |
3,272.7 |
3,169.3 |
2,927.5 |
|
| R2 |
3,081.7 |
3,081.7 |
2,910.0 |
|
| R1 |
2,978.3 |
2,978.3 |
2,892.5 |
2,934.5 |
| PP |
2,890.7 |
2,890.7 |
2,890.7 |
2,868.8 |
| S1 |
2,787.3 |
2,787.3 |
2,857.5 |
2,743.5 |
| S2 |
2,699.7 |
2,699.7 |
2,840.0 |
|
| S3 |
2,508.7 |
2,596.3 |
2,822.5 |
|
| S4 |
2,317.7 |
2,405.3 |
2,770.0 |
|
|
| 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 |
3,162.0 |
2,803.0 |
359.0 |
12.5% |
145.0 |
5.0% |
20% |
False |
True |
1,035,170 |
| 10 |
3,243.0 |
2,803.0 |
440.0 |
15.3% |
122.6 |
4.3% |
16% |
False |
True |
1,218,728 |
| 20 |
3,302.0 |
2,803.0 |
499.0 |
17.4% |
116.8 |
4.1% |
14% |
False |
True |
863,830 |
| 40 |
3,489.0 |
2,803.0 |
686.0 |
23.9% |
90.4 |
3.1% |
10% |
False |
True |
439,208 |
| 60 |
3,494.0 |
2,803.0 |
691.0 |
24.0% |
84.0 |
2.9% |
10% |
False |
True |
293,809 |
| 80 |
3,640.0 |
2,803.0 |
837.0 |
29.1% |
81.2 |
2.8% |
9% |
False |
True |
222,402 |
| 100 |
3,898.0 |
2,803.0 |
1,095.0 |
38.1% |
75.7 |
2.6% |
7% |
False |
True |
178,921 |
| 120 |
3,931.0 |
2,803.0 |
1,128.0 |
39.2% |
69.3 |
2.4% |
6% |
False |
True |
149,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,805.8 |
|
2.618 |
3,494.0 |
|
1.618 |
3,303.0 |
|
1.000 |
3,185.0 |
|
0.618 |
3,112.0 |
|
HIGH |
2,994.0 |
|
0.618 |
2,921.0 |
|
0.500 |
2,898.5 |
|
0.382 |
2,876.0 |
|
LOW |
2,803.0 |
|
0.618 |
2,685.0 |
|
1.000 |
2,612.0 |
|
1.618 |
2,494.0 |
|
2.618 |
2,303.0 |
|
4.250 |
1,991.3 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,898.5 |
2,982.5 |
| PP |
2,890.7 |
2,946.7 |
| S1 |
2,882.8 |
2,910.8 |
|