| 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 |
6,255.5 |
6,203.0 |
-52.5 |
-0.8% |
6,397.0 |
| High |
6,332.0 |
6,263.5 |
-68.5 |
-1.1% |
6,566.0 |
| Low |
6,158.0 |
6,162.0 |
4.0 |
0.1% |
6,098.0 |
| Close |
6,234.5 |
6,195.5 |
-39.0 |
-0.6% |
6,123.0 |
| Range |
174.0 |
101.5 |
-72.5 |
-41.7% |
468.0 |
| ATR |
148.4 |
145.1 |
-3.4 |
-2.3% |
0.0 |
| Volume |
193,858 |
207,961 |
14,103 |
7.3% |
864,195 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,511.5 |
6,455.0 |
6,251.3 |
|
| R3 |
6,410.0 |
6,353.5 |
6,223.4 |
|
| R2 |
6,308.5 |
6,308.5 |
6,214.1 |
|
| R1 |
6,252.0 |
6,252.0 |
6,204.8 |
6,229.5 |
| PP |
6,207.0 |
6,207.0 |
6,207.0 |
6,195.8 |
| S1 |
6,150.5 |
6,150.5 |
6,186.2 |
6,128.0 |
| S2 |
6,105.5 |
6,105.5 |
6,176.9 |
|
| S3 |
6,004.0 |
6,049.0 |
6,167.6 |
|
| S4 |
5,902.5 |
5,947.5 |
6,139.7 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,666.3 |
7,362.7 |
6,380.4 |
|
| R3 |
7,198.3 |
6,894.7 |
6,251.7 |
|
| R2 |
6,730.3 |
6,730.3 |
6,208.8 |
|
| R1 |
6,426.7 |
6,426.7 |
6,165.9 |
6,344.5 |
| PP |
6,262.3 |
6,262.3 |
6,262.3 |
6,221.3 |
| S1 |
5,958.7 |
5,958.7 |
6,080.1 |
5,876.5 |
| S2 |
5,794.3 |
5,794.3 |
6,037.2 |
|
| S3 |
5,326.3 |
5,490.7 |
5,994.3 |
|
| S4 |
4,858.3 |
5,022.7 |
5,865.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,488.5 |
6,098.0 |
390.5 |
6.3% |
170.4 |
2.8% |
25% |
False |
False |
172,382 |
| 10 |
6,566.0 |
6,098.0 |
468.0 |
7.6% |
148.3 |
2.4% |
21% |
False |
False |
152,523 |
| 20 |
6,566.0 |
6,098.0 |
468.0 |
7.6% |
131.9 |
2.1% |
21% |
False |
False |
139,510 |
| 40 |
6,665.0 |
6,098.0 |
567.0 |
9.2% |
134.5 |
2.2% |
17% |
False |
False |
147,737 |
| 60 |
6,875.5 |
6,041.5 |
834.0 |
13.5% |
140.3 |
2.3% |
18% |
False |
False |
160,519 |
| 80 |
7,254.0 |
6,041.5 |
1,212.5 |
19.6% |
134.4 |
2.2% |
13% |
False |
False |
122,204 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
21.0% |
125.4 |
2.0% |
12% |
False |
False |
97,830 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
21.0% |
123.5 |
2.0% |
12% |
False |
False |
81,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,694.9 |
|
2.618 |
6,529.2 |
|
1.618 |
6,427.7 |
|
1.000 |
6,365.0 |
|
0.618 |
6,326.2 |
|
HIGH |
6,263.5 |
|
0.618 |
6,224.7 |
|
0.500 |
6,212.8 |
|
0.382 |
6,200.8 |
|
LOW |
6,162.0 |
|
0.618 |
6,099.3 |
|
1.000 |
6,060.5 |
|
1.618 |
5,997.8 |
|
2.618 |
5,896.3 |
|
4.250 |
5,730.6 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,212.8 |
6,215.0 |
| PP |
6,207.0 |
6,208.5 |
| S1 |
6,201.3 |
6,202.0 |
|