| 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 |
3,139.0 |
3,029.0 |
-110.0 |
-3.5% |
3,188.0 |
| High |
3,163.0 |
3,141.0 |
-22.0 |
-0.7% |
3,198.0 |
| Low |
2,987.0 |
2,963.0 |
-24.0 |
-0.8% |
2,963.0 |
| Close |
3,020.0 |
3,011.0 |
-9.0 |
-0.3% |
3,011.0 |
| Range |
176.0 |
178.0 |
2.0 |
1.1% |
235.0 |
| ATR |
95.6 |
101.5 |
5.9 |
6.2% |
0.0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,572.3 |
3,469.7 |
3,108.9 |
|
| R3 |
3,394.3 |
3,291.7 |
3,060.0 |
|
| R2 |
3,216.3 |
3,216.3 |
3,043.6 |
|
| R1 |
3,113.7 |
3,113.7 |
3,027.3 |
3,076.0 |
| PP |
3,038.3 |
3,038.3 |
3,038.3 |
3,019.5 |
| S1 |
2,935.7 |
2,935.7 |
2,994.7 |
2,898.0 |
| S2 |
2,860.3 |
2,860.3 |
2,978.4 |
|
| S3 |
2,682.3 |
2,757.7 |
2,962.1 |
|
| S4 |
2,504.3 |
2,579.7 |
2,913.1 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,762.3 |
3,621.7 |
3,140.3 |
|
| R3 |
3,527.3 |
3,386.7 |
3,075.6 |
|
| R2 |
3,292.3 |
3,292.3 |
3,054.1 |
|
| R1 |
3,151.7 |
3,151.7 |
3,032.5 |
3,104.5 |
| PP |
3,057.3 |
3,057.3 |
3,057.3 |
3,033.8 |
| S1 |
2,916.7 |
2,916.7 |
2,989.5 |
2,869.5 |
| S2 |
2,822.3 |
2,822.3 |
2,967.9 |
|
| S3 |
2,587.3 |
2,681.7 |
2,946.4 |
|
| S4 |
2,352.3 |
2,446.7 |
2,881.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,198.0 |
2,963.0 |
235.0 |
7.8% |
129.0 |
4.3% |
20% |
False |
True |
172,094 |
| 10 |
3,354.0 |
2,963.0 |
391.0 |
13.0% |
101.4 |
3.4% |
12% |
False |
True |
149,838 |
| 20 |
3,457.0 |
2,963.0 |
494.0 |
16.4% |
85.3 |
2.8% |
10% |
False |
True |
81,652 |
| 40 |
3,494.0 |
2,963.0 |
531.0 |
17.6% |
73.4 |
2.4% |
9% |
False |
True |
42,216 |
| 60 |
3,494.0 |
2,963.0 |
531.0 |
17.6% |
75.0 |
2.5% |
9% |
False |
True |
29,662 |
| 80 |
3,850.0 |
2,963.0 |
887.0 |
29.5% |
72.2 |
2.4% |
5% |
False |
True |
24,788 |
| 100 |
3,931.0 |
2,963.0 |
968.0 |
32.1% |
65.1 |
2.2% |
5% |
False |
True |
19,985 |
| 120 |
3,931.0 |
2,963.0 |
968.0 |
32.1% |
61.8 |
2.1% |
5% |
False |
True |
16,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,897.5 |
|
2.618 |
3,607.0 |
|
1.618 |
3,429.0 |
|
1.000 |
3,319.0 |
|
0.618 |
3,251.0 |
|
HIGH |
3,141.0 |
|
0.618 |
3,073.0 |
|
0.500 |
3,052.0 |
|
0.382 |
3,031.0 |
|
LOW |
2,963.0 |
|
0.618 |
2,853.0 |
|
1.000 |
2,785.0 |
|
1.618 |
2,675.0 |
|
2.618 |
2,497.0 |
|
4.250 |
2,206.5 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,052.0 |
3,063.0 |
| PP |
3,038.3 |
3,045.7 |
| S1 |
3,024.7 |
3,028.3 |
|