| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,164.0 |
3,050.0 |
-114.0 |
-3.6% |
3,352.0 |
| High |
3,190.0 |
3,168.0 |
-22.0 |
-0.7% |
3,379.0 |
| Low |
3,016.0 |
2,991.0 |
-25.0 |
-0.8% |
3,225.0 |
| Close |
3,048.0 |
3,038.0 |
-10.0 |
-0.3% |
3,325.0 |
| Range |
174.0 |
177.0 |
3.0 |
1.7% |
154.0 |
| ATR |
89.8 |
96.1 |
6.2 |
6.9% |
0.0 |
| Volume |
124,737 |
94,912 |
-29,825 |
-23.9% |
49,199 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,596.7 |
3,494.3 |
3,135.4 |
|
| R3 |
3,419.7 |
3,317.3 |
3,086.7 |
|
| R2 |
3,242.7 |
3,242.7 |
3,070.5 |
|
| R1 |
3,140.3 |
3,140.3 |
3,054.2 |
3,103.0 |
| PP |
3,065.7 |
3,065.7 |
3,065.7 |
3,047.0 |
| S1 |
2,963.3 |
2,963.3 |
3,021.8 |
2,926.0 |
| S2 |
2,888.7 |
2,888.7 |
3,005.6 |
|
| S3 |
2,711.7 |
2,786.3 |
2,989.3 |
|
| S4 |
2,534.7 |
2,609.3 |
2,940.7 |
|
|
| 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 |
2,991.0 |
340.0 |
11.2% |
120.0 |
3.9% |
14% |
False |
True |
75,566 |
| 10 |
3,379.0 |
2,991.0 |
388.0 |
12.8% |
100.1 |
3.3% |
12% |
False |
True |
41,998 |
| 20 |
3,476.0 |
2,991.0 |
485.0 |
16.0% |
80.3 |
2.6% |
10% |
False |
True |
22,080 |
| 40 |
3,515.0 |
2,991.0 |
524.0 |
17.2% |
59.1 |
1.9% |
9% |
False |
True |
11,445 |
| 60 |
3,515.0 |
2,991.0 |
524.0 |
17.2% |
59.8 |
2.0% |
9% |
False |
True |
7,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,920.3 |
|
2.618 |
3,631.4 |
|
1.618 |
3,454.4 |
|
1.000 |
3,345.0 |
|
0.618 |
3,277.4 |
|
HIGH |
3,168.0 |
|
0.618 |
3,100.4 |
|
0.500 |
3,079.5 |
|
0.382 |
3,058.6 |
|
LOW |
2,991.0 |
|
0.618 |
2,881.6 |
|
1.000 |
2,814.0 |
|
1.618 |
2,704.6 |
|
2.618 |
2,527.6 |
|
4.250 |
2,238.8 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.5 |
3,090.5 |
| PP |
3,065.7 |
3,073.0 |
| S1 |
3,051.8 |
3,055.5 |
|