| 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 |
5,115.0 |
5,065.5 |
-49.5 |
-1.0% |
5,421.0 |
| High |
5,145.0 |
5,122.5 |
-22.5 |
-0.4% |
5,542.5 |
| Low |
4,959.5 |
4,880.5 |
-79.0 |
-1.6% |
5,262.5 |
| Close |
5,011.5 |
4,910.0 |
-101.5 |
-2.0% |
5,420.0 |
| Range |
185.5 |
242.0 |
56.5 |
30.5% |
280.0 |
| ATR |
157.1 |
163.2 |
6.1 |
3.9% |
0.0 |
| Volume |
317,208 |
475,538 |
158,330 |
49.9% |
792,527 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,697.0 |
5,545.5 |
5,043.0 |
|
| R3 |
5,455.0 |
5,303.5 |
4,976.5 |
|
| R2 |
5,213.0 |
5,213.0 |
4,954.5 |
|
| R1 |
5,061.5 |
5,061.5 |
4,932.0 |
5,016.0 |
| PP |
4,971.0 |
4,971.0 |
4,971.0 |
4,948.5 |
| S1 |
4,819.5 |
4,819.5 |
4,888.0 |
4,774.0 |
| S2 |
4,729.0 |
4,729.0 |
4,865.5 |
|
| S3 |
4,487.0 |
4,577.5 |
4,843.5 |
|
| S4 |
4,245.0 |
4,335.5 |
4,777.0 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,248.5 |
6,114.0 |
5,574.0 |
|
| R3 |
5,968.5 |
5,834.0 |
5,497.0 |
|
| R2 |
5,688.5 |
5,688.5 |
5,471.5 |
|
| R1 |
5,554.0 |
5,554.0 |
5,445.5 |
5,481.0 |
| PP |
5,408.5 |
5,408.5 |
5,408.5 |
5,372.0 |
| S1 |
5,274.0 |
5,274.0 |
5,394.5 |
5,201.0 |
| S2 |
5,128.5 |
5,128.5 |
5,368.5 |
|
| S3 |
4,848.5 |
4,994.0 |
5,343.0 |
|
| S4 |
4,568.5 |
4,714.0 |
5,266.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,432.5 |
4,880.5 |
552.0 |
11.2% |
173.0 |
3.5% |
5% |
False |
True |
245,811 |
| 10 |
5,550.5 |
4,880.5 |
670.0 |
13.6% |
165.5 |
3.4% |
4% |
False |
True |
199,840 |
| 20 |
5,658.5 |
4,880.5 |
778.0 |
15.8% |
139.0 |
2.8% |
4% |
False |
True |
141,048 |
| 40 |
5,658.5 |
4,880.5 |
778.0 |
15.8% |
122.5 |
2.5% |
4% |
False |
True |
119,121 |
| 60 |
5,713.0 |
4,880.5 |
832.5 |
17.0% |
127.5 |
2.6% |
4% |
False |
True |
119,735 |
| 80 |
6,162.0 |
4,880.5 |
1,281.5 |
26.1% |
120.0 |
2.4% |
2% |
False |
True |
101,116 |
| 100 |
6,424.5 |
4,880.5 |
1,544.0 |
31.4% |
111.0 |
2.3% |
2% |
False |
True |
81,055 |
| 120 |
6,424.5 |
4,880.5 |
1,544.0 |
31.4% |
102.5 |
2.1% |
2% |
False |
True |
67,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,151.0 |
|
2.618 |
5,756.0 |
|
1.618 |
5,514.0 |
|
1.000 |
5,364.5 |
|
0.618 |
5,272.0 |
|
HIGH |
5,122.5 |
|
0.618 |
5,030.0 |
|
0.500 |
5,001.5 |
|
0.382 |
4,973.0 |
|
LOW |
4,880.5 |
|
0.618 |
4,731.0 |
|
1.000 |
4,638.5 |
|
1.618 |
4,489.0 |
|
2.618 |
4,247.0 |
|
4.250 |
3,852.0 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,001.5 |
5,085.0 |
| PP |
4,971.0 |
5,027.0 |
| S1 |
4,940.5 |
4,968.5 |
|