| Trading Metrics calculated at close of trading on 10-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
11,502 |
11,241 |
-261 |
-2.3% |
11,547 |
| High |
11,583 |
11,383 |
-200 |
-1.7% |
11,793 |
| Low |
11,225 |
11,189 |
-36 |
-0.3% |
11,040 |
| Close |
11,247 |
11,291 |
44 |
0.4% |
11,227 |
| Range |
358 |
194 |
-164 |
-45.8% |
753 |
| ATR |
244 |
241 |
-4 |
-1.5% |
0 |
| Volume |
291,507 |
280,639 |
-10,868 |
-3.7% |
858,802 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,870 |
11,774 |
11,398 |
|
| R3 |
11,676 |
11,580 |
11,344 |
|
| R2 |
11,482 |
11,482 |
11,327 |
|
| R1 |
11,386 |
11,386 |
11,309 |
11,434 |
| PP |
11,288 |
11,288 |
11,288 |
11,312 |
| S1 |
11,192 |
11,192 |
11,273 |
11,240 |
| S2 |
11,094 |
11,094 |
11,256 |
|
| S3 |
10,900 |
10,998 |
11,238 |
|
| S4 |
10,706 |
10,804 |
11,184 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,612 |
13,173 |
11,641 |
|
| R3 |
12,859 |
12,420 |
11,434 |
|
| R2 |
12,106 |
12,106 |
11,365 |
|
| R1 |
11,667 |
11,667 |
11,296 |
11,510 |
| PP |
11,353 |
11,353 |
11,353 |
11,275 |
| S1 |
10,914 |
10,914 |
11,158 |
10,757 |
| S2 |
10,600 |
10,600 |
11,089 |
|
| S3 |
9,847 |
10,161 |
11,020 |
|
| S4 |
9,094 |
9,408 |
10,813 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,583 |
11,040 |
543 |
4.8% |
279 |
2.5% |
46% |
False |
False |
259,433 |
| 10 |
11,793 |
11,040 |
753 |
6.7% |
249 |
2.2% |
33% |
False |
False |
218,972 |
| 20 |
11,793 |
11,040 |
753 |
6.7% |
227 |
2.0% |
33% |
False |
False |
210,541 |
| 40 |
11,853 |
10,851 |
1,002 |
8.9% |
231 |
2.0% |
44% |
False |
False |
206,814 |
| 60 |
12,353 |
10,812 |
1,541 |
13.6% |
230 |
2.0% |
31% |
False |
False |
209,990 |
| 80 |
13,010 |
10,812 |
2,198 |
19.5% |
218 |
1.9% |
22% |
False |
False |
161,310 |
| 100 |
13,140 |
10,812 |
2,328 |
20.6% |
207 |
1.8% |
21% |
False |
False |
129,067 |
| 120 |
13,140 |
10,812 |
2,328 |
20.6% |
197 |
1.7% |
21% |
False |
False |
107,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,208 |
|
2.618 |
11,891 |
|
1.618 |
11,697 |
|
1.000 |
11,577 |
|
0.618 |
11,503 |
|
HIGH |
11,383 |
|
0.618 |
11,309 |
|
0.500 |
11,286 |
|
0.382 |
11,263 |
|
LOW |
11,189 |
|
0.618 |
11,069 |
|
1.000 |
10,995 |
|
1.618 |
10,875 |
|
2.618 |
10,681 |
|
4.250 |
10,365 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,289 |
11,386 |
| PP |
11,288 |
11,354 |
| S1 |
11,286 |
11,323 |
|