| 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 |
11,241 |
11,283 |
42 |
0.4% |
11,547 |
| High |
11,383 |
11,464 |
81 |
0.7% |
11,793 |
| Low |
11,189 |
11,102 |
-87 |
-0.8% |
11,040 |
| Close |
11,291 |
11,455 |
164 |
1.5% |
11,227 |
| Range |
194 |
362 |
168 |
86.6% |
753 |
| ATR |
241 |
250 |
9 |
3.6% |
0 |
| Volume |
280,639 |
252,681 |
-27,958 |
-10.0% |
858,802 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,426 |
12,303 |
11,654 |
|
| R3 |
12,064 |
11,941 |
11,555 |
|
| R2 |
11,702 |
11,702 |
11,521 |
|
| R1 |
11,579 |
11,579 |
11,488 |
11,641 |
| PP |
11,340 |
11,340 |
11,340 |
11,371 |
| S1 |
11,217 |
11,217 |
11,422 |
11,279 |
| S2 |
10,978 |
10,978 |
11,389 |
|
| S3 |
10,616 |
10,855 |
11,356 |
|
| S4 |
10,254 |
10,493 |
11,256 |
|
|
| 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 |
4.7% |
277 |
2.4% |
76% |
False |
False |
268,297 |
| 10 |
11,793 |
11,040 |
753 |
6.6% |
267 |
2.3% |
55% |
False |
False |
228,481 |
| 20 |
11,793 |
11,040 |
753 |
6.6% |
234 |
2.0% |
55% |
False |
False |
213,125 |
| 40 |
11,853 |
11,040 |
813 |
7.1% |
231 |
2.0% |
51% |
False |
False |
204,932 |
| 60 |
12,197 |
10,812 |
1,385 |
12.1% |
232 |
2.0% |
46% |
False |
False |
211,985 |
| 80 |
12,880 |
10,812 |
2,068 |
18.1% |
220 |
1.9% |
31% |
False |
False |
164,467 |
| 100 |
13,140 |
10,812 |
2,328 |
20.3% |
209 |
1.8% |
28% |
False |
False |
131,593 |
| 120 |
13,140 |
10,812 |
2,328 |
20.3% |
200 |
1.7% |
28% |
False |
False |
109,665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,003 |
|
2.618 |
12,412 |
|
1.618 |
12,050 |
|
1.000 |
11,826 |
|
0.618 |
11,688 |
|
HIGH |
11,464 |
|
0.618 |
11,326 |
|
0.500 |
11,283 |
|
0.382 |
11,240 |
|
LOW |
11,102 |
|
0.618 |
10,878 |
|
1.000 |
10,740 |
|
1.618 |
10,516 |
|
2.618 |
10,154 |
|
4.250 |
9,564 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,398 |
11,418 |
| PP |
11,340 |
11,380 |
| S1 |
11,283 |
11,343 |
|