| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,100.0 |
3,139.0 |
39.0 |
1.3% |
3,317.0 |
| High |
3,154.0 |
3,163.0 |
9.0 |
0.3% |
3,354.0 |
| Low |
3,043.0 |
2,987.0 |
-56.0 |
-1.8% |
3,194.0 |
| Close |
3,099.0 |
3,020.0 |
-79.0 |
-2.5% |
3,295.0 |
| Range |
111.0 |
176.0 |
65.0 |
58.6% |
160.0 |
| ATR |
89.4 |
95.6 |
6.2 |
6.9% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,584.7 |
3,478.3 |
3,116.8 |
|
| R3 |
3,408.7 |
3,302.3 |
3,068.4 |
|
| R2 |
3,232.7 |
3,232.7 |
3,052.3 |
|
| R1 |
3,126.3 |
3,126.3 |
3,036.1 |
3,091.5 |
| PP |
3,056.7 |
3,056.7 |
3,056.7 |
3,039.3 |
| S1 |
2,950.3 |
2,950.3 |
3,003.9 |
2,915.5 |
| S2 |
2,880.7 |
2,880.7 |
2,987.7 |
|
| S3 |
2,704.7 |
2,774.3 |
2,971.6 |
|
| S4 |
2,528.7 |
2,598.3 |
2,923.2 |
|
|
| 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 |
2,987.0 |
315.0 |
10.4% |
105.0 |
3.5% |
10% |
False |
True |
214,066 |
| 10 |
3,397.0 |
2,987.0 |
410.0 |
13.6% |
97.2 |
3.2% |
8% |
False |
True |
152,707 |
| 20 |
3,457.0 |
2,987.0 |
470.0 |
15.6% |
78.1 |
2.6% |
7% |
False |
True |
81,828 |
| 40 |
3,494.0 |
2,987.0 |
507.0 |
16.8% |
71.3 |
2.4% |
7% |
False |
True |
42,292 |
| 60 |
3,494.0 |
2,987.0 |
507.0 |
16.8% |
73.8 |
2.4% |
7% |
False |
True |
29,723 |
| 80 |
3,850.0 |
2,987.0 |
863.0 |
28.6% |
70.5 |
2.3% |
4% |
False |
True |
24,821 |
| 100 |
3,931.0 |
2,987.0 |
944.0 |
31.3% |
63.8 |
2.1% |
3% |
False |
True |
20,034 |
| 120 |
3,931.0 |
2,987.0 |
944.0 |
31.3% |
60.7 |
2.0% |
3% |
False |
True |
16,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,911.0 |
|
2.618 |
3,623.8 |
|
1.618 |
3,447.8 |
|
1.000 |
3,339.0 |
|
0.618 |
3,271.8 |
|
HIGH |
3,163.0 |
|
0.618 |
3,095.8 |
|
0.500 |
3,075.0 |
|
0.382 |
3,054.2 |
|
LOW |
2,987.0 |
|
0.618 |
2,878.2 |
|
1.000 |
2,811.0 |
|
1.618 |
2,702.2 |
|
2.618 |
2,526.2 |
|
4.250 |
2,239.0 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,075.0 |
3,092.5 |
| PP |
3,056.7 |
3,068.3 |
| S1 |
3,038.3 |
3,044.2 |
|