| Trading Metrics calculated at close of trading on 07-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,682.0 |
4,420.0 |
-262.0 |
-5.6% |
4,974.0 |
| High |
4,692.0 |
4,708.0 |
16.0 |
0.3% |
5,009.0 |
| Low |
4,542.0 |
4,418.0 |
-124.0 |
-2.7% |
4,494.0 |
| Close |
4,568.0 |
4,688.0 |
120.0 |
2.6% |
4,754.0 |
| Range |
150.0 |
290.0 |
140.0 |
93.3% |
515.0 |
| ATR |
153.0 |
162.8 |
9.8 |
6.4% |
0.0 |
| Volume |
19,568 |
48,486 |
28,918 |
147.8% |
168,550 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,474.7 |
5,371.3 |
4,847.5 |
|
| R3 |
5,184.7 |
5,081.3 |
4,767.8 |
|
| R2 |
4,894.7 |
4,894.7 |
4,741.2 |
|
| R1 |
4,791.3 |
4,791.3 |
4,714.6 |
4,843.0 |
| PP |
4,604.7 |
4,604.7 |
4,604.7 |
4,630.5 |
| S1 |
4,501.3 |
4,501.3 |
4,661.4 |
4,553.0 |
| S2 |
4,314.7 |
4,314.7 |
4,634.8 |
|
| S3 |
4,024.7 |
4,211.3 |
4,608.3 |
|
| S4 |
3,734.7 |
3,921.3 |
4,528.5 |
|
|
| 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 |
4,418.0 |
467.0 |
10.0% |
156.8 |
3.3% |
58% |
False |
True |
32,018 |
| 10 |
5,058.0 |
4,418.0 |
640.0 |
13.7% |
156.1 |
3.3% |
42% |
False |
True |
31,899 |
| 20 |
5,097.0 |
4,418.0 |
679.0 |
14.5% |
130.3 |
2.8% |
40% |
False |
True |
37,173 |
| 40 |
5,226.0 |
4,418.0 |
808.0 |
17.2% |
90.3 |
1.9% |
33% |
False |
True |
18,692 |
| 60 |
5,226.0 |
4,418.0 |
808.0 |
17.2% |
72.0 |
1.5% |
33% |
False |
True |
12,487 |
| 80 |
5,495.0 |
4,418.0 |
1,077.0 |
23.0% |
66.0 |
1.4% |
25% |
False |
True |
9,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,940.5 |
|
2.618 |
5,467.2 |
|
1.618 |
5,177.2 |
|
1.000 |
4,998.0 |
|
0.618 |
4,887.2 |
|
HIGH |
4,708.0 |
|
0.618 |
4,597.2 |
|
0.500 |
4,563.0 |
|
0.382 |
4,528.8 |
|
LOW |
4,418.0 |
|
0.618 |
4,238.8 |
|
1.000 |
4,128.0 |
|
1.618 |
3,948.8 |
|
2.618 |
3,658.8 |
|
4.250 |
3,185.5 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,646.3 |
4,656.0 |
| PP |
4,604.7 |
4,624.0 |
| S1 |
4,563.0 |
4,592.0 |
|