| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
11,460 |
11,350 |
-110 |
-1.0% |
11,340 |
| High |
11,498 |
11,350 |
-148 |
-1.3% |
11,583 |
| Low |
11,282 |
10,948 |
-334 |
-3.0% |
11,102 |
| Close |
11,458 |
10,959 |
-499 |
-4.4% |
11,458 |
| Range |
216 |
402 |
186 |
86.1% |
481 |
| ATR |
247 |
266 |
19 |
7.6% |
0 |
| Volume |
142,480 |
61,639 |
-80,841 |
-56.7% |
1,223,987 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,292 |
12,027 |
11,180 |
|
| R3 |
11,890 |
11,625 |
11,070 |
|
| R2 |
11,488 |
11,488 |
11,033 |
|
| R1 |
11,223 |
11,223 |
10,996 |
11,155 |
| PP |
11,086 |
11,086 |
11,086 |
11,051 |
| S1 |
10,821 |
10,821 |
10,922 |
10,753 |
| S2 |
10,684 |
10,684 |
10,885 |
|
| S3 |
10,282 |
10,419 |
10,849 |
|
| S4 |
9,880 |
10,017 |
10,738 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,824 |
12,622 |
11,723 |
|
| R3 |
12,343 |
12,141 |
11,590 |
|
| R2 |
11,862 |
11,862 |
11,546 |
|
| R1 |
11,660 |
11,660 |
11,502 |
11,761 |
| PP |
11,381 |
11,381 |
11,381 |
11,432 |
| S1 |
11,179 |
11,179 |
11,414 |
11,280 |
| S2 |
10,900 |
10,900 |
11,370 |
|
| S3 |
10,419 |
10,698 |
11,326 |
|
| S4 |
9,938 |
10,217 |
11,194 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,583 |
10,948 |
635 |
5.8% |
307 |
2.8% |
2% |
False |
True |
205,789 |
| 10 |
11,793 |
10,948 |
845 |
7.7% |
285 |
2.6% |
1% |
False |
True |
214,442 |
| 20 |
11,793 |
10,948 |
845 |
7.7% |
246 |
2.2% |
1% |
False |
True |
199,349 |
| 40 |
11,853 |
10,948 |
905 |
8.3% |
234 |
2.1% |
1% |
False |
True |
197,130 |
| 60 |
12,054 |
10,812 |
1,242 |
11.3% |
237 |
2.2% |
12% |
False |
False |
209,160 |
| 80 |
12,722 |
10,812 |
1,910 |
17.4% |
223 |
2.0% |
8% |
False |
False |
167,016 |
| 100 |
13,140 |
10,812 |
2,328 |
21.2% |
211 |
1.9% |
6% |
False |
False |
133,633 |
| 120 |
13,140 |
10,812 |
2,328 |
21.2% |
203 |
1.9% |
6% |
False |
False |
111,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,059 |
|
2.618 |
12,403 |
|
1.618 |
12,001 |
|
1.000 |
11,752 |
|
0.618 |
11,599 |
|
HIGH |
11,350 |
|
0.618 |
11,197 |
|
0.500 |
11,149 |
|
0.382 |
11,102 |
|
LOW |
10,948 |
|
0.618 |
10,700 |
|
1.000 |
10,546 |
|
1.618 |
10,298 |
|
2.618 |
9,896 |
|
4.250 |
9,240 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,149 |
11,223 |
| PP |
11,086 |
11,135 |
| S1 |
11,022 |
11,047 |
|