| Trading Metrics calculated at close of trading on 01-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2008 |
01-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,494.0 |
4,885.0 |
391.0 |
8.7% |
4,997.0 |
| High |
4,760.0 |
4,885.0 |
125.0 |
2.6% |
5,097.0 |
| Low |
4,494.0 |
4,755.0 |
261.0 |
5.8% |
4,875.0 |
| Close |
4,686.0 |
4,846.0 |
160.0 |
3.4% |
4,956.0 |
| Range |
266.0 |
130.0 |
-136.0 |
-51.1% |
222.0 |
| ATR |
151.0 |
154.4 |
3.4 |
2.3% |
0.0 |
| Volume |
46,457 |
34,577 |
-11,880 |
-25.6% |
175,509 |
|
| Daily Pivots for day following 01-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,218.7 |
5,162.3 |
4,917.5 |
|
| R3 |
5,088.7 |
5,032.3 |
4,881.8 |
|
| R2 |
4,958.7 |
4,958.7 |
4,869.8 |
|
| R1 |
4,902.3 |
4,902.3 |
4,857.9 |
4,865.5 |
| PP |
4,828.7 |
4,828.7 |
4,828.7 |
4,810.3 |
| S1 |
4,772.3 |
4,772.3 |
4,834.1 |
4,735.5 |
| S2 |
4,698.7 |
4,698.7 |
4,822.2 |
|
| S3 |
4,568.7 |
4,642.3 |
4,810.3 |
|
| S4 |
4,438.7 |
4,512.3 |
4,774.5 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,642.0 |
5,521.0 |
5,078.1 |
|
| R3 |
5,420.0 |
5,299.0 |
5,017.1 |
|
| R2 |
5,198.0 |
5,198.0 |
4,996.7 |
|
| R1 |
5,077.0 |
5,077.0 |
4,976.4 |
5,026.5 |
| PP |
4,976.0 |
4,976.0 |
4,976.0 |
4,950.8 |
| S1 |
4,855.0 |
4,855.0 |
4,935.7 |
4,804.5 |
| S2 |
4,754.0 |
4,754.0 |
4,915.3 |
|
| S3 |
4,532.0 |
4,633.0 |
4,895.0 |
|
| S4 |
4,310.0 |
4,411.0 |
4,833.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,049.0 |
4,494.0 |
555.0 |
11.5% |
165.6 |
3.4% |
63% |
False |
False |
33,189 |
| 10 |
5,097.0 |
4,494.0 |
603.0 |
12.4% |
134.0 |
2.8% |
58% |
False |
False |
37,988 |
| 20 |
5,154.0 |
4,494.0 |
660.0 |
13.6% |
117.9 |
2.4% |
53% |
False |
False |
30,982 |
| 40 |
5,226.0 |
4,494.0 |
732.0 |
15.1% |
78.4 |
1.6% |
48% |
False |
False |
15,568 |
| 60 |
5,226.0 |
4,494.0 |
732.0 |
15.1% |
64.8 |
1.3% |
48% |
False |
False |
10,409 |
| 80 |
5,495.0 |
4,494.0 |
1,001.0 |
20.7% |
58.2 |
1.2% |
35% |
False |
False |
7,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,437.5 |
|
2.618 |
5,225.3 |
|
1.618 |
5,095.3 |
|
1.000 |
5,015.0 |
|
0.618 |
4,965.3 |
|
HIGH |
4,885.0 |
|
0.618 |
4,835.3 |
|
0.500 |
4,820.0 |
|
0.382 |
4,804.7 |
|
LOW |
4,755.0 |
|
0.618 |
4,674.7 |
|
1.000 |
4,625.0 |
|
1.618 |
4,544.7 |
|
2.618 |
4,414.7 |
|
4.250 |
4,202.5 |
|
|
| Fisher Pivots for day following 01-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,837.3 |
4,814.5 |
| PP |
4,828.7 |
4,783.0 |
| S1 |
4,820.0 |
4,751.5 |
|