| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
2,910.0 |
2,750.0 |
-160.0 |
-5.5% |
3,179.0 |
| High |
2,966.0 |
2,899.0 |
-67.0 |
-2.3% |
3,206.0 |
| Low |
2,763.0 |
2,622.0 |
-141.0 |
-5.1% |
2,921.0 |
| Close |
2,878.0 |
2,684.0 |
-194.0 |
-6.7% |
3,128.0 |
| Range |
203.0 |
277.0 |
74.0 |
36.5% |
285.0 |
| ATR |
141.1 |
150.8 |
9.7 |
6.9% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,566.0 |
3,402.0 |
2,836.4 |
|
| R3 |
3,289.0 |
3,125.0 |
2,760.2 |
|
| R2 |
3,012.0 |
3,012.0 |
2,734.8 |
|
| R1 |
2,848.0 |
2,848.0 |
2,709.4 |
2,791.5 |
| PP |
2,735.0 |
2,735.0 |
2,735.0 |
2,706.8 |
| S1 |
2,571.0 |
2,571.0 |
2,658.6 |
2,514.5 |
| S2 |
2,458.0 |
2,458.0 |
2,633.2 |
|
| S3 |
2,181.0 |
2,294.0 |
2,607.8 |
|
| S4 |
1,904.0 |
2,017.0 |
2,531.7 |
|
|
| 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 |
2,622.0 |
540.0 |
20.1% |
195.8 |
7.3% |
11% |
False |
True |
385,627 |
| 10 |
3,206.0 |
2,622.0 |
584.0 |
21.8% |
153.0 |
5.7% |
11% |
False |
True |
903,220 |
| 20 |
3,302.0 |
2,622.0 |
680.0 |
25.3% |
132.9 |
4.9% |
9% |
False |
True |
848,589 |
| 40 |
3,457.0 |
2,622.0 |
835.0 |
31.1% |
99.5 |
3.7% |
7% |
False |
True |
439,126 |
| 60 |
3,494.0 |
2,622.0 |
872.0 |
32.5% |
89.0 |
3.3% |
7% |
False |
True |
293,565 |
| 80 |
3,571.0 |
2,622.0 |
949.0 |
35.4% |
85.9 |
3.2% |
7% |
False |
True |
221,809 |
| 100 |
3,854.0 |
2,622.0 |
1,232.0 |
45.9% |
79.5 |
3.0% |
5% |
False |
True |
178,912 |
| 120 |
3,931.0 |
2,622.0 |
1,309.0 |
48.8% |
72.5 |
2.7% |
5% |
False |
True |
149,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,076.3 |
|
2.618 |
3,624.2 |
|
1.618 |
3,347.2 |
|
1.000 |
3,176.0 |
|
0.618 |
3,070.2 |
|
HIGH |
2,899.0 |
|
0.618 |
2,793.2 |
|
0.500 |
2,760.5 |
|
0.382 |
2,727.8 |
|
LOW |
2,622.0 |
|
0.618 |
2,450.8 |
|
1.000 |
2,345.0 |
|
1.618 |
2,173.8 |
|
2.618 |
1,896.8 |
|
4.250 |
1,444.8 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
2,760.5 |
2,808.0 |
| PP |
2,735.0 |
2,766.7 |
| S1 |
2,709.5 |
2,725.3 |
|