| 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 |
6,293.0 |
6,078.0 |
-215.0 |
-3.4% |
6,343.0 |
| High |
6,320.5 |
6,145.5 |
-175.0 |
-2.8% |
6,432.0 |
| Low |
6,226.0 |
6,006.5 |
-219.5 |
-3.5% |
6,149.5 |
| Close |
6,300.5 |
6,114.5 |
-186.0 |
-3.0% |
6,300.5 |
| Range |
94.5 |
139.0 |
44.5 |
47.1% |
282.5 |
| ATR |
141.2 |
152.1 |
10.9 |
7.7% |
0.0 |
| Volume |
7,969 |
27,644 |
19,675 |
246.9% |
35,589 |
|
| Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,505.8 |
6,449.2 |
6,191.0 |
|
| R3 |
6,366.8 |
6,310.2 |
6,152.7 |
|
| R2 |
6,227.8 |
6,227.8 |
6,140.0 |
|
| R1 |
6,171.2 |
6,171.2 |
6,127.2 |
6,199.5 |
| PP |
6,088.8 |
6,088.8 |
6,088.8 |
6,103.0 |
| S1 |
6,032.2 |
6,032.2 |
6,101.8 |
6,060.5 |
| S2 |
5,949.8 |
5,949.8 |
6,089.0 |
|
| S3 |
5,810.8 |
5,893.2 |
6,076.3 |
|
| S4 |
5,671.8 |
5,754.2 |
6,038.1 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,141.5 |
7,003.5 |
6,455.9 |
|
| R3 |
6,859.0 |
6,721.0 |
6,378.2 |
|
| R2 |
6,576.5 |
6,576.5 |
6,352.3 |
|
| R1 |
6,438.5 |
6,438.5 |
6,326.4 |
6,366.3 |
| PP |
6,294.0 |
6,294.0 |
6,294.0 |
6,257.9 |
| S1 |
6,156.0 |
6,156.0 |
6,274.6 |
6,083.8 |
| S2 |
6,011.5 |
6,011.5 |
6,248.7 |
|
| S3 |
5,729.0 |
5,873.5 |
6,222.8 |
|
| S4 |
5,446.5 |
5,591.0 |
6,145.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,400.0 |
6,006.5 |
393.5 |
6.4% |
133.1 |
2.2% |
27% |
False |
True |
11,834 |
| 10 |
6,637.0 |
6,006.5 |
630.5 |
10.3% |
146.9 |
2.4% |
17% |
False |
True |
7,254 |
| 20 |
6,637.0 |
6,006.5 |
630.5 |
10.3% |
127.4 |
2.1% |
17% |
False |
True |
4,342 |
| 40 |
6,738.0 |
6,006.5 |
731.5 |
12.0% |
126.4 |
2.1% |
15% |
False |
True |
2,591 |
| 60 |
6,775.0 |
6,006.5 |
768.5 |
12.6% |
131.8 |
2.2% |
14% |
False |
True |
2,007 |
| 80 |
7,292.0 |
6,006.5 |
1,285.5 |
21.0% |
127.1 |
2.1% |
8% |
False |
True |
2,205 |
| 100 |
7,421.0 |
6,006.5 |
1,414.5 |
23.1% |
116.8 |
1.9% |
8% |
False |
True |
1,800 |
| 120 |
7,421.0 |
6,006.5 |
1,414.5 |
23.1% |
114.7 |
1.9% |
8% |
False |
True |
1,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,736.3 |
|
2.618 |
6,509.4 |
|
1.618 |
6,370.4 |
|
1.000 |
6,284.5 |
|
0.618 |
6,231.4 |
|
HIGH |
6,145.5 |
|
0.618 |
6,092.4 |
|
0.500 |
6,076.0 |
|
0.382 |
6,059.6 |
|
LOW |
6,006.5 |
|
0.618 |
5,920.6 |
|
1.000 |
5,867.5 |
|
1.618 |
5,781.6 |
|
2.618 |
5,642.6 |
|
4.250 |
5,415.8 |
|
|
| Fisher Pivots for day following 15-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,101.7 |
6,163.5 |
| PP |
6,088.8 |
6,147.2 |
| S1 |
6,076.0 |
6,130.8 |
|