| 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 |
3,050.0 |
3,185.0 |
135.0 |
4.4% |
3,189.0 |
| High |
3,168.0 |
3,349.0 |
181.0 |
5.7% |
3,349.0 |
| Low |
2,991.0 |
3,180.0 |
189.0 |
6.3% |
2,991.0 |
| Close |
3,038.0 |
3,301.0 |
263.0 |
8.7% |
3,301.0 |
| Range |
177.0 |
169.0 |
-8.0 |
-4.5% |
358.0 |
| ATR |
96.1 |
111.4 |
15.4 |
16.0% |
0.0 |
| Volume |
94,912 |
23,312 |
-71,600 |
-75.4% |
390,452 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,783.7 |
3,711.3 |
3,394.0 |
|
| R3 |
3,614.7 |
3,542.3 |
3,347.5 |
|
| R2 |
3,445.7 |
3,445.7 |
3,332.0 |
|
| R1 |
3,373.3 |
3,373.3 |
3,316.5 |
3,409.5 |
| PP |
3,276.7 |
3,276.7 |
3,276.7 |
3,294.8 |
| S1 |
3,204.3 |
3,204.3 |
3,285.5 |
3,240.5 |
| S2 |
3,107.7 |
3,107.7 |
3,270.0 |
|
| S3 |
2,938.7 |
3,035.3 |
3,254.5 |
|
| S4 |
2,769.7 |
2,866.3 |
3,208.1 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,287.7 |
4,152.3 |
3,497.9 |
|
| R3 |
3,929.7 |
3,794.3 |
3,399.5 |
|
| R2 |
3,571.7 |
3,571.7 |
3,366.6 |
|
| R1 |
3,436.3 |
3,436.3 |
3,333.8 |
3,504.0 |
| PP |
3,213.7 |
3,213.7 |
3,213.7 |
3,247.5 |
| S1 |
3,078.3 |
3,078.3 |
3,268.2 |
3,146.0 |
| S2 |
2,855.7 |
2,855.7 |
3,235.4 |
|
| S3 |
2,497.7 |
2,720.3 |
3,202.6 |
|
| S4 |
2,139.7 |
2,362.3 |
3,104.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,349.0 |
2,991.0 |
358.0 |
10.8% |
142.4 |
4.3% |
87% |
True |
False |
78,090 |
| 10 |
3,379.0 |
2,991.0 |
388.0 |
11.8% |
108.2 |
3.3% |
80% |
False |
False |
43,965 |
| 20 |
3,476.0 |
2,991.0 |
485.0 |
14.7% |
86.0 |
2.6% |
64% |
False |
False |
23,228 |
| 40 |
3,515.0 |
2,991.0 |
524.0 |
15.9% |
61.9 |
1.9% |
59% |
False |
False |
11,997 |
| 60 |
3,515.0 |
2,991.0 |
524.0 |
15.9% |
61.8 |
1.9% |
59% |
False |
False |
8,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,067.3 |
|
2.618 |
3,791.4 |
|
1.618 |
3,622.4 |
|
1.000 |
3,518.0 |
|
0.618 |
3,453.4 |
|
HIGH |
3,349.0 |
|
0.618 |
3,284.4 |
|
0.500 |
3,264.5 |
|
0.382 |
3,244.6 |
|
LOW |
3,180.0 |
|
0.618 |
3,075.6 |
|
1.000 |
3,011.0 |
|
1.618 |
2,906.6 |
|
2.618 |
2,737.6 |
|
4.250 |
2,461.8 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,288.8 |
3,257.3 |
| PP |
3,276.7 |
3,213.7 |
| S1 |
3,264.5 |
3,170.0 |
|