| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,263.0 |
3,241.0 |
-22.0 |
-0.7% |
3,375.0 |
| High |
3,295.0 |
3,294.0 |
-1.0 |
0.0% |
3,457.0 |
| Low |
3,236.0 |
3,194.0 |
-42.0 |
-1.3% |
3,191.0 |
| Close |
3,256.0 |
3,236.0 |
-20.0 |
-0.6% |
3,203.0 |
| Range |
59.0 |
100.0 |
41.0 |
69.5% |
266.0 |
| ATR |
79.0 |
80.5 |
1.5 |
1.9% |
0.0 |
| Volume |
121,806 |
183,012 |
61,206 |
50.2% |
164,913 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.3 |
3,488.7 |
3,291.0 |
|
| R3 |
3,441.3 |
3,388.7 |
3,263.5 |
|
| R2 |
3,341.3 |
3,341.3 |
3,254.3 |
|
| R1 |
3,288.7 |
3,288.7 |
3,245.2 |
3,265.0 |
| PP |
3,241.3 |
3,241.3 |
3,241.3 |
3,229.5 |
| S1 |
3,188.7 |
3,188.7 |
3,226.8 |
3,165.0 |
| S2 |
3,141.3 |
3,141.3 |
3,217.7 |
|
| S3 |
3,041.3 |
3,088.7 |
3,208.5 |
|
| S4 |
2,941.3 |
2,988.7 |
3,181.0 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,081.7 |
3,908.3 |
3,349.3 |
|
| R3 |
3,815.7 |
3,642.3 |
3,276.2 |
|
| R2 |
3,549.7 |
3,549.7 |
3,251.8 |
|
| R1 |
3,376.3 |
3,376.3 |
3,227.4 |
3,330.0 |
| PP |
3,283.7 |
3,283.7 |
3,283.7 |
3,260.5 |
| S1 |
3,110.3 |
3,110.3 |
3,178.6 |
3,064.0 |
| S2 |
3,017.7 |
3,017.7 |
3,154.2 |
|
| S3 |
2,751.7 |
2,844.3 |
3,129.9 |
|
| S4 |
2,485.7 |
2,578.3 |
3,056.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,397.0 |
3,191.0 |
206.0 |
6.4% |
89.4 |
2.8% |
22% |
False |
False |
91,348 |
| 10 |
3,457.0 |
3,191.0 |
266.0 |
8.2% |
75.7 |
2.3% |
17% |
False |
False |
52,181 |
| 20 |
3,457.0 |
3,191.0 |
266.0 |
8.2% |
66.1 |
2.0% |
17% |
False |
False |
29,663 |
| 40 |
3,494.0 |
3,191.0 |
303.0 |
9.4% |
67.0 |
2.1% |
15% |
False |
False |
16,053 |
| 60 |
3,571.0 |
3,133.0 |
438.0 |
13.5% |
70.3 |
2.2% |
24% |
False |
False |
12,882 |
| 80 |
3,854.0 |
3,133.0 |
721.0 |
22.3% |
66.2 |
2.0% |
14% |
False |
False |
11,493 |
| 100 |
3,931.0 |
3,133.0 |
798.0 |
24.7% |
60.5 |
1.9% |
13% |
False |
False |
9,362 |
| 120 |
3,931.0 |
3,133.0 |
798.0 |
24.7% |
59.0 |
1.8% |
13% |
False |
False |
7,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,719.0 |
|
2.618 |
3,555.8 |
|
1.618 |
3,455.8 |
|
1.000 |
3,394.0 |
|
0.618 |
3,355.8 |
|
HIGH |
3,294.0 |
|
0.618 |
3,255.8 |
|
0.500 |
3,244.0 |
|
0.382 |
3,232.2 |
|
LOW |
3,194.0 |
|
0.618 |
3,132.2 |
|
1.000 |
3,094.0 |
|
1.618 |
3,032.2 |
|
2.618 |
2,932.2 |
|
4.250 |
2,769.0 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,244.0 |
3,274.0 |
| PP |
3,241.3 |
3,261.3 |
| S1 |
3,238.7 |
3,248.7 |
|