| Trading Metrics calculated at close of trading on 23-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,294.0 |
3,168.0 |
-126.0 |
-3.8% |
3,188.0 |
| High |
3,300.0 |
3,192.0 |
-108.0 |
-3.3% |
3,198.0 |
| Low |
3,134.0 |
3,110.0 |
-24.0 |
-0.8% |
2,963.0 |
| Close |
3,207.0 |
3,118.0 |
-89.0 |
-2.8% |
3,011.0 |
| Range |
166.0 |
82.0 |
-84.0 |
-50.6% |
235.0 |
| ATR |
114.9 |
113.6 |
-1.3 |
-1.1% |
0.0 |
| Volume |
2,017,535 |
1,696,634 |
-320,901 |
-15.9% |
860,471 |
|
| Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,386.0 |
3,334.0 |
3,163.1 |
|
| R3 |
3,304.0 |
3,252.0 |
3,140.6 |
|
| R2 |
3,222.0 |
3,222.0 |
3,133.0 |
|
| R1 |
3,170.0 |
3,170.0 |
3,125.5 |
3,155.0 |
| PP |
3,140.0 |
3,140.0 |
3,140.0 |
3,132.5 |
| S1 |
3,088.0 |
3,088.0 |
3,110.5 |
3,073.0 |
| S2 |
3,058.0 |
3,058.0 |
3,103.0 |
|
| S3 |
2,976.0 |
3,006.0 |
3,095.5 |
|
| S4 |
2,894.0 |
2,924.0 |
3,072.9 |
|
|
| 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 |
10.8% |
142.6 |
4.6% |
46% |
False |
False |
742,833 |
| 10 |
3,302.0 |
2,963.0 |
339.0 |
10.9% |
111.0 |
3.6% |
46% |
False |
False |
508,931 |
| 20 |
3,457.0 |
2,963.0 |
494.0 |
15.8% |
91.1 |
2.9% |
31% |
False |
False |
266,566 |
| 40 |
3,494.0 |
2,963.0 |
531.0 |
17.0% |
76.5 |
2.5% |
29% |
False |
False |
135,053 |
| 60 |
3,494.0 |
2,963.0 |
531.0 |
17.0% |
77.3 |
2.5% |
29% |
False |
False |
91,478 |
| 80 |
3,796.0 |
2,963.0 |
833.0 |
26.7% |
74.0 |
2.4% |
19% |
False |
False |
71,105 |
| 100 |
3,931.0 |
2,963.0 |
968.0 |
31.0% |
67.2 |
2.2% |
16% |
False |
False |
57,122 |
| 120 |
3,931.0 |
2,963.0 |
968.0 |
31.0% |
63.1 |
2.0% |
16% |
False |
False |
47,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,540.5 |
|
2.618 |
3,406.7 |
|
1.618 |
3,324.7 |
|
1.000 |
3,274.0 |
|
0.618 |
3,242.7 |
|
HIGH |
3,192.0 |
|
0.618 |
3,160.7 |
|
0.500 |
3,151.0 |
|
0.382 |
3,141.3 |
|
LOW |
3,110.0 |
|
0.618 |
3,059.3 |
|
1.000 |
3,028.0 |
|
1.618 |
2,977.3 |
|
2.618 |
2,895.3 |
|
4.250 |
2,761.5 |
|
|
| Fisher Pivots for day following 23-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,151.0 |
3,131.5 |
| PP |
3,140.0 |
3,127.0 |
| S1 |
3,129.0 |
3,122.5 |
|