| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,185.0 |
3,161.0 |
-24.0 |
-0.8% |
3,189.0 |
| High |
3,200.0 |
3,268.0 |
68.0 |
2.1% |
3,349.0 |
| Low |
3,149.0 |
3,161.0 |
12.0 |
0.4% |
2,991.0 |
| Close |
3,171.0 |
3,256.0 |
85.0 |
2.7% |
3,301.0 |
| Range |
51.0 |
107.0 |
56.0 |
109.8% |
358.0 |
| ATR |
109.1 |
108.9 |
-0.1 |
-0.1% |
0.0 |
| Volume |
2,714 |
4,227 |
1,513 |
55.7% |
390,452 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,549.3 |
3,509.7 |
3,314.9 |
|
| R3 |
3,442.3 |
3,402.7 |
3,285.4 |
|
| R2 |
3,335.3 |
3,335.3 |
3,275.6 |
|
| R1 |
3,295.7 |
3,295.7 |
3,265.8 |
3,315.5 |
| PP |
3,228.3 |
3,228.3 |
3,228.3 |
3,238.3 |
| S1 |
3,188.7 |
3,188.7 |
3,246.2 |
3,208.5 |
| S2 |
3,121.3 |
3,121.3 |
3,236.4 |
|
| S3 |
3,014.3 |
3,081.7 |
3,226.6 |
|
| S4 |
2,907.3 |
2,974.7 |
3,197.2 |
|
|
| 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 |
3,142.0 |
207.0 |
6.4% |
113.2 |
3.5% |
55% |
False |
False |
7,062 |
| 10 |
3,349.0 |
2,991.0 |
358.0 |
11.0% |
116.6 |
3.6% |
74% |
False |
False |
41,314 |
| 20 |
3,476.0 |
2,991.0 |
485.0 |
14.9% |
93.1 |
2.9% |
55% |
False |
False |
23,399 |
| 40 |
3,515.0 |
2,991.0 |
524.0 |
16.1% |
67.1 |
2.1% |
51% |
False |
False |
12,234 |
| 60 |
3,515.0 |
2,991.0 |
524.0 |
16.1% |
63.7 |
2.0% |
51% |
False |
False |
8,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,722.8 |
|
2.618 |
3,548.1 |
|
1.618 |
3,441.1 |
|
1.000 |
3,375.0 |
|
0.618 |
3,334.1 |
|
HIGH |
3,268.0 |
|
0.618 |
3,227.1 |
|
0.500 |
3,214.5 |
|
0.382 |
3,201.9 |
|
LOW |
3,161.0 |
|
0.618 |
3,094.9 |
|
1.000 |
3,054.0 |
|
1.618 |
2,987.9 |
|
2.618 |
2,880.9 |
|
4.250 |
2,706.3 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,242.2 |
3,239.0 |
| PP |
3,228.3 |
3,222.0 |
| S1 |
3,214.5 |
3,205.0 |
|