| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
4,775.0 |
4,997.0 |
222.0 |
4.6% |
4,850.0 |
| High |
4,877.0 |
5,097.0 |
220.0 |
4.5% |
4,920.0 |
| Low |
4,761.0 |
4,982.0 |
221.0 |
4.6% |
4,576.0 |
| Close |
4,794.0 |
5,030.0 |
236.0 |
4.9% |
4,794.0 |
| Range |
116.0 |
115.0 |
-1.0 |
-0.9% |
344.0 |
| ATR |
124.7 |
137.5 |
12.7 |
10.2% |
0.0 |
| Volume |
52,252 |
56,604 |
4,352 |
8.3% |
320,089 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,381.3 |
5,320.7 |
5,093.3 |
|
| R3 |
5,266.3 |
5,205.7 |
5,061.6 |
|
| R2 |
5,151.3 |
5,151.3 |
5,051.1 |
|
| R1 |
5,090.7 |
5,090.7 |
5,040.5 |
5,121.0 |
| PP |
5,036.3 |
5,036.3 |
5,036.3 |
5,051.5 |
| S1 |
4,975.7 |
4,975.7 |
5,019.5 |
5,006.0 |
| S2 |
4,921.3 |
4,921.3 |
5,008.9 |
|
| S3 |
4,806.3 |
4,860.7 |
4,998.4 |
|
| S4 |
4,691.3 |
4,745.7 |
4,966.8 |
|
|
| 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 |
5,097.0 |
4,576.0 |
521.0 |
10.4% |
115.0 |
2.3% |
87% |
True |
False |
61,397 |
| 10 |
5,113.0 |
4,576.0 |
537.0 |
10.7% |
104.2 |
2.1% |
85% |
False |
False |
38,856 |
| 20 |
5,226.0 |
4,576.0 |
650.0 |
12.9% |
87.4 |
1.7% |
70% |
False |
False |
19,574 |
| 40 |
5,226.0 |
4,576.0 |
650.0 |
12.9% |
60.0 |
1.2% |
70% |
False |
False |
9,836 |
| 60 |
5,289.0 |
4,576.0 |
713.0 |
14.2% |
54.7 |
1.1% |
64% |
False |
False |
6,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,585.8 |
|
2.618 |
5,398.1 |
|
1.618 |
5,283.1 |
|
1.000 |
5,212.0 |
|
0.618 |
5,168.1 |
|
HIGH |
5,097.0 |
|
0.618 |
5,053.1 |
|
0.500 |
5,039.5 |
|
0.382 |
5,025.9 |
|
LOW |
4,982.0 |
|
0.618 |
4,910.9 |
|
1.000 |
4,867.0 |
|
1.618 |
4,795.9 |
|
2.618 |
4,680.9 |
|
4.250 |
4,493.3 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,039.5 |
4,965.5 |
| PP |
5,036.3 |
4,901.0 |
| S1 |
5,033.2 |
4,836.5 |
|