| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,188.0 |
3,188.0 |
0.0 |
0.0% |
3,317.0 |
| High |
3,198.0 |
3,198.0 |
0.0 |
0.0% |
3,354.0 |
| Low |
3,108.0 |
3,108.0 |
0.0 |
0.0% |
3,194.0 |
| Close |
3,160.0 |
3,160.0 |
0.0 |
0.0% |
3,295.0 |
| Range |
90.0 |
90.0 |
0.0 |
0.0% |
160.0 |
| ATR |
87.1 |
87.3 |
0.2 |
0.2% |
0.0 |
| Volume |
860,471 |
0 |
-860,471 |
-100.0% |
543,699 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,425.3 |
3,382.7 |
3,209.5 |
|
| R3 |
3,335.3 |
3,292.7 |
3,184.8 |
|
| R2 |
3,245.3 |
3,245.3 |
3,176.5 |
|
| R1 |
3,202.7 |
3,202.7 |
3,168.3 |
3,179.0 |
| PP |
3,155.3 |
3,155.3 |
3,155.3 |
3,143.5 |
| S1 |
3,112.7 |
3,112.7 |
3,151.8 |
3,089.0 |
| S2 |
3,065.3 |
3,065.3 |
3,143.5 |
|
| S3 |
2,975.3 |
3,022.7 |
3,135.3 |
|
| S4 |
2,885.3 |
2,932.7 |
3,110.5 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,761.0 |
3,688.0 |
3,383.0 |
|
| R3 |
3,601.0 |
3,528.0 |
3,339.0 |
|
| R2 |
3,441.0 |
3,441.0 |
3,324.3 |
|
| R1 |
3,368.0 |
3,368.0 |
3,309.7 |
3,324.5 |
| PP |
3,281.0 |
3,281.0 |
3,281.0 |
3,259.3 |
| S1 |
3,208.0 |
3,208.0 |
3,280.3 |
3,164.5 |
| S2 |
3,121.0 |
3,121.0 |
3,265.7 |
|
| S3 |
2,961.0 |
3,048.0 |
3,251.0 |
|
| S4 |
2,801.0 |
2,888.0 |
3,207.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,302.0 |
3,108.0 |
194.0 |
6.1% |
79.4 |
2.5% |
27% |
False |
True |
275,029 |
| 10 |
3,457.0 |
3,108.0 |
349.0 |
11.0% |
82.0 |
2.6% |
15% |
False |
True |
156,440 |
| 20 |
3,457.0 |
3,108.0 |
349.0 |
11.0% |
68.9 |
2.2% |
15% |
False |
True |
82,887 |
| 40 |
3,494.0 |
3,108.0 |
386.0 |
12.2% |
66.6 |
2.1% |
13% |
False |
True |
42,533 |
| 60 |
3,522.0 |
3,108.0 |
414.0 |
13.1% |
71.2 |
2.3% |
13% |
False |
True |
29,989 |
| 80 |
3,850.0 |
3,108.0 |
742.0 |
23.5% |
67.9 |
2.1% |
7% |
False |
True |
24,850 |
| 100 |
3,931.0 |
3,108.0 |
823.0 |
26.0% |
61.2 |
1.9% |
6% |
False |
True |
20,045 |
| 120 |
3,931.0 |
3,108.0 |
823.0 |
26.0% |
60.2 |
1.9% |
6% |
False |
True |
16,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,580.5 |
|
2.618 |
3,433.6 |
|
1.618 |
3,343.6 |
|
1.000 |
3,288.0 |
|
0.618 |
3,253.6 |
|
HIGH |
3,198.0 |
|
0.618 |
3,163.6 |
|
0.500 |
3,153.0 |
|
0.382 |
3,142.4 |
|
LOW |
3,108.0 |
|
0.618 |
3,052.4 |
|
1.000 |
3,018.0 |
|
1.618 |
2,962.4 |
|
2.618 |
2,872.4 |
|
4.250 |
2,725.5 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,157.7 |
3,205.0 |
| PP |
3,155.3 |
3,190.0 |
| S1 |
3,153.0 |
3,175.0 |
|