| 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 |
10,850.02 |
10,827.17 |
-22.85 |
-0.2% |
11,416.37 |
| High |
10,928.40 |
11,129.19 |
200.79 |
1.8% |
11,483.05 |
| Low |
10,753.57 |
10,827.01 |
73.44 |
0.7% |
10,459.44 |
| Close |
10,825.17 |
11,022.06 |
196.89 |
1.8% |
11,388.44 |
| Range |
174.83 |
302.18 |
127.35 |
72.8% |
1,023.61 |
| ATR |
305.08 |
305.00 |
-0.08 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,899.29 |
11,762.86 |
11,188.26 |
|
| R3 |
11,597.11 |
11,460.68 |
11,105.16 |
|
| R2 |
11,294.93 |
11,294.93 |
11,077.46 |
|
| R1 |
11,158.50 |
11,158.50 |
11,049.76 |
11,226.72 |
| PP |
10,992.75 |
10,992.75 |
10,992.75 |
11,026.86 |
| S1 |
10,856.32 |
10,856.32 |
10,994.36 |
10,924.54 |
| S2 |
10,690.57 |
10,690.57 |
10,966.66 |
|
| S3 |
10,388.39 |
10,554.14 |
10,938.96 |
|
| S4 |
10,086.21 |
10,251.96 |
10,855.86 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,181.14 |
13,808.40 |
11,951.43 |
|
| R3 |
13,157.53 |
12,784.79 |
11,669.93 |
|
| R2 |
12,133.92 |
12,133.92 |
11,576.10 |
|
| R1 |
11,761.18 |
11,761.18 |
11,482.27 |
11,435.75 |
| PP |
11,110.31 |
11,110.31 |
11,110.31 |
10,947.59 |
| S1 |
10,737.57 |
10,737.57 |
11,294.61 |
10,412.14 |
| S2 |
10,086.70 |
10,086.70 |
11,200.78 |
|
| S3 |
9,063.09 |
9,713.96 |
11,106.95 |
|
| S4 |
8,039.48 |
8,690.35 |
10,825.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,483.05 |
10,753.57 |
729.48 |
6.6% |
329.00 |
3.0% |
37% |
False |
False |
|
| 10 |
11,483.05 |
10,459.44 |
1,023.61 |
9.3% |
375.24 |
3.4% |
55% |
False |
False |
|
| 20 |
11,790.17 |
10,459.44 |
1,330.73 |
12.1% |
318.13 |
2.9% |
42% |
False |
False |
|
| 40 |
11,867.11 |
10,459.44 |
1,407.67 |
12.8% |
260.25 |
2.4% |
40% |
False |
False |
|
| 60 |
11,867.11 |
10,459.44 |
1,407.67 |
12.8% |
247.79 |
2.2% |
40% |
False |
False |
|
| 80 |
12,610.96 |
10,459.44 |
2,151.52 |
19.5% |
233.11 |
2.1% |
26% |
False |
False |
|
| 100 |
13,136.69 |
10,459.44 |
2,677.25 |
24.3% |
218.78 |
2.0% |
21% |
False |
False |
|
| 120 |
13,136.69 |
10,459.44 |
2,677.25 |
24.3% |
208.67 |
1.9% |
21% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,413.46 |
|
2.618 |
11,920.30 |
|
1.618 |
11,618.12 |
|
1.000 |
11,431.37 |
|
0.618 |
11,315.94 |
|
HIGH |
11,129.19 |
|
0.618 |
11,013.76 |
|
0.500 |
10,978.10 |
|
0.382 |
10,942.44 |
|
LOW |
10,827.01 |
|
0.618 |
10,640.26 |
|
1.000 |
10,524.83 |
|
1.618 |
10,338.08 |
|
2.618 |
10,035.90 |
|
4.250 |
9,542.75 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,007.41 |
10,997.50 |
| PP |
10,992.75 |
10,972.95 |
| S1 |
10,978.10 |
10,948.39 |
|