| Trading Metrics calculated at close of trading on 08-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2008 |
08-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,985.0 |
2,910.0 |
-75.0 |
-2.5% |
3,179.0 |
| High |
2,994.0 |
2,966.0 |
-28.0 |
-0.9% |
3,206.0 |
| Low |
2,803.0 |
2,763.0 |
-40.0 |
-1.4% |
2,921.0 |
| Close |
2,875.0 |
2,878.0 |
3.0 |
0.1% |
3,128.0 |
| Range |
191.0 |
203.0 |
12.0 |
6.3% |
285.0 |
| ATR |
136.3 |
141.1 |
4.8 |
3.5% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,478.0 |
3,381.0 |
2,989.7 |
|
| R3 |
3,275.0 |
3,178.0 |
2,933.8 |
|
| R2 |
3,072.0 |
3,072.0 |
2,915.2 |
|
| R1 |
2,975.0 |
2,975.0 |
2,896.6 |
2,922.0 |
| PP |
2,869.0 |
2,869.0 |
2,869.0 |
2,842.5 |
| S1 |
2,772.0 |
2,772.0 |
2,859.4 |
2,719.0 |
| S2 |
2,666.0 |
2,666.0 |
2,840.8 |
|
| S3 |
2,463.0 |
2,569.0 |
2,822.2 |
|
| S4 |
2,260.0 |
2,366.0 |
2,766.4 |
|
|
| 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 |
2,763.0 |
399.0 |
13.9% |
167.2 |
5.8% |
29% |
False |
True |
726,258 |
| 10 |
3,243.0 |
2,763.0 |
480.0 |
16.7% |
136.8 |
4.8% |
24% |
False |
True |
1,076,786 |
| 20 |
3,302.0 |
2,763.0 |
539.0 |
18.7% |
124.0 |
4.3% |
21% |
False |
True |
857,739 |
| 40 |
3,457.0 |
2,763.0 |
694.0 |
24.1% |
94.4 |
3.3% |
17% |
False |
True |
439,191 |
| 60 |
3,494.0 |
2,763.0 |
731.0 |
25.4% |
86.1 |
3.0% |
16% |
False |
True |
293,621 |
| 80 |
3,610.0 |
2,763.0 |
847.0 |
29.4% |
83.2 |
2.9% |
14% |
False |
True |
222,154 |
| 100 |
3,854.0 |
2,763.0 |
1,091.0 |
37.9% |
77.3 |
2.7% |
11% |
False |
True |
178,920 |
| 120 |
3,931.0 |
2,763.0 |
1,168.0 |
40.6% |
70.6 |
2.5% |
10% |
False |
True |
149,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,828.8 |
|
2.618 |
3,497.5 |
|
1.618 |
3,294.5 |
|
1.000 |
3,169.0 |
|
0.618 |
3,091.5 |
|
HIGH |
2,966.0 |
|
0.618 |
2,888.5 |
|
0.500 |
2,864.5 |
|
0.382 |
2,840.5 |
|
LOW |
2,763.0 |
|
0.618 |
2,637.5 |
|
1.000 |
2,560.0 |
|
1.618 |
2,434.5 |
|
2.618 |
2,231.5 |
|
4.250 |
1,900.3 |
|
|
| Fisher Pivots for day following 08-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,873.5 |
2,962.5 |
| PP |
2,869.0 |
2,934.3 |
| S1 |
2,864.5 |
2,906.2 |
|