| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,910.0 |
6,143.5 |
233.5 |
4.0% |
6,078.0 |
| High |
6,090.0 |
6,301.5 |
211.5 |
3.5% |
6,301.5 |
| Low |
5,837.0 |
6,117.0 |
280.0 |
4.8% |
5,837.0 |
| Close |
5,898.0 |
6,248.0 |
350.0 |
5.9% |
6,248.0 |
| Range |
253.0 |
184.5 |
-68.5 |
-27.1% |
464.5 |
| ATR |
169.1 |
185.9 |
16.7 |
9.9% |
0.0 |
| Volume |
122,992 |
277,301 |
154,309 |
125.5% |
578,123 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.7 |
6,696.3 |
6,349.5 |
|
| R3 |
6,591.2 |
6,511.8 |
6,298.7 |
|
| R2 |
6,406.7 |
6,406.7 |
6,281.8 |
|
| R1 |
6,327.3 |
6,327.3 |
6,264.9 |
6,367.0 |
| PP |
6,222.2 |
6,222.2 |
6,222.2 |
6,242.0 |
| S1 |
6,142.8 |
6,142.8 |
6,231.1 |
6,182.5 |
| S2 |
6,037.7 |
6,037.7 |
6,214.2 |
|
| S3 |
5,853.2 |
5,958.3 |
6,197.3 |
|
| S4 |
5,668.7 |
5,773.8 |
6,146.5 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,522.3 |
7,349.7 |
6,503.5 |
|
| R3 |
7,057.8 |
6,885.2 |
6,375.7 |
|
| R2 |
6,593.3 |
6,593.3 |
6,333.2 |
|
| R1 |
6,420.7 |
6,420.7 |
6,290.6 |
6,507.0 |
| PP |
6,128.8 |
6,128.8 |
6,128.8 |
6,172.0 |
| S1 |
5,956.2 |
5,956.2 |
6,205.4 |
6,042.5 |
| S2 |
5,664.3 |
5,664.3 |
6,162.8 |
|
| S3 |
5,199.8 |
5,491.7 |
6,120.3 |
|
| S4 |
4,735.3 |
5,027.2 |
5,992.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,301.5 |
5,837.0 |
464.5 |
7.4% |
203.0 |
3.2% |
88% |
True |
False |
115,624 |
| 10 |
6,432.0 |
5,837.0 |
595.0 |
9.5% |
167.7 |
2.7% |
69% |
False |
False |
61,371 |
| 20 |
6,637.0 |
5,837.0 |
800.0 |
12.8% |
151.8 |
2.4% |
51% |
False |
False |
31,510 |
| 40 |
6,738.0 |
5,837.0 |
901.0 |
14.4% |
133.6 |
2.1% |
46% |
False |
False |
16,259 |
| 60 |
6,738.0 |
5,837.0 |
901.0 |
14.4% |
137.8 |
2.2% |
46% |
False |
False |
11,109 |
| 80 |
7,273.5 |
5,837.0 |
1,436.5 |
23.0% |
133.9 |
2.1% |
29% |
False |
False |
9,071 |
| 100 |
7,421.0 |
5,837.0 |
1,584.0 |
25.4% |
122.9 |
2.0% |
26% |
False |
False |
7,296 |
| 120 |
7,421.0 |
5,837.0 |
1,584.0 |
25.4% |
118.3 |
1.9% |
26% |
False |
False |
6,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,085.6 |
|
2.618 |
6,784.5 |
|
1.618 |
6,600.0 |
|
1.000 |
6,486.0 |
|
0.618 |
6,415.5 |
|
HIGH |
6,301.5 |
|
0.618 |
6,231.0 |
|
0.500 |
6,209.3 |
|
0.382 |
6,187.5 |
|
LOW |
6,117.0 |
|
0.618 |
6,003.0 |
|
1.000 |
5,932.5 |
|
1.618 |
5,818.5 |
|
2.618 |
5,634.0 |
|
4.250 |
5,332.9 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,235.1 |
6,188.4 |
| PP |
6,222.2 |
6,128.8 |
| S1 |
6,209.3 |
6,069.3 |
|