| Trading Metrics calculated at close of trading on 02-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2008 |
02-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,885.0 |
4,875.0 |
-10.0 |
-0.2% |
4,997.0 |
| High |
4,885.0 |
4,878.0 |
-7.0 |
-0.1% |
5,097.0 |
| Low |
4,755.0 |
4,774.0 |
19.0 |
0.4% |
4,875.0 |
| Close |
4,846.0 |
4,774.0 |
-72.0 |
-1.5% |
4,956.0 |
| Range |
130.0 |
104.0 |
-26.0 |
-20.0% |
222.0 |
| ATR |
154.4 |
150.8 |
-3.6 |
-2.3% |
0.0 |
| Volume |
34,577 |
31,249 |
-3,328 |
-9.6% |
175,509 |
|
| Daily Pivots for day following 02-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,120.7 |
5,051.3 |
4,831.2 |
|
| R3 |
5,016.7 |
4,947.3 |
4,802.6 |
|
| R2 |
4,912.7 |
4,912.7 |
4,793.1 |
|
| R1 |
4,843.3 |
4,843.3 |
4,783.5 |
4,826.0 |
| PP |
4,808.7 |
4,808.7 |
4,808.7 |
4,800.0 |
| S1 |
4,739.3 |
4,739.3 |
4,764.5 |
4,722.0 |
| S2 |
4,704.7 |
4,704.7 |
4,754.9 |
|
| S3 |
4,600.7 |
4,635.3 |
4,745.4 |
|
| S4 |
4,496.7 |
4,531.3 |
4,716.8 |
|
|
| 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 |
11.6% |
172.6 |
3.6% |
50% |
False |
False |
34,090 |
| 10 |
5,097.0 |
4,494.0 |
603.0 |
12.6% |
133.5 |
2.8% |
46% |
False |
False |
37,010 |
| 20 |
5,125.0 |
4,494.0 |
631.0 |
13.2% |
115.5 |
2.4% |
44% |
False |
False |
32,535 |
| 40 |
5,226.0 |
4,494.0 |
732.0 |
15.3% |
79.5 |
1.7% |
38% |
False |
False |
16,349 |
| 60 |
5,226.0 |
4,494.0 |
732.0 |
15.3% |
65.5 |
1.4% |
38% |
False |
False |
10,925 |
| 80 |
5,495.0 |
4,494.0 |
1,001.0 |
21.0% |
59.5 |
1.2% |
28% |
False |
False |
8,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,320.0 |
|
2.618 |
5,150.3 |
|
1.618 |
5,046.3 |
|
1.000 |
4,982.0 |
|
0.618 |
4,942.3 |
|
HIGH |
4,878.0 |
|
0.618 |
4,838.3 |
|
0.500 |
4,826.0 |
|
0.382 |
4,813.7 |
|
LOW |
4,774.0 |
|
0.618 |
4,709.7 |
|
1.000 |
4,670.0 |
|
1.618 |
4,605.7 |
|
2.618 |
4,501.7 |
|
4.250 |
4,332.0 |
|
|
| Fisher Pivots for day following 02-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,826.0 |
4,745.8 |
| PP |
4,808.7 |
4,717.7 |
| S1 |
4,791.3 |
4,689.5 |
|