| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,668.33 |
1,760.30 |
91.97 |
5.5% |
1,721.78 |
| High |
1,704.22 |
1,773.83 |
69.61 |
4.1% |
1,773.83 |
| Low |
1,606.30 |
1,718.23 |
111.93 |
7.0% |
1,606.30 |
| Close |
1,697.42 |
1,745.06 |
47.64 |
2.8% |
1,745.06 |
| Range |
97.92 |
55.60 |
-42.32 |
-43.2% |
167.53 |
| ATR |
51.70 |
53.47 |
1.76 |
3.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,912.51 |
1,884.38 |
1,775.64 |
|
| R3 |
1,856.91 |
1,828.78 |
1,760.35 |
|
| R2 |
1,801.31 |
1,801.31 |
1,755.25 |
|
| R1 |
1,773.18 |
1,773.18 |
1,750.16 |
1,759.45 |
| PP |
1,745.71 |
1,745.71 |
1,745.71 |
1,738.84 |
| S1 |
1,717.58 |
1,717.58 |
1,739.96 |
1,703.85 |
| S2 |
1,690.11 |
1,690.11 |
1,734.87 |
|
| S3 |
1,634.51 |
1,661.98 |
1,729.77 |
|
| S4 |
1,578.91 |
1,606.38 |
1,714.48 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.99 |
2,145.55 |
1,837.20 |
|
| R3 |
2,043.46 |
1,978.02 |
1,791.13 |
|
| R2 |
1,875.93 |
1,875.93 |
1,775.77 |
|
| R1 |
1,810.49 |
1,810.49 |
1,760.42 |
1,843.21 |
| PP |
1,708.40 |
1,708.40 |
1,708.40 |
1,724.76 |
| S1 |
1,642.96 |
1,642.96 |
1,729.70 |
1,675.68 |
| S2 |
1,540.87 |
1,540.87 |
1,714.35 |
|
| S3 |
1,373.34 |
1,475.43 |
1,698.99 |
|
| S4 |
1,205.81 |
1,307.90 |
1,652.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,773.83 |
1,606.30 |
167.53 |
9.6% |
67.44 |
3.9% |
83% |
True |
False |
|
| 10 |
1,796.82 |
1,606.30 |
190.52 |
10.9% |
57.76 |
3.3% |
73% |
False |
False |
|
| 20 |
1,937.76 |
1,606.30 |
331.46 |
19.0% |
46.65 |
2.7% |
42% |
False |
False |
|
| 40 |
1,973.56 |
1,606.30 |
367.26 |
21.0% |
41.92 |
2.4% |
38% |
False |
False |
|
| 60 |
1,973.56 |
1,606.30 |
367.26 |
21.0% |
42.25 |
2.4% |
38% |
False |
False |
|
| 80 |
2,055.82 |
1,606.30 |
449.52 |
25.8% |
41.31 |
2.4% |
31% |
False |
False |
|
| 100 |
2,055.82 |
1,606.30 |
449.52 |
25.8% |
39.94 |
2.3% |
31% |
False |
False |
|
| 120 |
2,055.82 |
1,606.30 |
449.52 |
25.8% |
38.31 |
2.2% |
31% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,010.13 |
|
2.618 |
1,919.39 |
|
1.618 |
1,863.79 |
|
1.000 |
1,829.43 |
|
0.618 |
1,808.19 |
|
HIGH |
1,773.83 |
|
0.618 |
1,752.59 |
|
0.500 |
1,746.03 |
|
0.382 |
1,739.47 |
|
LOW |
1,718.23 |
|
0.618 |
1,683.87 |
|
1.000 |
1,662.63 |
|
1.618 |
1,628.27 |
|
2.618 |
1,572.67 |
|
4.250 |
1,481.93 |
|
|