| Trading Metrics calculated at close of trading on 25-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,147.0 |
3,134.0 |
-13.0 |
-0.4% |
3,188.0 |
| High |
3,178.0 |
3,243.0 |
65.0 |
2.0% |
3,198.0 |
| Low |
3,117.0 |
3,128.0 |
11.0 |
0.4% |
2,963.0 |
| Close |
3,144.0 |
3,227.0 |
83.0 |
2.6% |
3,011.0 |
| Range |
61.0 |
115.0 |
54.0 |
88.5% |
235.0 |
| ATR |
109.9 |
110.2 |
0.4 |
0.3% |
0.0 |
| Volume |
1,419,421 |
1,735,660 |
316,239 |
22.3% |
860,471 |
|
| Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,544.3 |
3,500.7 |
3,290.3 |
|
| R3 |
3,429.3 |
3,385.7 |
3,258.6 |
|
| R2 |
3,314.3 |
3,314.3 |
3,248.1 |
|
| R1 |
3,270.7 |
3,270.7 |
3,237.5 |
3,292.5 |
| PP |
3,199.3 |
3,199.3 |
3,199.3 |
3,210.3 |
| S1 |
3,155.7 |
3,155.7 |
3,216.5 |
3,177.5 |
| S2 |
3,084.3 |
3,084.3 |
3,205.9 |
|
| S3 |
2,969.3 |
3,040.7 |
3,195.4 |
|
| S4 |
2,854.3 |
2,925.7 |
3,163.8 |
|
|
| 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 |
10.4% |
120.4 |
3.7% |
78% |
False |
False |
1,373,850 |
| 10 |
3,302.0 |
2,963.0 |
339.0 |
10.5% |
112.7 |
3.5% |
78% |
False |
False |
793,958 |
| 20 |
3,457.0 |
2,963.0 |
494.0 |
15.3% |
94.2 |
2.9% |
53% |
False |
False |
423,069 |
| 40 |
3,494.0 |
2,963.0 |
531.0 |
16.5% |
77.8 |
2.4% |
50% |
False |
False |
213,874 |
| 60 |
3,494.0 |
2,963.0 |
531.0 |
16.5% |
77.1 |
2.4% |
50% |
False |
False |
144,051 |
| 80 |
3,779.0 |
2,963.0 |
816.0 |
25.3% |
75.3 |
2.3% |
32% |
False |
False |
110,497 |
| 100 |
3,931.0 |
2,963.0 |
968.0 |
30.0% |
68.1 |
2.1% |
27% |
False |
False |
88,653 |
| 120 |
3,931.0 |
2,963.0 |
968.0 |
30.0% |
64.5 |
2.0% |
27% |
False |
False |
74,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,731.8 |
|
2.618 |
3,544.1 |
|
1.618 |
3,429.1 |
|
1.000 |
3,358.0 |
|
0.618 |
3,314.1 |
|
HIGH |
3,243.0 |
|
0.618 |
3,199.1 |
|
0.500 |
3,185.5 |
|
0.382 |
3,171.9 |
|
LOW |
3,128.0 |
|
0.618 |
3,056.9 |
|
1.000 |
3,013.0 |
|
1.618 |
2,941.9 |
|
2.618 |
2,826.9 |
|
4.250 |
2,639.3 |
|
|
| Fisher Pivots for day following 25-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,213.2 |
3,210.2 |
| PP |
3,199.3 |
3,193.3 |
| S1 |
3,185.5 |
3,176.5 |
|