| 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 |
4,897.0 |
4,803.0 |
-94.0 |
-1.9% |
4,981.0 |
| High |
4,932.0 |
4,882.0 |
-50.0 |
-1.0% |
5,093.0 |
| Low |
4,831.0 |
4,770.0 |
-61.0 |
-1.3% |
4,813.0 |
| Close |
4,926.0 |
4,827.0 |
-99.0 |
-2.0% |
4,926.0 |
| Range |
101.0 |
112.0 |
11.0 |
10.9% |
280.0 |
| ATR |
121.1 |
123.6 |
2.5 |
2.1% |
0.0 |
| Volume |
31,546 |
106,576 |
75,030 |
237.8% |
162,768 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,162.3 |
5,106.7 |
4,888.6 |
|
| R3 |
5,050.3 |
4,994.7 |
4,857.8 |
|
| R2 |
4,938.3 |
4,938.3 |
4,847.5 |
|
| R1 |
4,882.7 |
4,882.7 |
4,837.3 |
4,910.5 |
| PP |
4,826.3 |
4,826.3 |
4,826.3 |
4,840.3 |
| S1 |
4,770.7 |
4,770.7 |
4,816.7 |
4,798.5 |
| S2 |
4,714.3 |
4,714.3 |
4,806.5 |
|
| S3 |
4,602.3 |
4,658.7 |
4,796.2 |
|
| S4 |
4,490.3 |
4,546.7 |
4,765.4 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,784.0 |
5,635.0 |
5,080.0 |
|
| R3 |
5,504.0 |
5,355.0 |
5,003.0 |
|
| R2 |
5,224.0 |
5,224.0 |
4,977.3 |
|
| R1 |
5,075.0 |
5,075.0 |
4,951.7 |
5,009.5 |
| PP |
4,944.0 |
4,944.0 |
4,944.0 |
4,911.3 |
| S1 |
4,795.0 |
4,795.0 |
4,900.3 |
4,729.5 |
| S2 |
4,664.0 |
4,664.0 |
4,874.7 |
|
| S3 |
4,384.0 |
4,515.0 |
4,849.0 |
|
| S4 |
4,104.0 |
4,235.0 |
4,772.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,073.0 |
4,770.0 |
303.0 |
6.3% |
105.0 |
2.2% |
19% |
False |
True |
45,977 |
| 10 |
5,186.0 |
4,770.0 |
416.0 |
8.6% |
109.2 |
2.3% |
14% |
False |
True |
40,646 |
| 20 |
5,186.0 |
4,770.0 |
416.0 |
8.6% |
93.6 |
1.9% |
14% |
False |
True |
32,699 |
| 40 |
5,186.0 |
4,728.0 |
458.0 |
9.5% |
91.2 |
1.9% |
22% |
False |
False |
29,372 |
| 60 |
5,357.0 |
4,728.0 |
629.0 |
13.0% |
89.2 |
1.8% |
16% |
False |
False |
28,460 |
| 80 |
5,760.0 |
4,728.0 |
1,032.0 |
21.4% |
84.2 |
1.7% |
10% |
False |
False |
25,360 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.5% |
75.5 |
1.6% |
8% |
False |
False |
20,309 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.5% |
67.6 |
1.4% |
8% |
False |
False |
16,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,358.0 |
|
2.618 |
5,175.2 |
|
1.618 |
5,063.2 |
|
1.000 |
4,994.0 |
|
0.618 |
4,951.2 |
|
HIGH |
4,882.0 |
|
0.618 |
4,839.2 |
|
0.500 |
4,826.0 |
|
0.382 |
4,812.8 |
|
LOW |
4,770.0 |
|
0.618 |
4,700.8 |
|
1.000 |
4,658.0 |
|
1.618 |
4,588.8 |
|
2.618 |
4,476.8 |
|
4.250 |
4,294.0 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,826.7 |
4,851.0 |
| PP |
4,826.3 |
4,843.0 |
| S1 |
4,826.0 |
4,835.0 |
|