| 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 |
11,274 |
11,455 |
181 |
1.6% |
11,295 |
| High |
11,459 |
11,486 |
27 |
0.2% |
11,574 |
| Low |
11,093 |
11,273 |
180 |
1.6% |
11,093 |
| Close |
11,447 |
11,451 |
4 |
0.0% |
11,451 |
| Range |
366 |
213 |
-153 |
-41.8% |
481 |
| ATR |
249 |
246 |
-3 |
-1.0% |
0 |
| Volume |
8,478 |
169,011 |
160,533 |
1,893.5% |
186,129 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,042 |
11,960 |
11,568 |
|
| R3 |
11,829 |
11,747 |
11,510 |
|
| R2 |
11,616 |
11,616 |
11,490 |
|
| R1 |
11,534 |
11,534 |
11,471 |
11,469 |
| PP |
11,403 |
11,403 |
11,403 |
11,371 |
| S1 |
11,321 |
11,321 |
11,432 |
11,256 |
| S2 |
11,190 |
11,190 |
11,412 |
|
| S3 |
10,977 |
11,108 |
11,393 |
|
| S4 |
10,764 |
10,895 |
11,334 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,816 |
12,614 |
11,716 |
|
| R3 |
12,335 |
12,133 |
11,583 |
|
| R2 |
11,854 |
11,854 |
11,539 |
|
| R1 |
11,652 |
11,652 |
11,495 |
11,753 |
| PP |
11,373 |
11,373 |
11,373 |
11,423 |
| S1 |
11,171 |
11,171 |
11,407 |
11,272 |
| S2 |
10,892 |
10,892 |
11,363 |
|
| S3 |
10,411 |
10,690 |
11,319 |
|
| S4 |
9,930 |
10,209 |
11,187 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,574 |
11,032 |
542 |
4.7% |
252 |
2.2% |
77% |
False |
False |
37,801 |
| 10 |
11,788 |
11,032 |
756 |
6.6% |
253 |
2.2% |
55% |
False |
False |
19,473 |
| 20 |
11,788 |
11,032 |
756 |
6.6% |
228 |
2.0% |
55% |
False |
False |
10,008 |
| 40 |
11,848 |
11,032 |
816 |
7.1% |
226 |
2.0% |
51% |
False |
False |
5,206 |
| 60 |
12,205 |
10,814 |
1,391 |
12.1% |
227 |
2.0% |
46% |
False |
False |
3,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,391 |
|
2.618 |
12,044 |
|
1.618 |
11,831 |
|
1.000 |
11,699 |
|
0.618 |
11,618 |
|
HIGH |
11,486 |
|
0.618 |
11,405 |
|
0.500 |
11,380 |
|
0.382 |
11,354 |
|
LOW |
11,273 |
|
0.618 |
11,141 |
|
1.000 |
11,060 |
|
1.618 |
10,928 |
|
2.618 |
10,715 |
|
4.250 |
10,368 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,427 |
11,397 |
| PP |
11,403 |
11,343 |
| S1 |
11,380 |
11,290 |
|