| 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 |
5,060.0 |
4,860.0 |
-200.0 |
-4.0% |
5,120.0 |
| High |
5,073.0 |
4,937.0 |
-136.0 |
-2.7% |
5,186.0 |
| Low |
4,964.0 |
4,851.0 |
-113.0 |
-2.3% |
4,795.0 |
| Close |
5,010.0 |
4,913.0 |
-97.0 |
-1.9% |
4,873.0 |
| Range |
109.0 |
86.0 |
-23.0 |
-21.1% |
391.0 |
| ATR |
120.4 |
123.1 |
2.8 |
2.3% |
0.0 |
| Volume |
29,190 |
35,078 |
5,888 |
20.2% |
153,319 |
|
| Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,158.3 |
5,121.7 |
4,960.3 |
|
| R3 |
5,072.3 |
5,035.7 |
4,936.7 |
|
| R2 |
4,986.3 |
4,986.3 |
4,928.8 |
|
| R1 |
4,949.7 |
4,949.7 |
4,920.9 |
4,968.0 |
| PP |
4,900.3 |
4,900.3 |
4,900.3 |
4,909.5 |
| S1 |
4,863.7 |
4,863.7 |
4,905.1 |
4,882.0 |
| S2 |
4,814.3 |
4,814.3 |
4,897.2 |
|
| S3 |
4,728.3 |
4,777.7 |
4,889.4 |
|
| S4 |
4,642.3 |
4,691.7 |
4,865.7 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,124.3 |
5,889.7 |
5,088.1 |
|
| R3 |
5,733.3 |
5,498.7 |
4,980.5 |
|
| R2 |
5,342.3 |
5,342.3 |
4,944.7 |
|
| R1 |
5,107.7 |
5,107.7 |
4,908.8 |
5,029.5 |
| PP |
4,951.3 |
4,951.3 |
4,951.3 |
4,912.3 |
| S1 |
4,716.7 |
4,716.7 |
4,837.2 |
4,638.5 |
| S2 |
4,560.3 |
4,560.3 |
4,801.3 |
|
| S3 |
4,169.3 |
4,325.7 |
4,765.5 |
|
| S4 |
3,778.3 |
3,934.7 |
4,658.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,109.0 |
4,795.0 |
314.0 |
6.4% |
112.6 |
2.3% |
38% |
False |
False |
35,813 |
| 10 |
5,186.0 |
4,795.0 |
391.0 |
8.0% |
95.4 |
1.9% |
30% |
False |
False |
30,875 |
| 20 |
5,186.0 |
4,795.0 |
391.0 |
8.0% |
92.5 |
1.9% |
30% |
False |
False |
28,411 |
| 40 |
5,186.0 |
4,728.0 |
458.0 |
9.3% |
89.3 |
1.8% |
40% |
False |
False |
27,008 |
| 60 |
5,423.0 |
4,728.0 |
695.0 |
14.1% |
88.0 |
1.8% |
27% |
False |
False |
27,105 |
| 80 |
5,887.0 |
4,728.0 |
1,159.0 |
23.6% |
81.6 |
1.7% |
16% |
False |
False |
23,294 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.0% |
72.4 |
1.5% |
14% |
False |
False |
18,654 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.0% |
65.3 |
1.3% |
14% |
False |
False |
15,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,302.5 |
|
2.618 |
5,162.1 |
|
1.618 |
5,076.1 |
|
1.000 |
5,023.0 |
|
0.618 |
4,990.1 |
|
HIGH |
4,937.0 |
|
0.618 |
4,904.1 |
|
0.500 |
4,894.0 |
|
0.382 |
4,883.9 |
|
LOW |
4,851.0 |
|
0.618 |
4,797.9 |
|
1.000 |
4,765.0 |
|
1.618 |
4,711.9 |
|
2.618 |
4,625.9 |
|
4.250 |
4,485.5 |
|
|
| Fisher Pivots for day following 10-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,906.7 |
4,972.0 |
| PP |
4,900.3 |
4,952.3 |
| S1 |
4,894.0 |
4,932.7 |
|