| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,228.0 |
3,261.0 |
33.0 |
1.0% |
3,300.0 |
| High |
3,273.0 |
3,285.0 |
12.0 |
0.4% |
3,336.0 |
| Low |
3,176.0 |
3,225.0 |
49.0 |
1.5% |
3,176.0 |
| Close |
3,219.0 |
3,277.0 |
58.0 |
1.8% |
3,277.0 |
| Range |
97.0 |
60.0 |
-37.0 |
-38.1% |
160.0 |
| ATR |
84.3 |
83.0 |
-1.3 |
-1.6% |
0.0 |
| Volume |
2,020,461 |
1,591,279 |
-429,182 |
-21.2% |
9,524,287 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,442.3 |
3,419.7 |
3,310.0 |
|
| R3 |
3,382.3 |
3,359.7 |
3,293.5 |
|
| R2 |
3,322.3 |
3,322.3 |
3,288.0 |
|
| R1 |
3,299.7 |
3,299.7 |
3,282.5 |
3,311.0 |
| PP |
3,262.3 |
3,262.3 |
3,262.3 |
3,268.0 |
| S1 |
3,239.7 |
3,239.7 |
3,271.5 |
3,251.0 |
| S2 |
3,202.3 |
3,202.3 |
3,266.0 |
|
| S3 |
3,142.3 |
3,179.7 |
3,260.5 |
|
| S4 |
3,082.3 |
3,119.7 |
3,244.0 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,743.0 |
3,670.0 |
3,365.0 |
|
| R3 |
3,583.0 |
3,510.0 |
3,321.0 |
|
| R2 |
3,423.0 |
3,423.0 |
3,306.3 |
|
| R1 |
3,350.0 |
3,350.0 |
3,291.7 |
3,306.5 |
| PP |
3,263.0 |
3,263.0 |
3,263.0 |
3,241.3 |
| S1 |
3,190.0 |
3,190.0 |
3,262.3 |
3,146.5 |
| S2 |
3,103.0 |
3,103.0 |
3,247.7 |
|
| S3 |
2,943.0 |
3,030.0 |
3,233.0 |
|
| S4 |
2,783.0 |
2,870.0 |
3,189.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,336.0 |
3,176.0 |
160.0 |
4.9% |
79.2 |
2.4% |
63% |
False |
False |
1,904,857 |
| 10 |
3,438.0 |
3,174.0 |
264.0 |
8.1% |
81.4 |
2.5% |
39% |
False |
False |
1,696,725 |
| 20 |
3,438.0 |
3,174.0 |
264.0 |
8.1% |
72.4 |
2.2% |
39% |
False |
False |
1,327,826 |
| 40 |
3,474.0 |
3,174.0 |
300.0 |
9.2% |
71.5 |
2.2% |
34% |
False |
False |
1,272,093 |
| 60 |
3,533.0 |
3,107.0 |
426.0 |
13.0% |
77.1 |
2.4% |
40% |
False |
False |
1,449,735 |
| 80 |
3,822.0 |
3,107.0 |
715.0 |
21.8% |
72.9 |
2.2% |
24% |
False |
False |
1,150,754 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
24.4% |
67.8 |
2.1% |
21% |
False |
False |
921,058 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
24.4% |
67.8 |
2.1% |
21% |
False |
False |
767,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,540.0 |
|
2.618 |
3,442.1 |
|
1.618 |
3,382.1 |
|
1.000 |
3,345.0 |
|
0.618 |
3,322.1 |
|
HIGH |
3,285.0 |
|
0.618 |
3,262.1 |
|
0.500 |
3,255.0 |
|
0.382 |
3,247.9 |
|
LOW |
3,225.0 |
|
0.618 |
3,187.9 |
|
1.000 |
3,165.0 |
|
1.618 |
3,127.9 |
|
2.618 |
3,067.9 |
|
4.250 |
2,970.0 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,269.7 |
3,261.5 |
| PP |
3,262.3 |
3,246.0 |
| S1 |
3,255.0 |
3,230.5 |
|