| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,309.0 |
3,189.0 |
-120.0 |
-3.6% |
3,352.0 |
| High |
3,331.0 |
3,226.0 |
-105.0 |
-3.2% |
3,379.0 |
| Low |
3,274.0 |
3,141.0 |
-133.0 |
-4.1% |
3,225.0 |
| Close |
3,325.0 |
3,188.0 |
-137.0 |
-4.1% |
3,325.0 |
| Range |
57.0 |
85.0 |
28.0 |
49.1% |
154.0 |
| ATR |
72.9 |
80.9 |
7.9 |
10.9% |
0.0 |
| Volume |
10,690 |
58,459 |
47,769 |
446.9% |
49,199 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,440.0 |
3,399.0 |
3,234.8 |
|
| R3 |
3,355.0 |
3,314.0 |
3,211.4 |
|
| R2 |
3,270.0 |
3,270.0 |
3,203.6 |
|
| R1 |
3,229.0 |
3,229.0 |
3,195.8 |
3,207.0 |
| PP |
3,185.0 |
3,185.0 |
3,185.0 |
3,174.0 |
| S1 |
3,144.0 |
3,144.0 |
3,180.2 |
3,122.0 |
| S2 |
3,100.0 |
3,100.0 |
3,172.4 |
|
| S3 |
3,015.0 |
3,059.0 |
3,164.6 |
|
| S4 |
2,930.0 |
2,974.0 |
3,141.3 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.7 |
3,702.3 |
3,409.7 |
|
| R3 |
3,617.7 |
3,548.3 |
3,367.4 |
|
| R2 |
3,463.7 |
3,463.7 |
3,353.2 |
|
| R1 |
3,394.3 |
3,394.3 |
3,339.1 |
3,352.0 |
| PP |
3,309.7 |
3,309.7 |
3,309.7 |
3,288.5 |
| S1 |
3,240.3 |
3,240.3 |
3,310.9 |
3,198.0 |
| S2 |
3,155.7 |
3,155.7 |
3,296.8 |
|
| S3 |
3,001.7 |
3,086.3 |
3,282.7 |
|
| S4 |
2,847.7 |
2,932.3 |
3,240.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,366.0 |
3,141.0 |
225.0 |
7.1% |
79.2 |
2.5% |
21% |
False |
True |
19,778 |
| 10 |
3,476.0 |
3,141.0 |
335.0 |
10.5% |
78.9 |
2.5% |
14% |
False |
True |
12,242 |
| 20 |
3,476.0 |
3,141.0 |
335.0 |
10.5% |
62.1 |
1.9% |
14% |
False |
True |
6,934 |
| 40 |
3,515.0 |
3,141.0 |
374.0 |
11.7% |
51.5 |
1.6% |
13% |
False |
True |
3,908 |
| 60 |
3,556.0 |
3,141.0 |
415.0 |
13.0% |
54.8 |
1.7% |
11% |
False |
True |
2,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,587.3 |
|
2.618 |
3,448.5 |
|
1.618 |
3,363.5 |
|
1.000 |
3,311.0 |
|
0.618 |
3,278.5 |
|
HIGH |
3,226.0 |
|
0.618 |
3,193.5 |
|
0.500 |
3,183.5 |
|
0.382 |
3,173.5 |
|
LOW |
3,141.0 |
|
0.618 |
3,088.5 |
|
1.000 |
3,056.0 |
|
1.618 |
3,003.5 |
|
2.618 |
2,918.5 |
|
4.250 |
2,779.8 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,186.5 |
3,236.0 |
| PP |
3,185.0 |
3,220.0 |
| S1 |
3,183.5 |
3,204.0 |
|