| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,166.0 |
3,166.0 |
0.0 |
0.0% |
3,300.0 |
| High |
3,182.0 |
3,182.0 |
0.0 |
0.0% |
3,336.0 |
| Low |
3,089.0 |
3,089.0 |
0.0 |
0.0% |
3,176.0 |
| Close |
3,144.0 |
3,144.0 |
0.0 |
0.0% |
3,277.0 |
| Range |
93.0 |
93.0 |
0.0 |
0.0% |
160.0 |
| ATR |
90.5 |
90.7 |
0.2 |
0.2% |
0.0 |
| Volume |
3,479,886 |
0 |
-3,479,886 |
-100.0% |
9,524,287 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,417.3 |
3,373.7 |
3,195.2 |
|
| R3 |
3,324.3 |
3,280.7 |
3,169.6 |
|
| R2 |
3,231.3 |
3,231.3 |
3,161.1 |
|
| R1 |
3,187.7 |
3,187.7 |
3,152.5 |
3,163.0 |
| PP |
3,138.3 |
3,138.3 |
3,138.3 |
3,126.0 |
| S1 |
3,094.7 |
3,094.7 |
3,135.5 |
3,070.0 |
| S2 |
3,045.3 |
3,045.3 |
3,127.0 |
|
| S3 |
2,952.3 |
3,001.7 |
3,118.4 |
|
| S4 |
2,859.3 |
2,908.7 |
3,092.9 |
|
|
| 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 |
3,285.0 |
3,089.0 |
196.0 |
6.2% |
80.8 |
2.6% |
28% |
False |
True |
1,804,008 |
| 10 |
3,403.0 |
3,089.0 |
314.0 |
10.0% |
85.9 |
2.7% |
18% |
False |
True |
1,855,805 |
| 20 |
3,438.0 |
3,089.0 |
349.0 |
11.1% |
74.3 |
2.4% |
16% |
False |
True |
1,393,257 |
| 40 |
3,474.0 |
3,089.0 |
385.0 |
12.2% |
71.9 |
2.3% |
14% |
False |
True |
1,295,778 |
| 60 |
3,499.0 |
3,089.0 |
410.0 |
13.0% |
77.6 |
2.5% |
13% |
False |
True |
1,459,044 |
| 80 |
3,822.0 |
3,089.0 |
733.0 |
23.3% |
74.2 |
2.4% |
8% |
False |
True |
1,194,195 |
| 100 |
3,905.0 |
3,089.0 |
816.0 |
26.0% |
68.4 |
2.2% |
7% |
False |
True |
955,839 |
| 120 |
3,905.0 |
3,089.0 |
816.0 |
26.0% |
68.3 |
2.2% |
7% |
False |
True |
796,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,577.3 |
|
2.618 |
3,425.5 |
|
1.618 |
3,332.5 |
|
1.000 |
3,275.0 |
|
0.618 |
3,239.5 |
|
HIGH |
3,182.0 |
|
0.618 |
3,146.5 |
|
0.500 |
3,135.5 |
|
0.382 |
3,124.5 |
|
LOW |
3,089.0 |
|
0.618 |
3,031.5 |
|
1.000 |
2,996.0 |
|
1.618 |
2,938.5 |
|
2.618 |
2,845.5 |
|
4.250 |
2,693.8 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,141.2 |
3,187.0 |
| PP |
3,138.3 |
3,172.7 |
| S1 |
3,135.5 |
3,158.3 |
|