| Trading Metrics calculated at close of trading on 26-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,108.0 |
6,155.0 |
47.0 |
0.8% |
6,244.5 |
| High |
6,255.0 |
6,175.0 |
-80.0 |
-1.3% |
6,281.0 |
| Low |
6,096.0 |
6,056.0 |
-40.0 |
-0.7% |
6,055.0 |
| Close |
6,236.0 |
6,133.0 |
-103.0 |
-1.7% |
6,133.0 |
| Range |
159.0 |
119.0 |
-40.0 |
-25.2% |
226.0 |
| ATR |
175.5 |
175.9 |
0.3 |
0.2% |
0.0 |
| Volume |
202,829 |
179,527 |
-23,302 |
-11.5% |
933,108 |
|
| Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,478.3 |
6,424.7 |
6,198.5 |
|
| R3 |
6,359.3 |
6,305.7 |
6,165.7 |
|
| R2 |
6,240.3 |
6,240.3 |
6,154.8 |
|
| R1 |
6,186.7 |
6,186.7 |
6,143.9 |
6,154.0 |
| PP |
6,121.3 |
6,121.3 |
6,121.3 |
6,105.0 |
| S1 |
6,067.7 |
6,067.7 |
6,122.1 |
6,035.0 |
| S2 |
6,002.3 |
6,002.3 |
6,111.2 |
|
| S3 |
5,883.3 |
5,948.7 |
6,100.3 |
|
| S4 |
5,764.3 |
5,829.7 |
6,067.6 |
|
|
| Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,834.3 |
6,709.7 |
6,257.3 |
|
| R3 |
6,608.3 |
6,483.7 |
6,195.2 |
|
| R2 |
6,382.3 |
6,382.3 |
6,174.4 |
|
| R1 |
6,257.7 |
6,257.7 |
6,153.7 |
6,207.0 |
| PP |
6,156.3 |
6,156.3 |
6,156.3 |
6,131.0 |
| S1 |
6,031.7 |
6,031.7 |
6,112.3 |
5,981.0 |
| S2 |
5,930.3 |
5,930.3 |
6,091.6 |
|
| S3 |
5,704.3 |
5,805.7 |
6,070.9 |
|
| S4 |
5,478.3 |
5,579.7 |
6,008.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,281.0 |
6,055.0 |
226.0 |
3.7% |
141.6 |
2.3% |
35% |
False |
False |
186,621 |
| 10 |
6,301.5 |
5,837.0 |
464.5 |
7.6% |
172.3 |
2.8% |
64% |
False |
False |
151,123 |
| 20 |
6,637.0 |
5,837.0 |
800.0 |
13.0% |
158.2 |
2.6% |
37% |
False |
False |
77,835 |
| 40 |
6,738.0 |
5,837.0 |
901.0 |
14.7% |
136.3 |
2.2% |
33% |
False |
False |
39,501 |
| 60 |
6,738.0 |
5,837.0 |
901.0 |
14.7% |
137.6 |
2.2% |
33% |
False |
False |
26,605 |
| 80 |
7,012.5 |
5,837.0 |
1,175.5 |
19.2% |
134.7 |
2.2% |
25% |
False |
False |
20,670 |
| 100 |
7,421.0 |
5,837.0 |
1,584.0 |
25.8% |
127.0 |
2.1% |
19% |
False |
False |
16,623 |
| 120 |
7,421.0 |
5,837.0 |
1,584.0 |
25.8% |
121.1 |
2.0% |
19% |
False |
False |
13,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,680.8 |
|
2.618 |
6,486.5 |
|
1.618 |
6,367.5 |
|
1.000 |
6,294.0 |
|
0.618 |
6,248.5 |
|
HIGH |
6,175.0 |
|
0.618 |
6,129.5 |
|
0.500 |
6,115.5 |
|
0.382 |
6,101.5 |
|
LOW |
6,056.0 |
|
0.618 |
5,982.5 |
|
1.000 |
5,937.0 |
|
1.618 |
5,863.5 |
|
2.618 |
5,744.5 |
|
4.250 |
5,550.3 |
|
|
| Fisher Pivots for day following 26-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,127.2 |
6,155.5 |
| PP |
6,121.3 |
6,148.0 |
| S1 |
6,115.5 |
6,140.5 |
|