| Trading Metrics calculated at close of trading on 29-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2008 |
29-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,228.0 |
6,165.0 |
-63.0 |
-1.0% |
6,307.5 |
| High |
6,240.0 |
6,165.0 |
-75.0 |
-1.2% |
6,345.0 |
| Low |
6,145.0 |
5,631.0 |
-514.0 |
-8.4% |
6,124.0 |
| Close |
6,199.5 |
5,936.5 |
-263.0 |
-4.2% |
6,199.5 |
| Range |
95.0 |
534.0 |
439.0 |
462.1% |
221.0 |
| ATR |
167.1 |
195.7 |
28.7 |
17.2% |
0.0 |
| Volume |
1,098 |
969 |
-129 |
-11.7% |
4,439 |
|
| Daily Pivots for day following 29-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,512.8 |
7,258.7 |
6,230.2 |
|
| R3 |
6,978.8 |
6,724.7 |
6,083.4 |
|
| R2 |
6,444.8 |
6,444.8 |
6,034.4 |
|
| R1 |
6,190.7 |
6,190.7 |
5,985.5 |
6,050.8 |
| PP |
5,910.8 |
5,910.8 |
5,910.8 |
5,840.9 |
| S1 |
5,656.7 |
5,656.7 |
5,887.6 |
5,516.8 |
| S2 |
5,376.8 |
5,376.8 |
5,838.6 |
|
| S3 |
4,842.8 |
5,122.7 |
5,789.7 |
|
| S4 |
4,308.8 |
4,588.7 |
5,642.8 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,885.8 |
6,763.7 |
6,321.1 |
|
| R3 |
6,664.8 |
6,542.7 |
6,260.3 |
|
| R2 |
6,443.8 |
6,443.8 |
6,240.0 |
|
| R1 |
6,321.7 |
6,321.7 |
6,219.8 |
6,272.3 |
| PP |
6,222.8 |
6,222.8 |
6,222.8 |
6,198.1 |
| S1 |
6,100.7 |
6,100.7 |
6,179.2 |
6,051.3 |
| S2 |
6,001.8 |
6,001.8 |
6,159.0 |
|
| S3 |
5,780.8 |
5,879.7 |
6,138.7 |
|
| S4 |
5,559.8 |
5,658.7 |
6,078.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,318.5 |
5,631.0 |
687.5 |
11.6% |
195.3 |
3.3% |
44% |
False |
True |
887 |
| 10 |
6,353.5 |
5,631.0 |
722.5 |
12.2% |
201.1 |
3.4% |
42% |
False |
True |
3,115 |
| 20 |
6,706.5 |
5,631.0 |
1,075.5 |
18.1% |
171.0 |
2.9% |
28% |
False |
True |
2,685 |
| 40 |
6,806.5 |
5,631.0 |
1,175.5 |
19.8% |
136.8 |
2.3% |
26% |
False |
True |
1,517 |
| 60 |
6,806.5 |
5,631.0 |
1,175.5 |
19.8% |
132.6 |
2.2% |
26% |
False |
True |
1,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,434.5 |
|
2.618 |
7,563.0 |
|
1.618 |
7,029.0 |
|
1.000 |
6,699.0 |
|
0.618 |
6,495.0 |
|
HIGH |
6,165.0 |
|
0.618 |
5,961.0 |
|
0.500 |
5,898.0 |
|
0.382 |
5,835.0 |
|
LOW |
5,631.0 |
|
0.618 |
5,301.0 |
|
1.000 |
5,097.0 |
|
1.618 |
4,767.0 |
|
2.618 |
4,233.0 |
|
4.250 |
3,361.5 |
|
|
| Fisher Pivots for day following 29-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,923.7 |
5,974.8 |
| PP |
5,910.8 |
5,962.0 |
| S1 |
5,898.0 |
5,949.3 |
|