| Trading Metrics calculated at close of trading on 09-Oct-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2008 |
09-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
4,453.0 |
4,365.0 |
-88.0 |
-2.0% |
4,974.0 |
| High |
4,493.0 |
4,404.0 |
-89.0 |
-2.0% |
5,009.0 |
| Low |
4,332.0 |
4,289.0 |
-43.0 |
-1.0% |
4,494.0 |
| Close |
4,346.0 |
4,299.0 |
-47.0 |
-1.1% |
4,754.0 |
| Range |
161.0 |
115.0 |
-46.0 |
-28.6% |
515.0 |
| ATR |
176.6 |
172.2 |
-4.4 |
-2.5% |
0.0 |
| Volume |
41,225 |
48,074 |
6,849 |
16.6% |
168,550 |
|
| Daily Pivots for day following 09-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,675.7 |
4,602.3 |
4,362.3 |
|
| R3 |
4,560.7 |
4,487.3 |
4,330.6 |
|
| R2 |
4,445.7 |
4,445.7 |
4,320.1 |
|
| R1 |
4,372.3 |
4,372.3 |
4,309.5 |
4,351.5 |
| PP |
4,330.7 |
4,330.7 |
4,330.7 |
4,320.3 |
| S1 |
4,257.3 |
4,257.3 |
4,288.5 |
4,236.5 |
| S2 |
4,215.7 |
4,215.7 |
4,277.9 |
|
| S3 |
4,100.7 |
4,142.3 |
4,267.4 |
|
| S4 |
3,985.7 |
4,027.3 |
4,235.8 |
|
|
| 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 |
4,766.0 |
4,289.0 |
477.0 |
11.1% |
165.2 |
3.8% |
2% |
False |
True |
36,712 |
| 10 |
5,049.0 |
4,289.0 |
760.0 |
17.7% |
168.9 |
3.9% |
1% |
False |
True |
35,401 |
| 20 |
5,097.0 |
4,289.0 |
808.0 |
18.8% |
135.1 |
3.1% |
1% |
False |
True |
41,391 |
| 40 |
5,226.0 |
4,289.0 |
937.0 |
21.8% |
95.2 |
2.2% |
1% |
False |
True |
20,920 |
| 60 |
5,226.0 |
4,289.0 |
937.0 |
21.8% |
76.1 |
1.8% |
1% |
False |
True |
13,974 |
| 80 |
5,399.0 |
4,289.0 |
1,110.0 |
25.8% |
68.9 |
1.6% |
1% |
False |
True |
10,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,892.8 |
|
2.618 |
4,705.1 |
|
1.618 |
4,590.1 |
|
1.000 |
4,519.0 |
|
0.618 |
4,475.1 |
|
HIGH |
4,404.0 |
|
0.618 |
4,360.1 |
|
0.500 |
4,346.5 |
|
0.382 |
4,332.9 |
|
LOW |
4,289.0 |
|
0.618 |
4,217.9 |
|
1.000 |
4,174.0 |
|
1.618 |
4,102.9 |
|
2.618 |
3,987.9 |
|
4.250 |
3,800.3 |
|
|
| Fisher Pivots for day following 09-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,346.5 |
4,498.5 |
| PP |
4,330.7 |
4,432.0 |
| S1 |
4,314.8 |
4,365.5 |
|