| Trading Metrics calculated at close of trading on 17-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
4,733.0 |
4,845.0 |
112.0 |
2.4% |
5,052.0 |
| High |
4,826.0 |
4,883.0 |
57.0 |
1.2% |
5,125.0 |
| Low |
4,728.0 |
4,746.0 |
18.0 |
0.4% |
4,856.0 |
| Close |
4,795.0 |
4,776.0 |
-19.0 |
-0.4% |
4,973.0 |
| Range |
98.0 |
137.0 |
39.0 |
39.8% |
269.0 |
| ATR |
109.9 |
111.8 |
1.9 |
1.8% |
0.0 |
| Volume |
103,358 |
53,740 |
-49,618 |
-48.0% |
12,390 |
|
| Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,212.7 |
5,131.3 |
4,851.4 |
|
| R3 |
5,075.7 |
4,994.3 |
4,813.7 |
|
| R2 |
4,938.7 |
4,938.7 |
4,801.1 |
|
| R1 |
4,857.3 |
4,857.3 |
4,788.6 |
4,829.5 |
| PP |
4,801.7 |
4,801.7 |
4,801.7 |
4,787.8 |
| S1 |
4,720.3 |
4,720.3 |
4,763.4 |
4,692.5 |
| S2 |
4,664.7 |
4,664.7 |
4,750.9 |
|
| S3 |
4,527.7 |
4,583.3 |
4,738.3 |
|
| S4 |
4,390.7 |
4,446.3 |
4,700.7 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,791.7 |
5,651.3 |
5,121.0 |
|
| R3 |
5,522.7 |
5,382.3 |
5,047.0 |
|
| R2 |
5,253.7 |
5,253.7 |
5,022.3 |
|
| R1 |
5,113.3 |
5,113.3 |
4,997.7 |
5,049.0 |
| PP |
4,984.7 |
4,984.7 |
4,984.7 |
4,952.5 |
| S1 |
4,844.3 |
4,844.3 |
4,948.3 |
4,780.0 |
| S2 |
4,715.7 |
4,715.7 |
4,923.7 |
|
| S3 |
4,446.7 |
4,575.3 |
4,899.0 |
|
| S4 |
4,177.7 |
4,306.3 |
4,825.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,975.0 |
4,728.0 |
247.0 |
5.2% |
106.0 |
2.2% |
19% |
False |
False |
47,413 |
| 10 |
5,154.0 |
4,728.0 |
426.0 |
8.9% |
101.8 |
2.1% |
11% |
False |
False |
23,976 |
| 20 |
5,226.0 |
4,728.0 |
498.0 |
10.4% |
70.8 |
1.5% |
10% |
False |
False |
12,102 |
| 40 |
5,226.0 |
4,728.0 |
498.0 |
10.4% |
54.4 |
1.1% |
10% |
False |
False |
6,090 |
| 60 |
5,370.0 |
4,728.0 |
642.0 |
13.4% |
52.7 |
1.1% |
7% |
False |
False |
4,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,465.3 |
|
2.618 |
5,241.7 |
|
1.618 |
5,104.7 |
|
1.000 |
5,020.0 |
|
0.618 |
4,967.7 |
|
HIGH |
4,883.0 |
|
0.618 |
4,830.7 |
|
0.500 |
4,814.5 |
|
0.382 |
4,798.3 |
|
LOW |
4,746.0 |
|
0.618 |
4,661.3 |
|
1.000 |
4,609.0 |
|
1.618 |
4,524.3 |
|
2.618 |
4,387.3 |
|
4.250 |
4,163.8 |
|
|
| Fisher Pivots for day following 17-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,814.5 |
4,824.0 |
| PP |
4,801.7 |
4,808.0 |
| S1 |
4,788.8 |
4,792.0 |
|