| Trading Metrics calculated at close of trading on 16-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,078.0 |
5,981.5 |
-96.5 |
-1.6% |
6,343.0 |
| High |
6,145.5 |
6,098.0 |
-47.5 |
-0.8% |
6,432.0 |
| Low |
6,006.5 |
5,925.0 |
-81.5 |
-1.4% |
6,149.5 |
| Close |
6,114.5 |
6,014.0 |
-100.5 |
-1.6% |
6,300.5 |
| Range |
139.0 |
173.0 |
34.0 |
24.5% |
282.5 |
| ATR |
152.1 |
154.8 |
2.7 |
1.8% |
0.0 |
| Volume |
27,644 |
68,382 |
40,738 |
147.4% |
35,589 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,531.3 |
6,445.7 |
6,109.2 |
|
| R3 |
6,358.3 |
6,272.7 |
6,061.6 |
|
| R2 |
6,185.3 |
6,185.3 |
6,045.7 |
|
| R1 |
6,099.7 |
6,099.7 |
6,029.9 |
6,142.5 |
| PP |
6,012.3 |
6,012.3 |
6,012.3 |
6,033.8 |
| S1 |
5,926.7 |
5,926.7 |
5,998.1 |
5,969.5 |
| S2 |
5,839.3 |
5,839.3 |
5,982.3 |
|
| S3 |
5,666.3 |
5,753.7 |
5,966.4 |
|
| S4 |
5,493.3 |
5,580.7 |
5,918.9 |
|
|
| 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 |
6,325.0 |
5,925.0 |
400.0 |
6.7% |
133.7 |
2.2% |
22% |
False |
True |
24,992 |
| 10 |
6,600.0 |
5,925.0 |
675.0 |
11.2% |
146.3 |
2.4% |
13% |
False |
True |
13,867 |
| 20 |
6,637.0 |
5,925.0 |
712.0 |
11.8% |
130.0 |
2.2% |
13% |
False |
True |
7,674 |
| 40 |
6,738.0 |
5,925.0 |
813.0 |
13.5% |
126.3 |
2.1% |
11% |
False |
True |
4,275 |
| 60 |
6,775.0 |
5,925.0 |
850.0 |
14.1% |
132.2 |
2.2% |
10% |
False |
True |
3,139 |
| 80 |
7,292.0 |
5,925.0 |
1,367.0 |
22.7% |
128.2 |
2.1% |
7% |
False |
True |
3,057 |
| 100 |
7,421.0 |
5,925.0 |
1,496.0 |
24.9% |
118.0 |
2.0% |
6% |
False |
True |
2,482 |
| 120 |
7,421.0 |
5,925.0 |
1,496.0 |
24.9% |
115.2 |
1.9% |
6% |
False |
True |
2,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,833.3 |
|
2.618 |
6,550.9 |
|
1.618 |
6,377.9 |
|
1.000 |
6,271.0 |
|
0.618 |
6,204.9 |
|
HIGH |
6,098.0 |
|
0.618 |
6,031.9 |
|
0.500 |
6,011.5 |
|
0.382 |
5,991.1 |
|
LOW |
5,925.0 |
|
0.618 |
5,818.1 |
|
1.000 |
5,752.0 |
|
1.618 |
5,645.1 |
|
2.618 |
5,472.1 |
|
4.250 |
5,189.8 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,013.2 |
6,122.8 |
| PP |
6,012.3 |
6,086.5 |
| S1 |
6,011.5 |
6,050.3 |
|