| 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 |
1,104.75 |
1,055.00 |
-49.75 |
-4.5% |
1,222.50 |
| High |
1,104.75 |
1,077.75 |
-27.00 |
-2.4% |
1,222.50 |
| Low |
1,009.75 |
1,000.00 |
-9.75 |
-1.0% |
1,103.75 |
| Close |
1,053.75 |
1,006.00 |
-47.75 |
-4.5% |
1,109.25 |
| Range |
95.00 |
77.75 |
-17.25 |
-18.2% |
118.75 |
| ATR |
47.58 |
49.74 |
2.15 |
4.5% |
0.00 |
| Volume |
6,192 |
9,124 |
2,932 |
47.4% |
43,337 |
|
| Daily Pivots for day following 07-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.25 |
1,211.25 |
1,048.75 |
|
| R3 |
1,183.50 |
1,133.50 |
1,027.50 |
|
| R2 |
1,105.75 |
1,105.75 |
1,020.25 |
|
| R1 |
1,055.75 |
1,055.75 |
1,013.25 |
1,042.00 |
| PP |
1,028.00 |
1,028.00 |
1,028.00 |
1,021.00 |
| S1 |
978.00 |
978.00 |
998.75 |
964.00 |
| S2 |
950.25 |
950.25 |
991.75 |
|
| S3 |
872.50 |
900.25 |
984.50 |
|
| S4 |
794.75 |
822.50 |
963.25 |
|
|
| Weekly Pivots for week ending 03-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,501.50 |
1,424.00 |
1,174.50 |
|
| R3 |
1,382.75 |
1,305.25 |
1,142.00 |
|
| R2 |
1,264.00 |
1,264.00 |
1,131.00 |
|
| R1 |
1,186.50 |
1,186.50 |
1,120.25 |
1,166.00 |
| PP |
1,145.25 |
1,145.25 |
1,145.25 |
1,134.75 |
| S1 |
1,067.75 |
1,067.75 |
1,098.25 |
1,047.00 |
| S2 |
1,026.50 |
1,026.50 |
1,087.50 |
|
| S3 |
907.75 |
949.00 |
1,076.50 |
|
| S4 |
789.00 |
830.25 |
1,044.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,175.00 |
1,000.00 |
175.00 |
17.4% |
63.50 |
6.3% |
3% |
False |
True |
8,811 |
| 10 |
1,227.25 |
1,000.00 |
227.25 |
22.6% |
58.50 |
5.8% |
3% |
False |
True |
7,005 |
| 20 |
1,281.75 |
1,000.00 |
281.75 |
28.0% |
51.00 |
5.1% |
2% |
False |
True |
3,727 |
| 40 |
1,309.75 |
1,000.00 |
309.75 |
30.8% |
31.75 |
3.2% |
2% |
False |
True |
1,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,408.25 |
|
2.618 |
1,281.25 |
|
1.618 |
1,203.50 |
|
1.000 |
1,155.50 |
|
0.618 |
1,125.75 |
|
HIGH |
1,077.75 |
|
0.618 |
1,048.00 |
|
0.500 |
1,039.00 |
|
0.382 |
1,029.75 |
|
LOW |
1,000.00 |
|
0.618 |
952.00 |
|
1.000 |
922.25 |
|
1.618 |
874.25 |
|
2.618 |
796.50 |
|
4.250 |
669.50 |
|
|
| Fisher Pivots for day following 07-Oct-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,039.00 |
1,081.00 |
| PP |
1,028.00 |
1,056.00 |
| S1 |
1,017.00 |
1,031.00 |
|