| Trading Metrics calculated at close of trading on 03-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2008 |
03-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,875.0 |
4,670.0 |
-205.0 |
-4.2% |
4,974.0 |
| High |
4,878.0 |
4,766.0 |
-112.0 |
-2.3% |
5,009.0 |
| Low |
4,774.0 |
4,656.0 |
-118.0 |
-2.5% |
4,494.0 |
| Close |
4,774.0 |
4,754.0 |
-20.0 |
-0.4% |
4,754.0 |
| Range |
104.0 |
110.0 |
6.0 |
5.8% |
515.0 |
| ATR |
150.8 |
148.5 |
-2.3 |
-1.6% |
0.0 |
| Volume |
31,249 |
26,210 |
-5,039 |
-16.1% |
168,550 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,055.3 |
5,014.7 |
4,814.5 |
|
| R3 |
4,945.3 |
4,904.7 |
4,784.3 |
|
| R2 |
4,835.3 |
4,835.3 |
4,774.2 |
|
| R1 |
4,794.7 |
4,794.7 |
4,764.1 |
4,815.0 |
| PP |
4,725.3 |
4,725.3 |
4,725.3 |
4,735.5 |
| S1 |
4,684.7 |
4,684.7 |
4,743.9 |
4,705.0 |
| S2 |
4,615.3 |
4,615.3 |
4,733.8 |
|
| S3 |
4,505.3 |
4,574.7 |
4,723.8 |
|
| S4 |
4,395.3 |
4,464.7 |
4,693.5 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,297.3 |
6,040.7 |
5,037.3 |
|
| R3 |
5,782.3 |
5,525.7 |
4,895.6 |
|
| R2 |
5,267.3 |
5,267.3 |
4,848.4 |
|
| R1 |
5,010.7 |
5,010.7 |
4,801.2 |
4,881.5 |
| PP |
4,752.3 |
4,752.3 |
4,752.3 |
4,687.8 |
| S1 |
4,495.7 |
4,495.7 |
4,706.8 |
4,366.5 |
| S2 |
4,237.3 |
4,237.3 |
4,659.6 |
|
| S3 |
3,722.3 |
3,980.7 |
4,612.4 |
|
| S4 |
3,207.3 |
3,465.7 |
4,470.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,009.0 |
4,494.0 |
515.0 |
10.8% |
159.8 |
3.4% |
50% |
False |
False |
33,710 |
| 10 |
5,097.0 |
4,494.0 |
603.0 |
12.7% |
132.9 |
2.8% |
43% |
False |
False |
34,405 |
| 20 |
5,125.0 |
4,494.0 |
631.0 |
13.3% |
116.5 |
2.5% |
41% |
False |
False |
33,826 |
| 40 |
5,226.0 |
4,494.0 |
732.0 |
15.4% |
81.0 |
1.7% |
36% |
False |
False |
17,003 |
| 60 |
5,226.0 |
4,494.0 |
732.0 |
15.4% |
66.8 |
1.4% |
36% |
False |
False |
11,356 |
| 80 |
5,495.0 |
4,494.0 |
1,001.0 |
21.1% |
60.5 |
1.3% |
26% |
False |
False |
8,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,233.5 |
|
2.618 |
5,054.0 |
|
1.618 |
4,944.0 |
|
1.000 |
4,876.0 |
|
0.618 |
4,834.0 |
|
HIGH |
4,766.0 |
|
0.618 |
4,724.0 |
|
0.500 |
4,711.0 |
|
0.382 |
4,698.0 |
|
LOW |
4,656.0 |
|
0.618 |
4,588.0 |
|
1.000 |
4,546.0 |
|
1.618 |
4,478.0 |
|
2.618 |
4,368.0 |
|
4.250 |
4,188.5 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,739.7 |
4,770.5 |
| PP |
4,725.3 |
4,765.0 |
| S1 |
4,711.0 |
4,759.5 |
|