| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
791.5 |
867.7 |
76.2 |
9.6% |
820.0 |
| High |
875.9 |
925.3 |
49.4 |
5.6% |
826.5 |
| Low |
786.6 |
849.6 |
63.0 |
8.0% |
743.9 |
| Close |
854.3 |
901.0 |
46.7 |
5.5% |
768.2 |
| Range |
89.3 |
75.7 |
-13.6 |
-15.2% |
82.6 |
| ATR |
26.9 |
30.4 |
3.5 |
12.9% |
0.0 |
| Volume |
4,394 |
10,674 |
6,280 |
142.9% |
18,596 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,119.1 |
1,085.7 |
942.6 |
|
| R3 |
1,043.4 |
1,010.0 |
921.8 |
|
| R2 |
967.7 |
967.7 |
914.9 |
|
| R1 |
934.3 |
934.3 |
907.9 |
951.0 |
| PP |
892.0 |
892.0 |
892.0 |
900.3 |
| S1 |
858.6 |
858.6 |
894.1 |
875.3 |
| S2 |
816.3 |
816.3 |
887.1 |
|
| S3 |
740.6 |
782.9 |
880.2 |
|
| S4 |
664.9 |
707.2 |
859.4 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,027.3 |
980.4 |
813.6 |
|
| R3 |
944.7 |
897.8 |
790.9 |
|
| R2 |
862.1 |
862.1 |
783.3 |
|
| R1 |
815.2 |
815.2 |
775.8 |
797.4 |
| PP |
779.5 |
779.5 |
779.5 |
770.6 |
| S1 |
732.6 |
732.6 |
760.6 |
714.8 |
| S2 |
696.9 |
696.9 |
753.1 |
|
| S3 |
614.3 |
650.0 |
745.5 |
|
| S4 |
531.7 |
567.4 |
722.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
925.3 |
753.8 |
171.5 |
19.0% |
43.3 |
4.8% |
86% |
True |
False |
4,836 |
| 10 |
925.3 |
743.9 |
181.4 |
20.1% |
33.5 |
3.7% |
87% |
True |
False |
4,015 |
| 20 |
925.3 |
743.9 |
181.4 |
20.1% |
25.9 |
2.9% |
87% |
True |
False |
2,540 |
| 40 |
948.4 |
743.9 |
204.5 |
22.7% |
22.3 |
2.5% |
77% |
False |
False |
2,599 |
| 60 |
1,004.1 |
743.9 |
260.2 |
28.9% |
20.8 |
2.3% |
60% |
False |
False |
2,143 |
| 80 |
1,004.1 |
743.9 |
260.2 |
28.9% |
18.3 |
2.0% |
60% |
False |
False |
1,714 |
| 100 |
1,004.1 |
743.9 |
260.2 |
28.9% |
16.5 |
1.8% |
60% |
False |
False |
1,523 |
| 120 |
1,004.1 |
743.9 |
260.2 |
28.9% |
15.0 |
1.7% |
60% |
False |
False |
1,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.0 |
|
2.618 |
1,123.5 |
|
1.618 |
1,047.8 |
|
1.000 |
1,001.0 |
|
0.618 |
972.1 |
|
HIGH |
925.3 |
|
0.618 |
896.4 |
|
0.500 |
887.5 |
|
0.382 |
878.5 |
|
LOW |
849.6 |
|
0.618 |
802.8 |
|
1.000 |
773.9 |
|
1.618 |
727.1 |
|
2.618 |
651.4 |
|
4.250 |
527.9 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
896.5 |
884.7 |
| PP |
892.0 |
868.4 |
| S1 |
887.5 |
852.1 |
|