| Trading Metrics calculated at close of trading on 15-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,408.5 |
5,325.0 |
-83.5 |
-1.5% |
5,445.0 |
| High |
5,460.0 |
5,325.0 |
-135.0 |
-2.5% |
5,571.5 |
| Low |
5,352.5 |
5,137.5 |
-215.0 |
-4.0% |
5,292.0 |
| Close |
5,450.0 |
5,237.0 |
-213.0 |
-3.9% |
5,450.0 |
| Range |
107.5 |
187.5 |
80.0 |
74.4% |
279.5 |
| ATR |
122.2 |
135.8 |
13.6 |
11.1% |
0.0 |
| Volume |
26,057 |
36,080 |
10,023 |
38.5% |
38,388 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,795.5 |
5,704.0 |
5,340.0 |
|
| R3 |
5,608.0 |
5,516.5 |
5,288.5 |
|
| R2 |
5,420.5 |
5,420.5 |
5,271.5 |
|
| R1 |
5,329.0 |
5,329.0 |
5,254.0 |
5,281.0 |
| PP |
5,233.0 |
5,233.0 |
5,233.0 |
5,209.0 |
| S1 |
5,141.5 |
5,141.5 |
5,220.0 |
5,093.5 |
| S2 |
5,045.5 |
5,045.5 |
5,202.5 |
|
| S3 |
4,858.0 |
4,954.0 |
5,185.5 |
|
| S4 |
4,670.5 |
4,766.5 |
5,134.0 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,276.5 |
6,142.5 |
5,603.5 |
|
| R3 |
5,997.0 |
5,863.0 |
5,527.0 |
|
| R2 |
5,717.5 |
5,717.5 |
5,501.0 |
|
| R1 |
5,583.5 |
5,583.5 |
5,475.5 |
5,650.5 |
| PP |
5,438.0 |
5,438.0 |
5,438.0 |
5,471.0 |
| S1 |
5,304.0 |
5,304.0 |
5,424.5 |
5,371.0 |
| S2 |
5,158.5 |
5,158.5 |
5,399.0 |
|
| S3 |
4,879.0 |
5,024.5 |
5,373.0 |
|
| S4 |
4,599.5 |
4,745.0 |
5,296.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,564.0 |
5,137.5 |
426.5 |
8.1% |
142.0 |
2.7% |
23% |
False |
True |
14,838 |
| 10 |
5,690.0 |
5,137.5 |
552.5 |
10.5% |
135.5 |
2.6% |
18% |
False |
True |
7,547 |
| 20 |
5,690.0 |
5,137.5 |
552.5 |
10.5% |
109.5 |
2.1% |
18% |
False |
True |
3,930 |
| 40 |
5,690.0 |
5,137.5 |
552.5 |
10.5% |
92.0 |
1.8% |
18% |
False |
True |
2,104 |
| 60 |
5,752.5 |
5,133.0 |
619.5 |
11.8% |
87.0 |
1.7% |
17% |
False |
False |
1,466 |
| 80 |
6,184.5 |
5,133.0 |
1,051.5 |
20.1% |
70.5 |
1.4% |
10% |
False |
False |
1,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,122.0 |
|
2.618 |
5,816.0 |
|
1.618 |
5,628.5 |
|
1.000 |
5,512.5 |
|
0.618 |
5,441.0 |
|
HIGH |
5,325.0 |
|
0.618 |
5,253.5 |
|
0.500 |
5,231.0 |
|
0.382 |
5,209.0 |
|
LOW |
5,137.5 |
|
0.618 |
5,021.5 |
|
1.000 |
4,950.0 |
|
1.618 |
4,834.0 |
|
2.618 |
4,646.5 |
|
4.250 |
4,340.5 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,235.0 |
5,299.0 |
| PP |
5,233.0 |
5,278.0 |
| S1 |
5,231.0 |
5,257.5 |
|