| 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 |
3,188.0 |
3,100.0 |
-88.0 |
-2.8% |
3,317.0 |
| High |
3,198.0 |
3,154.0 |
-44.0 |
-1.4% |
3,354.0 |
| Low |
3,108.0 |
3,043.0 |
-65.0 |
-2.1% |
3,194.0 |
| Close |
3,160.0 |
3,099.0 |
-61.0 |
-1.9% |
3,295.0 |
| Range |
90.0 |
111.0 |
21.0 |
23.3% |
160.0 |
| ATR |
87.3 |
89.4 |
2.1 |
2.4% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,431.7 |
3,376.3 |
3,160.1 |
|
| R3 |
3,320.7 |
3,265.3 |
3,129.5 |
|
| R2 |
3,209.7 |
3,209.7 |
3,119.4 |
|
| R1 |
3,154.3 |
3,154.3 |
3,109.2 |
3,126.5 |
| PP |
3,098.7 |
3,098.7 |
3,098.7 |
3,084.8 |
| S1 |
3,043.3 |
3,043.3 |
3,088.8 |
3,015.5 |
| S2 |
2,987.7 |
2,987.7 |
3,078.7 |
|
| S3 |
2,876.7 |
2,932.3 |
3,068.5 |
|
| S4 |
2,765.7 |
2,821.3 |
3,038.0 |
|
|
| 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 |
3,043.0 |
259.0 |
8.4% |
89.8 |
2.9% |
22% |
False |
True |
250,668 |
| 10 |
3,422.0 |
3,043.0 |
379.0 |
12.2% |
83.9 |
2.7% |
15% |
False |
True |
154,955 |
| 20 |
3,457.0 |
3,043.0 |
414.0 |
13.4% |
71.2 |
2.3% |
14% |
False |
True |
81,855 |
| 40 |
3,494.0 |
3,043.0 |
451.0 |
14.6% |
67.9 |
2.2% |
12% |
False |
True |
42,437 |
| 60 |
3,522.0 |
3,043.0 |
479.0 |
15.5% |
71.7 |
2.3% |
12% |
False |
True |
29,964 |
| 80 |
3,850.0 |
3,043.0 |
807.0 |
26.0% |
68.9 |
2.2% |
7% |
False |
True |
24,842 |
| 100 |
3,931.0 |
3,043.0 |
888.0 |
28.7% |
62.1 |
2.0% |
6% |
False |
True |
20,044 |
| 120 |
3,931.0 |
3,043.0 |
888.0 |
28.7% |
60.7 |
2.0% |
6% |
False |
True |
16,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,625.8 |
|
2.618 |
3,444.6 |
|
1.618 |
3,333.6 |
|
1.000 |
3,265.0 |
|
0.618 |
3,222.6 |
|
HIGH |
3,154.0 |
|
0.618 |
3,111.6 |
|
0.500 |
3,098.5 |
|
0.382 |
3,085.4 |
|
LOW |
3,043.0 |
|
0.618 |
2,974.4 |
|
1.000 |
2,932.0 |
|
1.618 |
2,863.4 |
|
2.618 |
2,752.4 |
|
4.250 |
2,571.3 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,098.8 |
3,120.5 |
| PP |
3,098.7 |
3,113.3 |
| S1 |
3,098.5 |
3,106.2 |
|