| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,706.50 |
1,735.00 |
28.50 |
1.7% |
1,763.75 |
| High |
1,801.50 |
1,752.00 |
-49.50 |
-2.7% |
1,801.50 |
| Low |
1,704.00 |
1,663.25 |
-40.75 |
-2.4% |
1,612.25 |
| Close |
1,739.50 |
1,669.75 |
-69.75 |
-4.0% |
1,739.50 |
| Range |
97.50 |
88.75 |
-8.75 |
-9.0% |
189.25 |
| ATR |
58.51 |
60.67 |
2.16 |
3.7% |
0.00 |
| Volume |
1,039,167 |
536,698 |
-502,469 |
-48.4% |
3,430,065 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,961.25 |
1,904.25 |
1,718.50 |
|
| R3 |
1,872.50 |
1,815.50 |
1,694.25 |
|
| R2 |
1,783.75 |
1,783.75 |
1,686.00 |
|
| R1 |
1,726.75 |
1,726.75 |
1,678.00 |
1,711.00 |
| PP |
1,695.00 |
1,695.00 |
1,695.00 |
1,687.00 |
| S1 |
1,638.00 |
1,638.00 |
1,661.50 |
1,622.00 |
| S2 |
1,606.25 |
1,606.25 |
1,653.50 |
|
| S3 |
1,517.50 |
1,549.25 |
1,645.25 |
|
| S4 |
1,428.75 |
1,460.50 |
1,621.00 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,285.50 |
2,201.75 |
1,843.50 |
|
| R3 |
2,096.25 |
2,012.50 |
1,791.50 |
|
| R2 |
1,907.00 |
1,907.00 |
1,774.25 |
|
| R1 |
1,823.25 |
1,823.25 |
1,756.75 |
1,770.50 |
| PP |
1,717.75 |
1,717.75 |
1,717.75 |
1,691.50 |
| S1 |
1,634.00 |
1,634.00 |
1,722.25 |
1,581.25 |
| S2 |
1,528.50 |
1,528.50 |
1,704.75 |
|
| S3 |
1,339.25 |
1,444.75 |
1,687.50 |
|
| S4 |
1,150.00 |
1,255.50 |
1,635.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,801.50 |
1,612.25 |
189.25 |
11.3% |
90.50 |
5.4% |
30% |
False |
False |
710,155 |
| 10 |
1,821.75 |
1,612.25 |
209.50 |
12.5% |
72.50 |
4.3% |
27% |
False |
False |
436,028 |
| 20 |
1,950.00 |
1,612.25 |
337.75 |
20.2% |
57.25 |
3.4% |
17% |
False |
False |
218,408 |
| 40 |
1,985.25 |
1,612.25 |
373.00 |
22.3% |
49.25 |
3.0% |
15% |
False |
False |
109,399 |
| 60 |
1,985.25 |
1,612.25 |
373.00 |
22.3% |
48.00 |
2.9% |
15% |
False |
False |
73,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,129.25 |
|
2.618 |
1,984.25 |
|
1.618 |
1,895.50 |
|
1.000 |
1,840.75 |
|
0.618 |
1,806.75 |
|
HIGH |
1,752.00 |
|
0.618 |
1,718.00 |
|
0.500 |
1,707.50 |
|
0.382 |
1,697.25 |
|
LOW |
1,663.25 |
|
0.618 |
1,608.50 |
|
1.000 |
1,574.50 |
|
1.618 |
1,519.75 |
|
2.618 |
1,431.00 |
|
4.250 |
1,286.00 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,707.50 |
1,707.00 |
| PP |
1,695.00 |
1,694.50 |
| S1 |
1,682.50 |
1,682.00 |
|