| 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 |
3,166.0 |
3,082.0 |
-84.0 |
-2.7% |
3,300.0 |
| High |
3,182.0 |
3,138.0 |
-44.0 |
-1.4% |
3,336.0 |
| Low |
3,089.0 |
3,028.0 |
-61.0 |
-2.0% |
3,176.0 |
| Close |
3,144.0 |
3,084.0 |
-60.0 |
-1.9% |
3,277.0 |
| Range |
93.0 |
110.0 |
17.0 |
18.3% |
160.0 |
| ATR |
90.7 |
92.5 |
1.8 |
2.0% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,413.3 |
3,358.7 |
3,144.5 |
|
| R3 |
3,303.3 |
3,248.7 |
3,114.3 |
|
| R2 |
3,193.3 |
3,193.3 |
3,104.2 |
|
| R1 |
3,138.7 |
3,138.7 |
3,094.1 |
3,166.0 |
| PP |
3,083.3 |
3,083.3 |
3,083.3 |
3,097.0 |
| S1 |
3,028.7 |
3,028.7 |
3,073.9 |
3,056.0 |
| S2 |
2,973.3 |
2,973.3 |
3,063.8 |
|
| S3 |
2,863.3 |
2,918.7 |
3,053.8 |
|
| S4 |
2,753.3 |
2,808.7 |
3,023.5 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,743.0 |
3,670.0 |
3,365.0 |
|
| R3 |
3,583.0 |
3,510.0 |
3,321.0 |
|
| R2 |
3,423.0 |
3,423.0 |
3,306.3 |
|
| R1 |
3,350.0 |
3,350.0 |
3,291.7 |
3,306.5 |
| PP |
3,263.0 |
3,263.0 |
3,263.0 |
3,241.3 |
| S1 |
3,190.0 |
3,190.0 |
3,262.3 |
3,146.5 |
| S2 |
3,103.0 |
3,103.0 |
3,247.7 |
|
| S3 |
2,943.0 |
3,030.0 |
3,233.0 |
|
| S4 |
2,783.0 |
2,870.0 |
3,189.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,285.0 |
3,028.0 |
257.0 |
8.3% |
90.6 |
2.9% |
22% |
False |
True |
1,418,325 |
| 10 |
3,384.0 |
3,028.0 |
356.0 |
11.5% |
92.3 |
3.0% |
16% |
False |
True |
1,732,182 |
| 20 |
3,438.0 |
3,028.0 |
410.0 |
13.3% |
77.8 |
2.5% |
14% |
False |
True |
1,345,023 |
| 40 |
3,474.0 |
3,028.0 |
446.0 |
14.5% |
73.4 |
2.4% |
13% |
False |
True |
1,262,233 |
| 60 |
3,499.0 |
3,028.0 |
471.0 |
15.3% |
78.0 |
2.5% |
12% |
False |
True |
1,431,334 |
| 80 |
3,822.0 |
3,028.0 |
794.0 |
25.7% |
75.0 |
2.4% |
7% |
False |
True |
1,194,161 |
| 100 |
3,905.0 |
3,028.0 |
877.0 |
28.4% |
69.2 |
2.2% |
6% |
False |
True |
955,839 |
| 120 |
3,905.0 |
3,028.0 |
877.0 |
28.4% |
68.6 |
2.2% |
6% |
False |
True |
796,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,605.5 |
|
2.618 |
3,426.0 |
|
1.618 |
3,316.0 |
|
1.000 |
3,248.0 |
|
0.618 |
3,206.0 |
|
HIGH |
3,138.0 |
|
0.618 |
3,096.0 |
|
0.500 |
3,083.0 |
|
0.382 |
3,070.0 |
|
LOW |
3,028.0 |
|
0.618 |
2,960.0 |
|
1.000 |
2,918.0 |
|
1.618 |
2,850.0 |
|
2.618 |
2,740.0 |
|
4.250 |
2,560.5 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,083.7 |
3,105.0 |
| PP |
3,083.3 |
3,098.0 |
| S1 |
3,083.0 |
3,091.0 |
|