| 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 |
3,096.0 |
3,048.0 |
-48.0 |
-1.6% |
3,170.0 |
| High |
3,154.0 |
3,179.0 |
25.0 |
0.8% |
3,179.0 |
| Low |
3,026.0 |
3,039.0 |
13.0 |
0.4% |
2,886.0 |
| Close |
3,049.0 |
3,153.0 |
104.0 |
3.4% |
3,153.0 |
| Range |
128.0 |
140.0 |
12.0 |
9.4% |
293.0 |
| ATR |
124.1 |
125.3 |
1.1 |
0.9% |
0.0 |
| Volume |
423 |
4,930 |
4,507 |
1,065.5% |
10,523 |
|
| Daily Pivots for day following 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,543.7 |
3,488.3 |
3,230.0 |
|
| R3 |
3,403.7 |
3,348.3 |
3,191.5 |
|
| R2 |
3,263.7 |
3,263.7 |
3,178.7 |
|
| R1 |
3,208.3 |
3,208.3 |
3,165.8 |
3,236.0 |
| PP |
3,123.7 |
3,123.7 |
3,123.7 |
3,137.5 |
| S1 |
3,068.3 |
3,068.3 |
3,140.2 |
3,096.0 |
| S2 |
2,983.7 |
2,983.7 |
3,127.3 |
|
| S3 |
2,843.7 |
2,928.3 |
3,114.5 |
|
| S4 |
2,703.7 |
2,788.3 |
3,076.0 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,951.7 |
3,845.3 |
3,314.2 |
|
| R3 |
3,658.7 |
3,552.3 |
3,233.6 |
|
| R2 |
3,365.7 |
3,365.7 |
3,206.7 |
|
| R1 |
3,259.3 |
3,259.3 |
3,179.9 |
3,166.0 |
| PP |
3,072.7 |
3,072.7 |
3,072.7 |
3,026.0 |
| S1 |
2,966.3 |
2,966.3 |
3,126.1 |
2,873.0 |
| S2 |
2,779.7 |
2,779.7 |
3,099.3 |
|
| S3 |
2,486.7 |
2,673.3 |
3,072.4 |
|
| S4 |
2,193.7 |
2,380.3 |
2,991.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,179.0 |
2,886.0 |
293.0 |
9.3% |
166.0 |
5.3% |
91% |
True |
False |
2,104 |
| 10 |
3,326.0 |
2,886.0 |
440.0 |
14.0% |
128.1 |
4.1% |
61% |
False |
False |
2,527 |
| 20 |
3,379.0 |
2,886.0 |
493.0 |
15.6% |
118.2 |
3.7% |
54% |
False |
False |
23,246 |
| 40 |
3,515.0 |
2,886.0 |
629.0 |
19.9% |
83.3 |
2.6% |
42% |
False |
False |
12,451 |
| 60 |
3,515.0 |
2,886.0 |
629.0 |
19.9% |
73.3 |
2.3% |
42% |
False |
False |
8,688 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,774.0 |
|
2.618 |
3,545.5 |
|
1.618 |
3,405.5 |
|
1.000 |
3,319.0 |
|
0.618 |
3,265.5 |
|
HIGH |
3,179.0 |
|
0.618 |
3,125.5 |
|
0.500 |
3,109.0 |
|
0.382 |
3,092.5 |
|
LOW |
3,039.0 |
|
0.618 |
2,952.5 |
|
1.000 |
2,899.0 |
|
1.618 |
2,812.5 |
|
2.618 |
2,672.5 |
|
4.250 |
2,444.0 |
|
|
| Fisher Pivots for day following 03-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,138.3 |
3,136.2 |
| PP |
3,123.7 |
3,119.3 |
| S1 |
3,109.0 |
3,102.5 |
|