| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,936.0 |
6,007.5 |
71.5 |
1.2% |
6,221.0 |
| High |
6,034.0 |
6,047.0 |
13.0 |
0.2% |
6,332.0 |
| Low |
5,860.0 |
5,783.5 |
-76.5 |
-1.3% |
6,082.5 |
| Close |
5,949.5 |
5,827.0 |
-122.5 |
-2.1% |
6,233.5 |
| Range |
174.0 |
263.5 |
89.5 |
51.4% |
249.5 |
| ATR |
155.8 |
163.5 |
7.7 |
4.9% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,676.3 |
6,515.2 |
5,971.9 |
|
| R3 |
6,412.8 |
6,251.7 |
5,899.5 |
|
| R2 |
6,149.3 |
6,149.3 |
5,875.3 |
|
| R1 |
5,988.2 |
5,988.2 |
5,851.2 |
5,937.0 |
| PP |
5,885.8 |
5,885.8 |
5,885.8 |
5,860.3 |
| S1 |
5,724.7 |
5,724.7 |
5,802.8 |
5,673.5 |
| S2 |
5,622.3 |
5,622.3 |
5,778.7 |
|
| S3 |
5,358.8 |
5,461.2 |
5,754.5 |
|
| S4 |
5,095.3 |
5,197.7 |
5,682.1 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,964.5 |
6,848.5 |
6,370.7 |
|
| R3 |
6,715.0 |
6,599.0 |
6,302.1 |
|
| R2 |
6,465.5 |
6,465.5 |
6,279.2 |
|
| R1 |
6,349.5 |
6,349.5 |
6,256.4 |
6,407.5 |
| PP |
6,216.0 |
6,216.0 |
6,216.0 |
6,245.0 |
| S1 |
6,100.0 |
6,100.0 |
6,210.6 |
6,158.0 |
| S2 |
5,966.5 |
5,966.5 |
6,187.8 |
|
| S3 |
5,717.0 |
5,850.5 |
6,164.9 |
|
| S4 |
5,467.5 |
5,601.0 |
6,096.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,257.5 |
5,783.5 |
474.0 |
8.1% |
164.5 |
2.8% |
9% |
False |
True |
94,939 |
| 10 |
6,332.0 |
5,783.5 |
548.5 |
9.4% |
158.8 |
2.7% |
8% |
False |
True |
131,732 |
| 20 |
6,566.0 |
5,783.5 |
782.5 |
13.4% |
148.7 |
2.6% |
6% |
False |
True |
130,014 |
| 40 |
6,665.0 |
5,783.5 |
881.5 |
15.1% |
136.9 |
2.4% |
5% |
False |
True |
139,710 |
| 60 |
6,665.0 |
5,783.5 |
881.5 |
15.1% |
144.0 |
2.5% |
5% |
False |
True |
157,736 |
| 80 |
7,217.0 |
5,783.5 |
1,433.5 |
24.6% |
138.3 |
2.4% |
3% |
False |
True |
130,722 |
| 100 |
7,340.0 |
5,783.5 |
1,556.5 |
26.7% |
129.0 |
2.2% |
3% |
False |
True |
104,656 |
| 120 |
7,340.0 |
5,783.5 |
1,556.5 |
26.7% |
124.8 |
2.1% |
3% |
False |
True |
87,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,166.9 |
|
2.618 |
6,736.8 |
|
1.618 |
6,473.3 |
|
1.000 |
6,310.5 |
|
0.618 |
6,209.8 |
|
HIGH |
6,047.0 |
|
0.618 |
5,946.3 |
|
0.500 |
5,915.3 |
|
0.382 |
5,884.2 |
|
LOW |
5,783.5 |
|
0.618 |
5,620.7 |
|
1.000 |
5,520.0 |
|
1.618 |
5,357.2 |
|
2.618 |
5,093.7 |
|
4.250 |
4,663.6 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,915.3 |
5,933.8 |
| PP |
5,885.8 |
5,898.2 |
| S1 |
5,856.4 |
5,862.6 |
|