| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,029.0 |
3,294.0 |
265.0 |
8.7% |
3,188.0 |
| High |
3,141.0 |
3,300.0 |
159.0 |
5.1% |
3,198.0 |
| Low |
2,963.0 |
3,134.0 |
171.0 |
5.8% |
2,963.0 |
| Close |
3,011.0 |
3,207.0 |
196.0 |
6.5% |
3,011.0 |
| Range |
178.0 |
166.0 |
-12.0 |
-6.7% |
235.0 |
| ATR |
101.5 |
114.9 |
13.4 |
13.2% |
0.0 |
| Volume |
0 |
2,017,535 |
2,017,535 |
|
860,471 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,711.7 |
3,625.3 |
3,298.3 |
|
| R3 |
3,545.7 |
3,459.3 |
3,252.7 |
|
| R2 |
3,379.7 |
3,379.7 |
3,237.4 |
|
| R1 |
3,293.3 |
3,293.3 |
3,222.2 |
3,253.5 |
| PP |
3,213.7 |
3,213.7 |
3,213.7 |
3,193.8 |
| S1 |
3,127.3 |
3,127.3 |
3,191.8 |
3,087.5 |
| S2 |
3,047.7 |
3,047.7 |
3,176.6 |
|
| S3 |
2,881.7 |
2,961.3 |
3,161.4 |
|
| S4 |
2,715.7 |
2,795.3 |
3,115.7 |
|
|
| 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 |
3,300.0 |
2,963.0 |
337.0 |
10.5% |
144.2 |
4.5% |
72% |
True |
False |
403,507 |
| 10 |
3,354.0 |
2,963.0 |
391.0 |
12.2% |
109.2 |
3.4% |
62% |
False |
False |
342,170 |
| 20 |
3,457.0 |
2,963.0 |
494.0 |
15.4% |
90.2 |
2.8% |
49% |
False |
False |
182,086 |
| 40 |
3,494.0 |
2,963.0 |
531.0 |
16.6% |
76.0 |
2.4% |
46% |
False |
False |
92,640 |
| 60 |
3,494.0 |
2,963.0 |
531.0 |
16.6% |
76.9 |
2.4% |
46% |
False |
False |
63,279 |
| 80 |
3,830.0 |
2,963.0 |
867.0 |
27.0% |
73.9 |
2.3% |
28% |
False |
False |
49,983 |
| 100 |
3,931.0 |
2,963.0 |
968.0 |
30.2% |
66.5 |
2.1% |
25% |
False |
False |
40,157 |
| 120 |
3,931.0 |
2,963.0 |
968.0 |
30.2% |
62.8 |
2.0% |
25% |
False |
False |
33,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,005.5 |
|
2.618 |
3,734.6 |
|
1.618 |
3,568.6 |
|
1.000 |
3,466.0 |
|
0.618 |
3,402.6 |
|
HIGH |
3,300.0 |
|
0.618 |
3,236.6 |
|
0.500 |
3,217.0 |
|
0.382 |
3,197.4 |
|
LOW |
3,134.0 |
|
0.618 |
3,031.4 |
|
1.000 |
2,968.0 |
|
1.618 |
2,865.4 |
|
2.618 |
2,699.4 |
|
4.250 |
2,428.5 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,217.0 |
3,181.8 |
| PP |
3,213.7 |
3,156.7 |
| S1 |
3,210.3 |
3,131.5 |
|