| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
4,845.0 |
4,657.0 |
-188.0 |
-3.9% |
5,052.0 |
| High |
4,883.0 |
4,685.0 |
-198.0 |
-4.1% |
5,125.0 |
| Low |
4,746.0 |
4,576.0 |
-170.0 |
-3.6% |
4,856.0 |
| Close |
4,776.0 |
4,666.0 |
-110.0 |
-2.3% |
4,973.0 |
| Range |
137.0 |
109.0 |
-28.0 |
-20.4% |
269.0 |
| ATR |
111.8 |
118.1 |
6.3 |
5.6% |
0.0 |
| Volume |
53,740 |
41,031 |
-12,709 |
-23.6% |
12,390 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,969.3 |
4,926.7 |
4,726.0 |
|
| R3 |
4,860.3 |
4,817.7 |
4,696.0 |
|
| R2 |
4,751.3 |
4,751.3 |
4,686.0 |
|
| R1 |
4,708.7 |
4,708.7 |
4,676.0 |
4,730.0 |
| PP |
4,642.3 |
4,642.3 |
4,642.3 |
4,653.0 |
| S1 |
4,599.7 |
4,599.7 |
4,656.0 |
4,621.0 |
| S2 |
4,533.3 |
4,533.3 |
4,646.0 |
|
| S3 |
4,424.3 |
4,490.7 |
4,636.0 |
|
| S4 |
4,315.3 |
4,381.7 |
4,606.1 |
|
|
| 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 |
4,576.0 |
399.0 |
8.6% |
108.0 |
2.3% |
23% |
False |
True |
54,832 |
| 10 |
5,125.0 |
4,576.0 |
549.0 |
11.8% |
97.4 |
2.1% |
16% |
False |
True |
28,061 |
| 20 |
5,226.0 |
4,576.0 |
650.0 |
13.9% |
75.8 |
1.6% |
14% |
False |
True |
14,135 |
| 40 |
5,226.0 |
4,576.0 |
650.0 |
13.9% |
56.5 |
1.2% |
14% |
False |
True |
7,116 |
| 60 |
5,362.0 |
4,576.0 |
786.0 |
16.8% |
54.5 |
1.2% |
11% |
False |
True |
4,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,148.3 |
|
2.618 |
4,970.4 |
|
1.618 |
4,861.4 |
|
1.000 |
4,794.0 |
|
0.618 |
4,752.4 |
|
HIGH |
4,685.0 |
|
0.618 |
4,643.4 |
|
0.500 |
4,630.5 |
|
0.382 |
4,617.6 |
|
LOW |
4,576.0 |
|
0.618 |
4,508.6 |
|
1.000 |
4,467.0 |
|
1.618 |
4,399.6 |
|
2.618 |
4,290.6 |
|
4.250 |
4,112.8 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,654.2 |
4,729.5 |
| PP |
4,642.3 |
4,708.3 |
| S1 |
4,630.5 |
4,687.2 |
|