| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
11,063 |
10,860 |
-203 |
-1.8% |
11,269 |
| High |
11,145 |
11,040 |
-105 |
-0.9% |
11,611 |
| Low |
10,831 |
10,750 |
-81 |
-0.7% |
10,468 |
| Close |
10,854 |
10,860 |
6 |
0.1% |
11,359 |
| Range |
314 |
290 |
-24 |
-7.6% |
1,143 |
| ATR |
342 |
338 |
-4 |
-1.1% |
0 |
| Volume |
211,362 |
237,879 |
26,517 |
12.5% |
1,857,186 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,753 |
11,597 |
11,020 |
|
| R3 |
11,463 |
11,307 |
10,940 |
|
| R2 |
11,173 |
11,173 |
10,913 |
|
| R1 |
11,017 |
11,017 |
10,887 |
11,005 |
| PP |
10,883 |
10,883 |
10,883 |
10,878 |
| S1 |
10,727 |
10,727 |
10,834 |
10,715 |
| S2 |
10,593 |
10,593 |
10,807 |
|
| S3 |
10,303 |
10,437 |
10,780 |
|
| S4 |
10,013 |
10,147 |
10,701 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,575 |
14,110 |
11,988 |
|
| R3 |
13,432 |
12,967 |
11,673 |
|
| R2 |
12,289 |
12,289 |
11,569 |
|
| R1 |
11,824 |
11,824 |
11,464 |
12,057 |
| PP |
11,146 |
11,146 |
11,146 |
11,262 |
| S1 |
10,681 |
10,681 |
11,254 |
10,914 |
| S2 |
10,003 |
10,003 |
11,150 |
|
| S3 |
8,860 |
9,538 |
11,045 |
|
| S4 |
7,717 |
8,395 |
10,730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,611 |
10,468 |
1,143 |
10.5% |
454 |
4.2% |
34% |
False |
False |
316,839 |
| 10 |
11,611 |
10,468 |
1,143 |
10.5% |
412 |
3.8% |
34% |
False |
False |
276,879 |
| 20 |
11,788 |
10,468 |
1,320 |
12.2% |
317 |
2.9% |
30% |
False |
False |
139,358 |
| 40 |
11,848 |
10,468 |
1,380 |
12.7% |
272 |
2.5% |
28% |
False |
False |
69,917 |
| 60 |
11,848 |
10,468 |
1,380 |
12.7% |
261 |
2.4% |
28% |
False |
False |
46,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,273 |
|
2.618 |
11,799 |
|
1.618 |
11,509 |
|
1.000 |
11,330 |
|
0.618 |
11,219 |
|
HIGH |
11,040 |
|
0.618 |
10,929 |
|
0.500 |
10,895 |
|
0.382 |
10,861 |
|
LOW |
10,750 |
|
0.618 |
10,571 |
|
1.000 |
10,460 |
|
1.618 |
10,281 |
|
2.618 |
9,991 |
|
4.250 |
9,518 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
10,895 |
11,071 |
| PP |
10,883 |
11,001 |
| S1 |
10,872 |
10,930 |
|