| Trading Metrics calculated at close of trading on 24-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,168.0 |
3,147.0 |
-21.0 |
-0.7% |
3,188.0 |
| High |
3,192.0 |
3,178.0 |
-14.0 |
-0.4% |
3,198.0 |
| Low |
3,110.0 |
3,117.0 |
7.0 |
0.2% |
2,963.0 |
| Close |
3,118.0 |
3,144.0 |
26.0 |
0.8% |
3,011.0 |
| Range |
82.0 |
61.0 |
-21.0 |
-25.6% |
235.0 |
| ATR |
113.6 |
109.9 |
-3.8 |
-3.3% |
0.0 |
| Volume |
1,696,634 |
1,419,421 |
-277,213 |
-16.3% |
860,471 |
|
| Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,329.3 |
3,297.7 |
3,177.6 |
|
| R3 |
3,268.3 |
3,236.7 |
3,160.8 |
|
| R2 |
3,207.3 |
3,207.3 |
3,155.2 |
|
| R1 |
3,175.7 |
3,175.7 |
3,149.6 |
3,161.0 |
| PP |
3,146.3 |
3,146.3 |
3,146.3 |
3,139.0 |
| S1 |
3,114.7 |
3,114.7 |
3,138.4 |
3,100.0 |
| S2 |
3,085.3 |
3,085.3 |
3,132.8 |
|
| S3 |
3,024.3 |
3,053.7 |
3,127.2 |
|
| S4 |
2,963.3 |
2,992.7 |
3,110.5 |
|
|
| 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 |
10.7% |
132.6 |
4.2% |
54% |
False |
False |
1,026,718 |
| 10 |
3,302.0 |
2,963.0 |
339.0 |
10.8% |
111.2 |
3.5% |
53% |
False |
False |
638,693 |
| 20 |
3,457.0 |
2,963.0 |
494.0 |
15.7% |
91.1 |
2.9% |
37% |
False |
False |
336,604 |
| 40 |
3,494.0 |
2,963.0 |
531.0 |
16.9% |
75.9 |
2.4% |
34% |
False |
False |
170,489 |
| 60 |
3,494.0 |
2,963.0 |
531.0 |
16.9% |
76.5 |
2.4% |
34% |
False |
False |
115,127 |
| 80 |
3,779.0 |
2,963.0 |
816.0 |
26.0% |
74.3 |
2.4% |
22% |
False |
False |
88,811 |
| 100 |
3,931.0 |
2,963.0 |
968.0 |
30.8% |
67.5 |
2.1% |
19% |
False |
False |
71,316 |
| 120 |
3,931.0 |
2,963.0 |
968.0 |
30.8% |
63.6 |
2.0% |
19% |
False |
False |
59,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,437.3 |
|
2.618 |
3,337.7 |
|
1.618 |
3,276.7 |
|
1.000 |
3,239.0 |
|
0.618 |
3,215.7 |
|
HIGH |
3,178.0 |
|
0.618 |
3,154.7 |
|
0.500 |
3,147.5 |
|
0.382 |
3,140.3 |
|
LOW |
3,117.0 |
|
0.618 |
3,079.3 |
|
1.000 |
3,056.0 |
|
1.618 |
3,018.3 |
|
2.618 |
2,957.3 |
|
4.250 |
2,857.8 |
|
|
| Fisher Pivots for day following 24-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,147.5 |
3,205.0 |
| PP |
3,146.3 |
3,184.7 |
| S1 |
3,145.2 |
3,164.3 |
|