| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,148.0 |
6,142.5 |
-5.5 |
-0.1% |
6,458.5 |
| High |
6,166.5 |
6,178.0 |
11.5 |
0.2% |
6,499.0 |
| Low |
5,993.5 |
5,911.5 |
-82.0 |
-1.4% |
6,222.5 |
| Close |
6,081.0 |
5,954.0 |
-127.0 |
-2.1% |
6,372.5 |
| Range |
173.0 |
266.5 |
93.5 |
54.0% |
276.5 |
| ATR |
148.9 |
157.3 |
8.4 |
5.6% |
0.0 |
| Volume |
6,317 |
10,899 |
4,582 |
72.5% |
11,050 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.0 |
6,650.5 |
6,100.6 |
|
| R3 |
6,547.5 |
6,384.0 |
6,027.3 |
|
| R2 |
6,281.0 |
6,281.0 |
6,002.9 |
|
| R1 |
6,117.5 |
6,117.5 |
5,978.4 |
6,066.0 |
| PP |
6,014.5 |
6,014.5 |
6,014.5 |
5,988.8 |
| S1 |
5,851.0 |
5,851.0 |
5,929.6 |
5,799.5 |
| S2 |
5,748.0 |
5,748.0 |
5,905.1 |
|
| S3 |
5,481.5 |
5,584.5 |
5,880.7 |
|
| S4 |
5,215.0 |
5,318.0 |
5,807.4 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,194.2 |
7,059.8 |
6,524.6 |
|
| R3 |
6,917.7 |
6,783.3 |
6,448.5 |
|
| R2 |
6,641.2 |
6,641.2 |
6,423.2 |
|
| R1 |
6,506.8 |
6,506.8 |
6,397.8 |
6,435.8 |
| PP |
6,364.7 |
6,364.7 |
6,364.7 |
6,329.1 |
| S1 |
6,230.3 |
6,230.3 |
6,347.2 |
6,159.3 |
| S2 |
6,088.2 |
6,088.2 |
6,321.8 |
|
| S3 |
5,811.7 |
5,953.8 |
6,296.5 |
|
| S4 |
5,535.2 |
5,677.3 |
6,220.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,392.5 |
5,911.5 |
481.0 |
8.1% |
163.6 |
2.7% |
9% |
False |
True |
5,749 |
| 10 |
6,629.0 |
5,911.5 |
717.5 |
12.1% |
160.0 |
2.7% |
6% |
False |
True |
3,790 |
| 20 |
6,706.5 |
5,911.5 |
795.0 |
13.4% |
136.3 |
2.3% |
5% |
False |
True |
2,201 |
| 40 |
6,806.5 |
5,911.5 |
895.0 |
15.0% |
120.0 |
2.0% |
5% |
False |
True |
1,252 |
| 60 |
6,806.5 |
5,911.5 |
895.0 |
15.0% |
122.7 |
2.1% |
5% |
False |
True |
955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,310.6 |
|
2.618 |
6,875.7 |
|
1.618 |
6,609.2 |
|
1.000 |
6,444.5 |
|
0.618 |
6,342.7 |
|
HIGH |
6,178.0 |
|
0.618 |
6,076.2 |
|
0.500 |
6,044.8 |
|
0.382 |
6,013.3 |
|
LOW |
5,911.5 |
|
0.618 |
5,746.8 |
|
1.000 |
5,645.0 |
|
1.618 |
5,480.3 |
|
2.618 |
5,213.8 |
|
4.250 |
4,778.9 |
|
|