| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,167.00 |
1,203.25 |
36.25 |
3.1% |
1,235.00 |
| High |
1,218.75 |
1,291.25 |
72.50 |
5.9% |
1,291.25 |
| Low |
1,136.25 |
1,202.50 |
66.25 |
5.8% |
1,136.25 |
| Close |
1,203.25 |
1,246.00 |
42.75 |
3.6% |
1,246.00 |
| Range |
82.50 |
88.75 |
6.25 |
7.6% |
155.00 |
| ATR |
38.47 |
42.06 |
3.59 |
9.3% |
0.00 |
| Volume |
5,035,252 |
6,012,944 |
977,692 |
19.4% |
22,519,661 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,512.75 |
1,468.25 |
1,294.75 |
|
| R3 |
1,424.00 |
1,379.50 |
1,270.50 |
|
| R2 |
1,335.25 |
1,335.25 |
1,262.25 |
|
| R1 |
1,290.75 |
1,290.75 |
1,254.25 |
1,313.00 |
| PP |
1,246.50 |
1,246.50 |
1,246.50 |
1,257.75 |
| S1 |
1,202.00 |
1,202.00 |
1,237.75 |
1,224.25 |
| S2 |
1,157.75 |
1,157.75 |
1,229.75 |
|
| S3 |
1,069.00 |
1,113.25 |
1,221.50 |
|
| S4 |
980.25 |
1,024.50 |
1,197.25 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.50 |
1,622.75 |
1,331.25 |
|
| R3 |
1,534.50 |
1,467.75 |
1,288.50 |
|
| R2 |
1,379.50 |
1,379.50 |
1,274.50 |
|
| R1 |
1,312.75 |
1,312.75 |
1,260.25 |
1,346.00 |
| PP |
1,224.50 |
1,224.50 |
1,224.50 |
1,241.25 |
| S1 |
1,157.75 |
1,157.75 |
1,231.75 |
1,191.00 |
| S2 |
1,069.50 |
1,069.50 |
1,217.50 |
|
| S3 |
914.50 |
1,002.75 |
1,203.50 |
|
| S4 |
759.50 |
847.75 |
1,160.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.25 |
1,136.25 |
155.00 |
12.4% |
69.00 |
5.5% |
71% |
True |
False |
4,503,932 |
| 10 |
1,291.25 |
1,136.25 |
155.00 |
12.4% |
52.25 |
4.2% |
71% |
True |
False |
2,518,369 |
| 20 |
1,305.25 |
1,136.25 |
169.00 |
13.6% |
38.25 |
3.1% |
65% |
False |
False |
1,269,144 |
| 40 |
1,315.25 |
1,136.25 |
179.00 |
14.4% |
30.50 |
2.4% |
61% |
False |
False |
636,420 |
| 60 |
1,315.25 |
1,136.25 |
179.00 |
14.4% |
29.25 |
2.4% |
61% |
False |
False |
425,565 |
| 80 |
1,410.25 |
1,136.25 |
274.00 |
22.0% |
27.00 |
2.2% |
40% |
False |
False |
319,396 |
| 100 |
1,443.50 |
1,136.25 |
307.25 |
24.7% |
23.75 |
1.9% |
36% |
False |
False |
255,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,668.50 |
|
2.618 |
1,523.50 |
|
1.618 |
1,434.75 |
|
1.000 |
1,380.00 |
|
0.618 |
1,346.00 |
|
HIGH |
1,291.25 |
|
0.618 |
1,257.25 |
|
0.500 |
1,247.00 |
|
0.382 |
1,236.50 |
|
LOW |
1,202.50 |
|
0.618 |
1,147.75 |
|
1.000 |
1,113.75 |
|
1.618 |
1,059.00 |
|
2.618 |
970.25 |
|
4.250 |
825.25 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.00 |
1,235.25 |
| PP |
1,246.50 |
1,224.50 |
| S1 |
1,246.25 |
1,213.75 |
|