| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,731.75 |
1,736.75 |
5.00 |
0.3% |
1,875.25 |
| High |
1,755.75 |
1,776.50 |
20.75 |
1.2% |
1,915.50 |
| Low |
1,726.00 |
1,705.25 |
-20.75 |
-1.2% |
1,741.25 |
| Close |
1,737.50 |
1,775.25 |
37.75 |
2.2% |
1,770.00 |
| Range |
29.75 |
71.25 |
41.50 |
139.5% |
174.25 |
| ATR |
45.60 |
47.43 |
1.83 |
4.0% |
0.00 |
| Volume |
484,670 |
408,212 |
-76,458 |
-15.8% |
1,721,196 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.00 |
1,942.00 |
1,814.50 |
|
| R3 |
1,894.75 |
1,870.75 |
1,794.75 |
|
| R2 |
1,823.50 |
1,823.50 |
1,788.25 |
|
| R1 |
1,799.50 |
1,799.50 |
1,781.75 |
1,811.50 |
| PP |
1,752.25 |
1,752.25 |
1,752.25 |
1,758.50 |
| S1 |
1,728.25 |
1,728.25 |
1,768.75 |
1,740.25 |
| S2 |
1,681.00 |
1,681.00 |
1,762.25 |
|
| S3 |
1,609.75 |
1,657.00 |
1,755.75 |
|
| S4 |
1,538.50 |
1,585.75 |
1,736.00 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,331.75 |
2,225.00 |
1,865.75 |
|
| R3 |
2,157.50 |
2,050.75 |
1,818.00 |
|
| R2 |
1,983.25 |
1,983.25 |
1,802.00 |
|
| R1 |
1,876.50 |
1,876.50 |
1,786.00 |
1,842.75 |
| PP |
1,809.00 |
1,809.00 |
1,809.00 |
1,792.00 |
| S1 |
1,702.25 |
1,702.25 |
1,754.00 |
1,668.50 |
| S2 |
1,634.75 |
1,634.75 |
1,738.00 |
|
| S3 |
1,460.50 |
1,528.00 |
1,722.00 |
|
| S4 |
1,286.25 |
1,353.75 |
1,674.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,815.25 |
1,705.25 |
110.00 |
6.2% |
56.00 |
3.2% |
64% |
False |
True |
485,541 |
| 10 |
1,924.00 |
1,705.25 |
218.75 |
12.3% |
52.50 |
3.0% |
32% |
False |
True |
424,072 |
| 20 |
1,977.25 |
1,705.25 |
272.00 |
15.3% |
44.75 |
2.5% |
26% |
False |
True |
386,998 |
| 40 |
1,977.25 |
1,705.25 |
272.00 |
15.3% |
44.00 |
2.5% |
26% |
False |
True |
398,756 |
| 60 |
2,001.75 |
1,705.25 |
296.50 |
16.7% |
47.00 |
2.6% |
24% |
False |
True |
423,536 |
| 80 |
2,070.75 |
1,705.25 |
365.50 |
20.6% |
45.25 |
2.6% |
19% |
False |
True |
332,656 |
| 100 |
2,070.75 |
1,705.25 |
365.50 |
20.6% |
43.50 |
2.4% |
19% |
False |
True |
266,202 |
| 120 |
2,070.75 |
1,705.25 |
365.50 |
20.6% |
42.50 |
2.4% |
19% |
False |
True |
221,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,079.25 |
|
2.618 |
1,963.00 |
|
1.618 |
1,891.75 |
|
1.000 |
1,847.75 |
|
0.618 |
1,820.50 |
|
HIGH |
1,776.50 |
|
0.618 |
1,749.25 |
|
0.500 |
1,741.00 |
|
0.382 |
1,732.50 |
|
LOW |
1,705.25 |
|
0.618 |
1,661.25 |
|
1.000 |
1,634.00 |
|
1.618 |
1,590.00 |
|
2.618 |
1,518.75 |
|
4.250 |
1,402.50 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,763.75 |
1,764.50 |
| PP |
1,752.25 |
1,753.50 |
| S1 |
1,741.00 |
1,742.75 |
|