| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,161.0 |
3,210.0 |
49.0 |
1.6% |
3,293.0 |
| High |
3,268.0 |
3,231.0 |
-37.0 |
-1.1% |
3,326.0 |
| Low |
3,161.0 |
3,177.0 |
16.0 |
0.5% |
3,142.0 |
| Close |
3,256.0 |
3,212.0 |
-44.0 |
-1.4% |
3,212.0 |
| Range |
107.0 |
54.0 |
-53.0 |
-49.5% |
184.0 |
| ATR |
108.9 |
106.8 |
-2.1 |
-2.0% |
0.0 |
| Volume |
4,227 |
2,754 |
-1,473 |
-34.8% |
14,753 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,368.7 |
3,344.3 |
3,241.7 |
|
| R3 |
3,314.7 |
3,290.3 |
3,226.9 |
|
| R2 |
3,260.7 |
3,260.7 |
3,221.9 |
|
| R1 |
3,236.3 |
3,236.3 |
3,217.0 |
3,248.5 |
| PP |
3,206.7 |
3,206.7 |
3,206.7 |
3,212.8 |
| S1 |
3,182.3 |
3,182.3 |
3,207.1 |
3,194.5 |
| S2 |
3,152.7 |
3,152.7 |
3,202.1 |
|
| S3 |
3,098.7 |
3,128.3 |
3,197.2 |
|
| S4 |
3,044.7 |
3,074.3 |
3,182.3 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,778.7 |
3,679.3 |
3,313.2 |
|
| R3 |
3,594.7 |
3,495.3 |
3,262.6 |
|
| R2 |
3,410.7 |
3,410.7 |
3,245.7 |
|
| R1 |
3,311.3 |
3,311.3 |
3,228.9 |
3,269.0 |
| PP |
3,226.7 |
3,226.7 |
3,226.7 |
3,205.5 |
| S1 |
3,127.3 |
3,127.3 |
3,195.1 |
3,085.0 |
| S2 |
3,042.7 |
3,042.7 |
3,178.3 |
|
| S3 |
2,858.7 |
2,943.3 |
3,161.4 |
|
| S4 |
2,674.7 |
2,759.3 |
3,110.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,326.0 |
3,142.0 |
184.0 |
5.7% |
90.2 |
2.8% |
38% |
False |
False |
2,950 |
| 10 |
3,349.0 |
2,991.0 |
358.0 |
11.1% |
116.3 |
3.6% |
62% |
False |
False |
40,520 |
| 20 |
3,476.0 |
2,991.0 |
485.0 |
15.1% |
95.3 |
3.0% |
46% |
False |
False |
23,506 |
| 40 |
3,515.0 |
2,991.0 |
524.0 |
16.3% |
67.3 |
2.1% |
42% |
False |
False |
12,297 |
| 60 |
3,515.0 |
2,991.0 |
524.0 |
16.3% |
63.3 |
2.0% |
42% |
False |
False |
8,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,460.5 |
|
2.618 |
3,372.4 |
|
1.618 |
3,318.4 |
|
1.000 |
3,285.0 |
|
0.618 |
3,264.4 |
|
HIGH |
3,231.0 |
|
0.618 |
3,210.4 |
|
0.500 |
3,204.0 |
|
0.382 |
3,197.6 |
|
LOW |
3,177.0 |
|
0.618 |
3,143.6 |
|
1.000 |
3,123.0 |
|
1.618 |
3,089.6 |
|
2.618 |
3,035.6 |
|
4.250 |
2,947.5 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,209.3 |
3,210.8 |
| PP |
3,206.7 |
3,209.7 |
| S1 |
3,204.0 |
3,208.5 |
|