| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
4,690.0 |
4,809.0 |
119.0 |
2.5% |
4,981.0 |
| High |
4,781.0 |
4,837.0 |
56.0 |
1.2% |
5,093.0 |
| Low |
4,683.0 |
4,699.0 |
16.0 |
0.3% |
4,813.0 |
| Close |
4,749.0 |
4,730.0 |
-19.0 |
-0.4% |
4,926.0 |
| Range |
98.0 |
138.0 |
40.0 |
40.8% |
280.0 |
| ATR |
125.1 |
126.0 |
0.9 |
0.7% |
0.0 |
| Volume |
127,264 |
81,862 |
-45,402 |
-35.7% |
162,768 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,169.3 |
5,087.7 |
4,805.9 |
|
| R3 |
5,031.3 |
4,949.7 |
4,768.0 |
|
| R2 |
4,893.3 |
4,893.3 |
4,755.3 |
|
| R1 |
4,811.7 |
4,811.7 |
4,742.7 |
4,783.5 |
| PP |
4,755.3 |
4,755.3 |
4,755.3 |
4,741.3 |
| S1 |
4,673.7 |
4,673.7 |
4,717.4 |
4,645.5 |
| S2 |
4,617.3 |
4,617.3 |
4,704.7 |
|
| S3 |
4,479.3 |
4,535.7 |
4,692.1 |
|
| S4 |
4,341.3 |
4,397.7 |
4,654.1 |
|
|
| 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 |
4,932.0 |
4,683.0 |
249.0 |
5.3% |
113.2 |
2.4% |
19% |
False |
False |
74,948 |
| 10 |
5,109.0 |
4,683.0 |
426.0 |
9.0% |
112.9 |
2.4% |
11% |
False |
False |
55,381 |
| 20 |
5,186.0 |
4,683.0 |
503.0 |
10.6% |
97.7 |
2.1% |
9% |
False |
False |
40,597 |
| 40 |
5,186.0 |
4,683.0 |
503.0 |
10.6% |
92.1 |
1.9% |
9% |
False |
False |
33,158 |
| 60 |
5,357.0 |
4,683.0 |
674.0 |
14.2% |
90.8 |
1.9% |
7% |
False |
False |
31,202 |
| 80 |
5,745.0 |
4,683.0 |
1,062.0 |
22.5% |
86.7 |
1.8% |
4% |
False |
False |
27,972 |
| 100 |
6,006.0 |
4,683.0 |
1,323.0 |
28.0% |
77.2 |
1.6% |
4% |
False |
False |
22,400 |
| 120 |
6,006.0 |
4,683.0 |
1,323.0 |
28.0% |
69.4 |
1.5% |
4% |
False |
False |
18,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,423.5 |
|
2.618 |
5,198.3 |
|
1.618 |
5,060.3 |
|
1.000 |
4,975.0 |
|
0.618 |
4,922.3 |
|
HIGH |
4,837.0 |
|
0.618 |
4,784.3 |
|
0.500 |
4,768.0 |
|
0.382 |
4,751.7 |
|
LOW |
4,699.0 |
|
0.618 |
4,613.7 |
|
1.000 |
4,561.0 |
|
1.618 |
4,475.7 |
|
2.618 |
4,337.7 |
|
4.250 |
4,112.5 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,768.0 |
4,782.5 |
| PP |
4,755.3 |
4,765.0 |
| S1 |
4,742.7 |
4,747.5 |
|