| 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 |
897.0 |
895.6 |
-1.4 |
-0.2% |
779.7 |
| High |
910.2 |
905.3 |
-4.9 |
-0.5% |
925.3 |
| Low |
886.0 |
875.3 |
-10.7 |
-1.2% |
777.9 |
| Close |
900.3 |
887.1 |
-13.2 |
-1.5% |
868.7 |
| Range |
24.2 |
30.0 |
5.8 |
24.0% |
147.4 |
| ATR |
33.0 |
32.8 |
-0.2 |
-0.7% |
0.0 |
| Volume |
4,762 |
3,587 |
-1,175 |
-24.7% |
26,466 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
979.2 |
963.2 |
903.6 |
|
| R3 |
949.2 |
933.2 |
895.4 |
|
| R2 |
919.2 |
919.2 |
892.6 |
|
| R1 |
903.2 |
903.2 |
889.9 |
896.2 |
| PP |
889.2 |
889.2 |
889.2 |
885.8 |
| S1 |
873.2 |
873.2 |
884.4 |
866.2 |
| S2 |
859.2 |
859.2 |
881.6 |
|
| S3 |
829.2 |
843.2 |
878.9 |
|
| S4 |
799.2 |
813.2 |
870.6 |
|
|
| 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 |
918.5 |
835.0 |
83.5 |
9.4% |
35.1 |
4.0% |
62% |
False |
False |
5,441 |
| 10 |
925.3 |
753.8 |
171.5 |
19.3% |
39.2 |
4.4% |
78% |
False |
False |
5,139 |
| 20 |
925.3 |
743.9 |
181.4 |
20.4% |
30.7 |
3.5% |
79% |
False |
False |
3,648 |
| 40 |
938.2 |
743.9 |
194.3 |
21.9% |
25.0 |
2.8% |
74% |
False |
False |
3,097 |
| 60 |
1,004.1 |
743.9 |
260.2 |
29.3% |
22.2 |
2.5% |
55% |
False |
False |
2,551 |
| 80 |
1,004.1 |
743.9 |
260.2 |
29.3% |
19.9 |
2.2% |
55% |
False |
False |
2,041 |
| 100 |
1,004.1 |
743.9 |
260.2 |
29.3% |
17.9 |
2.0% |
55% |
False |
False |
1,783 |
| 120 |
1,004.1 |
743.9 |
260.2 |
29.3% |
16.3 |
1.8% |
55% |
False |
False |
1,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,032.8 |
|
2.618 |
983.8 |
|
1.618 |
953.8 |
|
1.000 |
935.3 |
|
0.618 |
923.8 |
|
HIGH |
905.3 |
|
0.618 |
893.8 |
|
0.500 |
890.3 |
|
0.382 |
886.8 |
|
LOW |
875.3 |
|
0.618 |
856.8 |
|
1.000 |
845.3 |
|
1.618 |
826.8 |
|
2.618 |
796.8 |
|
4.250 |
747.8 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
890.3 |
896.9 |
| PP |
889.2 |
893.6 |
| S1 |
888.2 |
890.4 |
|