| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2008 |
07-Oct-2008 |
Change |
Change % |
Previous Week |
| Open |
3,009.0 |
2,940.0 |
-69.0 |
-2.3% |
3,170.0 |
| High |
3,011.0 |
2,988.0 |
-23.0 |
-0.8% |
3,179.0 |
| Low |
2,832.0 |
2,787.0 |
-45.0 |
-1.6% |
2,886.0 |
| Close |
2,897.0 |
2,901.0 |
4.0 |
0.1% |
3,153.0 |
| Range |
179.0 |
201.0 |
22.0 |
12.3% |
293.0 |
| ATR |
139.3 |
143.7 |
4.4 |
3.2% |
0.0 |
| Volume |
1,220 |
1,565 |
345 |
28.3% |
10,523 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,495.0 |
3,399.0 |
3,011.6 |
|
| R3 |
3,294.0 |
3,198.0 |
2,956.3 |
|
| R2 |
3,093.0 |
3,093.0 |
2,937.9 |
|
| R1 |
2,997.0 |
2,997.0 |
2,919.4 |
2,944.5 |
| PP |
2,892.0 |
2,892.0 |
2,892.0 |
2,865.8 |
| S1 |
2,796.0 |
2,796.0 |
2,882.6 |
2,743.5 |
| S2 |
2,691.0 |
2,691.0 |
2,864.2 |
|
| S3 |
2,490.0 |
2,595.0 |
2,845.7 |
|
| S4 |
2,289.0 |
2,394.0 |
2,790.5 |
|
|
| 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 |
2,787.0 |
392.0 |
13.5% |
147.0 |
5.1% |
29% |
False |
True |
1,867 |
| 10 |
3,268.0 |
2,787.0 |
481.0 |
16.6% |
142.2 |
4.9% |
24% |
False |
True |
2,300 |
| 20 |
3,349.0 |
2,787.0 |
562.0 |
19.4% |
129.1 |
4.5% |
20% |
False |
True |
22,440 |
| 40 |
3,476.0 |
2,787.0 |
689.0 |
23.8% |
91.9 |
3.2% |
17% |
False |
True |
12,506 |
| 60 |
3,515.0 |
2,787.0 |
728.0 |
25.1% |
77.7 |
2.7% |
16% |
False |
True |
8,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,842.3 |
|
2.618 |
3,514.2 |
|
1.618 |
3,313.2 |
|
1.000 |
3,189.0 |
|
0.618 |
3,112.2 |
|
HIGH |
2,988.0 |
|
0.618 |
2,911.2 |
|
0.500 |
2,887.5 |
|
0.382 |
2,863.8 |
|
LOW |
2,787.0 |
|
0.618 |
2,662.8 |
|
1.000 |
2,586.0 |
|
1.618 |
2,461.8 |
|
2.618 |
2,260.8 |
|
4.250 |
1,932.8 |
|
|