| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,186.0 |
6,189.0 |
3.0 |
0.0% |
6,210.0 |
| High |
6,242.0 |
6,217.0 |
-25.0 |
-0.4% |
6,353.5 |
| Low |
6,124.0 |
6,137.0 |
13.0 |
0.2% |
5,911.5 |
| Close |
6,197.5 |
6,177.0 |
-20.5 |
-0.3% |
6,317.5 |
| Range |
118.0 |
80.0 |
-38.0 |
-32.2% |
442.0 |
| ATR |
175.9 |
169.1 |
-6.9 |
-3.9% |
0.0 |
| Volume |
747 |
877 |
130 |
17.4% |
31,736 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,417.0 |
6,377.0 |
6,221.0 |
|
| R3 |
6,337.0 |
6,297.0 |
6,199.0 |
|
| R2 |
6,257.0 |
6,257.0 |
6,191.7 |
|
| R1 |
6,217.0 |
6,217.0 |
6,184.3 |
6,197.0 |
| PP |
6,177.0 |
6,177.0 |
6,177.0 |
6,167.0 |
| S1 |
6,137.0 |
6,137.0 |
6,169.7 |
6,117.0 |
| S2 |
6,097.0 |
6,097.0 |
6,162.3 |
|
| S3 |
6,017.0 |
6,057.0 |
6,155.0 |
|
| S4 |
5,937.0 |
5,977.0 |
6,133.0 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,520.2 |
7,360.8 |
6,560.6 |
|
| R3 |
7,078.2 |
6,918.8 |
6,439.1 |
|
| R2 |
6,636.2 |
6,636.2 |
6,398.5 |
|
| R1 |
6,476.8 |
6,476.8 |
6,358.0 |
6,556.5 |
| PP |
6,194.2 |
6,194.2 |
6,194.2 |
6,234.0 |
| S1 |
6,034.8 |
6,034.8 |
6,277.0 |
6,114.5 |
| S2 |
5,752.2 |
5,752.2 |
6,236.5 |
|
| S3 |
5,310.2 |
5,592.8 |
6,196.0 |
|
| S4 |
4,868.2 |
5,150.8 |
6,074.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,353.5 |
5,925.0 |
428.5 |
6.9% |
158.6 |
2.6% |
59% |
False |
False |
2,224 |
| 10 |
6,392.5 |
5,911.5 |
481.0 |
7.8% |
161.1 |
2.6% |
55% |
False |
False |
3,986 |
| 20 |
6,706.5 |
5,911.5 |
795.0 |
12.9% |
149.1 |
2.4% |
33% |
False |
False |
2,610 |
| 40 |
6,806.5 |
5,911.5 |
895.0 |
14.5% |
124.5 |
2.0% |
30% |
False |
False |
1,468 |
| 60 |
6,806.5 |
5,911.5 |
895.0 |
14.5% |
125.7 |
2.0% |
30% |
False |
False |
1,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,557.0 |
|
2.618 |
6,426.4 |
|
1.618 |
6,346.4 |
|
1.000 |
6,297.0 |
|
0.618 |
6,266.4 |
|
HIGH |
6,217.0 |
|
0.618 |
6,186.4 |
|
0.500 |
6,177.0 |
|
0.382 |
6,167.6 |
|
LOW |
6,137.0 |
|
0.618 |
6,087.6 |
|
1.000 |
6,057.0 |
|
1.618 |
6,007.6 |
|
2.618 |
5,927.6 |
|
4.250 |
5,797.0 |
|
|