| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,343.0 |
6,325.0 |
-18.0 |
-0.3% |
6,474.0 |
| High |
6,432.0 |
6,400.0 |
-32.0 |
-0.5% |
6,637.0 |
| Low |
6,296.5 |
6,230.0 |
-66.5 |
-1.1% |
6,168.5 |
| Close |
6,332.0 |
6,302.5 |
-29.5 |
-0.5% |
6,189.5 |
| Range |
135.5 |
170.0 |
34.5 |
25.5% |
468.5 |
| ATR |
145.0 |
146.7 |
1.8 |
1.2% |
0.0 |
| Volume |
4,062 |
2,591 |
-1,471 |
-36.2% |
9,894 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,820.8 |
6,731.7 |
6,396.0 |
|
| R3 |
6,650.8 |
6,561.7 |
6,349.3 |
|
| R2 |
6,480.8 |
6,480.8 |
6,333.7 |
|
| R1 |
6,391.7 |
6,391.7 |
6,318.1 |
6,351.3 |
| PP |
6,310.8 |
6,310.8 |
6,310.8 |
6,290.6 |
| S1 |
6,221.7 |
6,221.7 |
6,286.9 |
6,181.3 |
| S2 |
6,140.8 |
6,140.8 |
6,271.3 |
|
| S3 |
5,970.8 |
6,051.7 |
6,255.8 |
|
| S4 |
5,800.8 |
5,881.7 |
6,209.0 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,737.2 |
7,431.8 |
6,447.2 |
|
| R3 |
7,268.7 |
6,963.3 |
6,318.3 |
|
| R2 |
6,800.2 |
6,800.2 |
6,275.4 |
|
| R1 |
6,494.8 |
6,494.8 |
6,232.4 |
6,413.3 |
| PP |
6,331.7 |
6,331.7 |
6,331.7 |
6,290.9 |
| S1 |
6,026.3 |
6,026.3 |
6,146.6 |
5,944.8 |
| S2 |
5,863.2 |
5,863.2 |
6,103.6 |
|
| S3 |
5,394.7 |
5,557.8 |
6,060.7 |
|
| S4 |
4,926.2 |
5,089.3 |
5,931.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,600.0 |
6,168.5 |
431.5 |
6.8% |
158.9 |
2.5% |
31% |
False |
False |
2,741 |
| 10 |
6,637.0 |
6,168.5 |
468.5 |
7.4% |
143.1 |
2.3% |
29% |
False |
False |
2,091 |
| 20 |
6,656.5 |
6,168.5 |
488.0 |
7.7% |
127.3 |
2.0% |
27% |
False |
False |
1,715 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.9% |
129.9 |
2.1% |
30% |
False |
False |
1,257 |
| 60 |
6,956.0 |
6,116.5 |
839.5 |
13.3% |
131.5 |
2.1% |
22% |
False |
False |
1,570 |
| 80 |
7,327.0 |
6,116.5 |
1,210.5 |
19.2% |
126.1 |
2.0% |
15% |
False |
False |
1,509 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.7% |
116.8 |
1.9% |
14% |
False |
False |
1,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,122.5 |
|
2.618 |
6,845.1 |
|
1.618 |
6,675.1 |
|
1.000 |
6,570.0 |
|
0.618 |
6,505.1 |
|
HIGH |
6,400.0 |
|
0.618 |
6,335.1 |
|
0.500 |
6,315.0 |
|
0.382 |
6,294.9 |
|
LOW |
6,230.0 |
|
0.618 |
6,124.9 |
|
1.000 |
6,060.0 |
|
1.618 |
5,954.9 |
|
2.618 |
5,784.9 |
|
4.250 |
5,507.5 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,315.0 |
6,301.8 |
| PP |
6,310.8 |
6,301.0 |
| S1 |
6,306.7 |
6,300.3 |
|