| 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 |
5,065.5 |
4,922.0 |
-143.5 |
-2.8% |
5,421.0 |
| High |
5,122.5 |
5,055.5 |
-67.0 |
-1.3% |
5,542.5 |
| Low |
4,880.5 |
4,804.0 |
-76.5 |
-1.6% |
5,262.5 |
| Close |
4,910.0 |
4,886.5 |
-23.5 |
-0.5% |
5,420.0 |
| Range |
242.0 |
251.5 |
9.5 |
3.9% |
280.0 |
| ATR |
163.2 |
169.5 |
6.3 |
3.9% |
0.0 |
| Volume |
475,538 |
418,037 |
-57,501 |
-12.1% |
792,527 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,670.0 |
5,529.5 |
5,025.0 |
|
| R3 |
5,418.5 |
5,278.0 |
4,955.5 |
|
| R2 |
5,167.0 |
5,167.0 |
4,932.5 |
|
| R1 |
5,026.5 |
5,026.5 |
4,909.5 |
4,971.0 |
| PP |
4,915.5 |
4,915.5 |
4,915.5 |
4,887.5 |
| S1 |
4,775.0 |
4,775.0 |
4,863.5 |
4,719.5 |
| S2 |
4,664.0 |
4,664.0 |
4,840.5 |
|
| S3 |
4,412.5 |
4,523.5 |
4,817.5 |
|
| S4 |
4,161.0 |
4,272.0 |
4,748.0 |
|
|
| 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 |
4,804.0 |
628.5 |
12.9% |
194.0 |
4.0% |
13% |
False |
True |
301,071 |
| 10 |
5,542.5 |
4,804.0 |
738.5 |
15.1% |
167.0 |
3.4% |
11% |
False |
True |
228,266 |
| 20 |
5,658.5 |
4,804.0 |
854.5 |
17.5% |
146.5 |
3.0% |
10% |
False |
True |
157,507 |
| 40 |
5,658.5 |
4,804.0 |
854.5 |
17.5% |
125.0 |
2.6% |
10% |
False |
True |
127,114 |
| 60 |
5,669.0 |
4,804.0 |
865.0 |
17.7% |
131.0 |
2.7% |
10% |
False |
True |
124,755 |
| 80 |
6,162.0 |
4,804.0 |
1,358.0 |
27.8% |
122.0 |
2.5% |
6% |
False |
True |
106,339 |
| 100 |
6,424.5 |
4,804.0 |
1,620.5 |
33.2% |
113.5 |
2.3% |
5% |
False |
True |
85,235 |
| 120 |
6,424.5 |
4,804.0 |
1,620.5 |
33.2% |
104.0 |
2.1% |
5% |
False |
True |
71,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,124.5 |
|
2.618 |
5,714.0 |
|
1.618 |
5,462.5 |
|
1.000 |
5,307.0 |
|
0.618 |
5,211.0 |
|
HIGH |
5,055.5 |
|
0.618 |
4,959.5 |
|
0.500 |
4,930.0 |
|
0.382 |
4,900.0 |
|
LOW |
4,804.0 |
|
0.618 |
4,648.5 |
|
1.000 |
4,552.5 |
|
1.618 |
4,397.0 |
|
2.618 |
4,145.5 |
|
4.250 |
3,735.0 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,930.0 |
4,974.5 |
| PP |
4,915.5 |
4,945.0 |
| S1 |
4,901.0 |
4,916.0 |
|