| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,124.0 |
3,164.0 |
40.0 |
1.3% |
3,352.0 |
| High |
3,179.0 |
3,190.0 |
11.0 |
0.3% |
3,379.0 |
| Low |
3,072.0 |
3,016.0 |
-56.0 |
-1.8% |
3,225.0 |
| Close |
3,126.0 |
3,048.0 |
-78.0 |
-2.5% |
3,325.0 |
| Range |
107.0 |
174.0 |
67.0 |
62.6% |
154.0 |
| ATR |
83.4 |
89.8 |
6.5 |
7.8% |
0.0 |
| Volume |
89,032 |
124,737 |
35,705 |
40.1% |
49,199 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,606.7 |
3,501.3 |
3,143.7 |
|
| R3 |
3,432.7 |
3,327.3 |
3,095.9 |
|
| R2 |
3,258.7 |
3,258.7 |
3,079.9 |
|
| R1 |
3,153.3 |
3,153.3 |
3,064.0 |
3,119.0 |
| PP |
3,084.7 |
3,084.7 |
3,084.7 |
3,067.5 |
| S1 |
2,979.3 |
2,979.3 |
3,032.1 |
2,945.0 |
| S2 |
2,910.7 |
2,910.7 |
3,016.1 |
|
| S3 |
2,736.7 |
2,805.3 |
3,000.2 |
|
| S4 |
2,562.7 |
2,631.3 |
2,952.3 |
|
|
| 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 |
3,331.0 |
3,016.0 |
315.0 |
10.3% |
103.4 |
3.4% |
10% |
False |
True |
58,067 |
| 10 |
3,428.0 |
3,016.0 |
412.0 |
13.5% |
96.1 |
3.2% |
8% |
False |
True |
33,269 |
| 20 |
3,476.0 |
3,016.0 |
460.0 |
15.1% |
72.3 |
2.4% |
7% |
False |
True |
17,467 |
| 40 |
3,515.0 |
3,016.0 |
499.0 |
16.4% |
56.3 |
1.8% |
6% |
False |
True |
9,093 |
| 60 |
3,515.0 |
3,016.0 |
499.0 |
16.4% |
57.9 |
1.9% |
6% |
False |
True |
6,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,929.5 |
|
2.618 |
3,645.5 |
|
1.618 |
3,471.5 |
|
1.000 |
3,364.0 |
|
0.618 |
3,297.5 |
|
HIGH |
3,190.0 |
|
0.618 |
3,123.5 |
|
0.500 |
3,103.0 |
|
0.382 |
3,082.5 |
|
LOW |
3,016.0 |
|
0.618 |
2,908.5 |
|
1.000 |
2,842.0 |
|
1.618 |
2,734.5 |
|
2.618 |
2,560.5 |
|
4.250 |
2,276.5 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,103.0 |
3,121.0 |
| PP |
3,084.7 |
3,096.7 |
| S1 |
3,066.3 |
3,072.3 |
|