| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
860.4 |
885.8 |
25.4 |
3.0% |
779.7 |
| High |
881.4 |
917.9 |
36.5 |
4.1% |
925.3 |
| Low |
835.0 |
871.4 |
36.4 |
4.4% |
777.9 |
| Close |
868.7 |
913.7 |
45.0 |
5.2% |
868.7 |
| Range |
46.4 |
46.5 |
0.1 |
0.2% |
147.4 |
| ATR |
32.9 |
34.1 |
1.2 |
3.5% |
0.0 |
| Volume |
6,123 |
5,456 |
-667 |
-10.9% |
26,466 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,040.5 |
1,023.6 |
939.3 |
|
| R3 |
994.0 |
977.1 |
926.5 |
|
| R2 |
947.5 |
947.5 |
922.2 |
|
| R1 |
930.6 |
930.6 |
918.0 |
939.1 |
| PP |
901.0 |
901.0 |
901.0 |
905.2 |
| S1 |
884.1 |
884.1 |
909.4 |
892.6 |
| S2 |
854.5 |
854.5 |
905.2 |
|
| S3 |
808.0 |
837.6 |
900.9 |
|
| S4 |
761.5 |
791.1 |
888.1 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,299.5 |
1,231.5 |
949.8 |
|
| R3 |
1,152.1 |
1,084.1 |
909.2 |
|
| R2 |
1,004.7 |
1,004.7 |
895.7 |
|
| R1 |
936.7 |
936.7 |
882.2 |
970.7 |
| PP |
857.3 |
857.3 |
857.3 |
874.3 |
| S1 |
789.3 |
789.3 |
855.2 |
823.3 |
| S2 |
709.9 |
709.9 |
841.7 |
|
| S3 |
562.5 |
641.9 |
828.2 |
|
| S4 |
415.1 |
494.5 |
787.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
925.3 |
778.9 |
146.4 |
16.0% |
55.1 |
6.0% |
92% |
False |
False |
5,856 |
| 10 |
925.3 |
743.9 |
181.4 |
19.9% |
38.8 |
4.2% |
94% |
False |
False |
4,822 |
| 20 |
925.3 |
743.9 |
181.4 |
19.9% |
28.8 |
3.2% |
94% |
False |
False |
3,011 |
| 40 |
948.0 |
743.9 |
204.1 |
22.3% |
24.1 |
2.6% |
83% |
False |
False |
2,792 |
| 60 |
1,004.1 |
743.9 |
260.2 |
28.5% |
21.5 |
2.4% |
65% |
False |
False |
2,324 |
| 80 |
1,004.1 |
743.9 |
260.2 |
28.5% |
19.1 |
2.1% |
65% |
False |
False |
1,848 |
| 100 |
1,004.1 |
743.9 |
260.2 |
28.5% |
17.3 |
1.9% |
65% |
False |
False |
1,632 |
| 120 |
1,004.1 |
743.9 |
260.2 |
28.5% |
15.8 |
1.7% |
65% |
False |
False |
1,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,115.5 |
|
2.618 |
1,039.6 |
|
1.618 |
993.1 |
|
1.000 |
964.4 |
|
0.618 |
946.6 |
|
HIGH |
917.9 |
|
0.618 |
900.1 |
|
0.500 |
894.7 |
|
0.382 |
889.2 |
|
LOW |
871.4 |
|
0.618 |
842.7 |
|
1.000 |
824.9 |
|
1.618 |
796.2 |
|
2.618 |
749.7 |
|
4.250 |
673.8 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
907.4 |
902.5 |
| PP |
901.0 |
891.3 |
| S1 |
894.7 |
880.2 |
|