| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,119.0 |
3,010.0 |
-109.0 |
-3.5% |
3,166.0 |
| High |
3,147.0 |
3,125.0 |
-22.0 |
-0.7% |
3,182.0 |
| Low |
2,973.0 |
2,948.0 |
-25.0 |
-0.8% |
2,948.0 |
| Close |
3,006.0 |
2,997.0 |
-9.0 |
-0.3% |
2,997.0 |
| Range |
174.0 |
177.0 |
3.0 |
1.7% |
234.0 |
| ATR |
98.3 |
103.9 |
5.6 |
5.7% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,554.3 |
3,452.7 |
3,094.4 |
|
| R3 |
3,377.3 |
3,275.7 |
3,045.7 |
|
| R2 |
3,200.3 |
3,200.3 |
3,029.5 |
|
| R1 |
3,098.7 |
3,098.7 |
3,013.2 |
3,061.0 |
| PP |
3,023.3 |
3,023.3 |
3,023.3 |
3,004.5 |
| S1 |
2,921.7 |
2,921.7 |
2,980.8 |
2,884.0 |
| S2 |
2,846.3 |
2,846.3 |
2,964.6 |
|
| S3 |
2,669.3 |
2,744.7 |
2,948.3 |
|
| S4 |
2,492.3 |
2,567.7 |
2,899.7 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,744.3 |
3,604.7 |
3,125.7 |
|
| R3 |
3,510.3 |
3,370.7 |
3,061.4 |
|
| R2 |
3,276.3 |
3,276.3 |
3,039.9 |
|
| R1 |
3,136.7 |
3,136.7 |
3,018.5 |
3,089.5 |
| PP |
3,042.3 |
3,042.3 |
3,042.3 |
3,018.8 |
| S1 |
2,902.7 |
2,902.7 |
2,975.6 |
2,855.5 |
| S2 |
2,808.3 |
2,808.3 |
2,954.1 |
|
| S3 |
2,574.3 |
2,668.7 |
2,932.7 |
|
| S4 |
2,340.3 |
2,434.7 |
2,868.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,182.0 |
2,948.0 |
234.0 |
7.8% |
129.4 |
4.3% |
21% |
False |
True |
695,977 |
| 10 |
3,336.0 |
2,948.0 |
388.0 |
12.9% |
104.3 |
3.5% |
13% |
False |
True |
1,300,417 |
| 20 |
3,438.0 |
2,948.0 |
490.0 |
16.3% |
89.8 |
3.0% |
10% |
False |
True |
1,238,866 |
| 40 |
3,474.0 |
2,948.0 |
526.0 |
17.6% |
78.1 |
2.6% |
9% |
False |
True |
1,197,546 |
| 60 |
3,474.0 |
2,948.0 |
526.0 |
17.6% |
80.8 |
2.7% |
9% |
False |
True |
1,382,595 |
| 80 |
3,822.0 |
2,948.0 |
874.0 |
29.2% |
78.2 |
2.6% |
6% |
False |
True |
1,194,003 |
| 100 |
3,905.0 |
2,948.0 |
957.0 |
31.9% |
71.9 |
2.4% |
5% |
False |
True |
955,811 |
| 120 |
3,905.0 |
2,948.0 |
957.0 |
31.9% |
69.5 |
2.3% |
5% |
False |
True |
796,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,877.3 |
|
2.618 |
3,588.4 |
|
1.618 |
3,411.4 |
|
1.000 |
3,302.0 |
|
0.618 |
3,234.4 |
|
HIGH |
3,125.0 |
|
0.618 |
3,057.4 |
|
0.500 |
3,036.5 |
|
0.382 |
3,015.6 |
|
LOW |
2,948.0 |
|
0.618 |
2,838.6 |
|
1.000 |
2,771.0 |
|
1.618 |
2,661.6 |
|
2.618 |
2,484.6 |
|
4.250 |
2,195.8 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,036.5 |
3,047.5 |
| PP |
3,023.3 |
3,030.7 |
| S1 |
3,010.2 |
3,013.8 |
|