| Trading Metrics calculated at close of trading on 06-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2008 |
06-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,670.0 |
4,682.0 |
12.0 |
0.3% |
4,974.0 |
| High |
4,766.0 |
4,692.0 |
-74.0 |
-1.6% |
5,009.0 |
| Low |
4,656.0 |
4,542.0 |
-114.0 |
-2.4% |
4,494.0 |
| Close |
4,754.0 |
4,568.0 |
-186.0 |
-3.9% |
4,754.0 |
| Range |
110.0 |
150.0 |
40.0 |
36.4% |
515.0 |
| ATR |
148.5 |
153.0 |
4.5 |
3.1% |
0.0 |
| Volume |
26,210 |
19,568 |
-6,642 |
-25.3% |
168,550 |
|
| Daily Pivots for day following 06-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,050.7 |
4,959.3 |
4,650.5 |
|
| R3 |
4,900.7 |
4,809.3 |
4,609.3 |
|
| R2 |
4,750.7 |
4,750.7 |
4,595.5 |
|
| R1 |
4,659.3 |
4,659.3 |
4,581.8 |
4,630.0 |
| PP |
4,600.7 |
4,600.7 |
4,600.7 |
4,586.0 |
| S1 |
4,509.3 |
4,509.3 |
4,554.3 |
4,480.0 |
| S2 |
4,450.7 |
4,450.7 |
4,540.5 |
|
| S3 |
4,300.7 |
4,359.3 |
4,526.8 |
|
| S4 |
4,150.7 |
4,209.3 |
4,485.5 |
|
|
| 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 |
4,885.0 |
4,494.0 |
391.0 |
8.6% |
152.0 |
3.3% |
19% |
False |
False |
31,612 |
| 10 |
5,058.0 |
4,494.0 |
564.0 |
12.3% |
136.4 |
3.0% |
13% |
False |
False |
30,702 |
| 20 |
5,113.0 |
4,494.0 |
619.0 |
13.6% |
120.3 |
2.6% |
12% |
False |
False |
34,779 |
| 40 |
5,226.0 |
4,494.0 |
732.0 |
16.0% |
83.6 |
1.8% |
10% |
False |
False |
17,489 |
| 60 |
5,226.0 |
4,494.0 |
732.0 |
16.0% |
68.5 |
1.5% |
10% |
False |
False |
11,681 |
| 80 |
5,495.0 |
4,494.0 |
1,001.0 |
21.9% |
62.4 |
1.4% |
7% |
False |
False |
8,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,329.5 |
|
2.618 |
5,084.7 |
|
1.618 |
4,934.7 |
|
1.000 |
4,842.0 |
|
0.618 |
4,784.7 |
|
HIGH |
4,692.0 |
|
0.618 |
4,634.7 |
|
0.500 |
4,617.0 |
|
0.382 |
4,599.3 |
|
LOW |
4,542.0 |
|
0.618 |
4,449.3 |
|
1.000 |
4,392.0 |
|
1.618 |
4,299.3 |
|
2.618 |
4,149.3 |
|
4.250 |
3,904.5 |
|
|
| Fisher Pivots for day following 06-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,617.0 |
4,710.0 |
| PP |
4,600.7 |
4,662.7 |
| S1 |
4,584.3 |
4,615.3 |
|