| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
4,657.0 |
4,775.0 |
118.0 |
2.5% |
4,850.0 |
| High |
4,685.0 |
4,877.0 |
192.0 |
4.1% |
4,920.0 |
| Low |
4,576.0 |
4,761.0 |
185.0 |
4.0% |
4,576.0 |
| Close |
4,666.0 |
4,794.0 |
128.0 |
2.7% |
4,794.0 |
| Range |
109.0 |
116.0 |
7.0 |
6.4% |
344.0 |
| ATR |
118.1 |
124.7 |
6.6 |
5.6% |
0.0 |
| Volume |
41,031 |
52,252 |
11,221 |
27.3% |
320,089 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,158.7 |
5,092.3 |
4,857.8 |
|
| R3 |
5,042.7 |
4,976.3 |
4,825.9 |
|
| R2 |
4,926.7 |
4,926.7 |
4,815.3 |
|
| R1 |
4,860.3 |
4,860.3 |
4,804.6 |
4,893.5 |
| PP |
4,810.7 |
4,810.7 |
4,810.7 |
4,827.3 |
| S1 |
4,744.3 |
4,744.3 |
4,783.4 |
4,777.5 |
| S2 |
4,694.7 |
4,694.7 |
4,772.7 |
|
| S3 |
4,578.7 |
4,628.3 |
4,762.1 |
|
| S4 |
4,462.7 |
4,512.3 |
4,730.2 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,795.3 |
5,638.7 |
4,983.2 |
|
| R3 |
5,451.3 |
5,294.7 |
4,888.6 |
|
| R2 |
5,107.3 |
5,107.3 |
4,857.1 |
|
| R1 |
4,950.7 |
4,950.7 |
4,825.5 |
4,857.0 |
| PP |
4,763.3 |
4,763.3 |
4,763.3 |
4,716.5 |
| S1 |
4,606.7 |
4,606.7 |
4,762.5 |
4,513.0 |
| S2 |
4,419.3 |
4,419.3 |
4,730.9 |
|
| S3 |
4,075.3 |
4,262.7 |
4,699.4 |
|
| S4 |
3,731.3 |
3,918.7 |
4,604.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,920.0 |
4,576.0 |
344.0 |
7.2% |
112.6 |
2.3% |
63% |
False |
False |
64,017 |
| 10 |
5,125.0 |
4,576.0 |
549.0 |
11.5% |
100.1 |
2.1% |
40% |
False |
False |
33,247 |
| 20 |
5,226.0 |
4,576.0 |
650.0 |
13.6% |
81.6 |
1.7% |
34% |
False |
False |
16,744 |
| 40 |
5,226.0 |
4,576.0 |
650.0 |
13.6% |
57.9 |
1.2% |
34% |
False |
False |
8,421 |
| 60 |
5,362.0 |
4,576.0 |
786.0 |
16.4% |
54.4 |
1.1% |
28% |
False |
False |
5,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,370.0 |
|
2.618 |
5,180.7 |
|
1.618 |
5,064.7 |
|
1.000 |
4,993.0 |
|
0.618 |
4,948.7 |
|
HIGH |
4,877.0 |
|
0.618 |
4,832.7 |
|
0.500 |
4,819.0 |
|
0.382 |
4,805.3 |
|
LOW |
4,761.0 |
|
0.618 |
4,689.3 |
|
1.000 |
4,645.0 |
|
1.618 |
4,573.3 |
|
2.618 |
4,457.3 |
|
4.250 |
4,268.0 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,819.0 |
4,772.5 |
| PP |
4,810.7 |
4,751.0 |
| S1 |
4,802.3 |
4,729.5 |
|