| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,234.00 |
1,252.00 |
18.00 |
1.5% |
1,258.50 |
| High |
1,254.00 |
1,259.25 |
5.25 |
0.4% |
1,283.75 |
| Low |
1,212.25 |
1,234.50 |
22.25 |
1.8% |
1,212.25 |
| Close |
1,252.00 |
1,258.50 |
6.50 |
0.5% |
1,258.50 |
| Range |
41.75 |
24.75 |
-17.00 |
-40.7% |
71.50 |
| ATR |
27.93 |
27.70 |
-0.23 |
-0.8% |
0.00 |
| Volume |
255,650 |
2,082,338 |
1,826,688 |
714.5% |
2,664,037 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.00 |
1,316.50 |
1,272.00 |
|
| R3 |
1,300.25 |
1,291.75 |
1,265.25 |
|
| R2 |
1,275.50 |
1,275.50 |
1,263.00 |
|
| R1 |
1,267.00 |
1,267.00 |
1,260.75 |
1,271.25 |
| PP |
1,250.75 |
1,250.75 |
1,250.75 |
1,253.00 |
| S1 |
1,242.25 |
1,242.25 |
1,256.25 |
1,246.50 |
| S2 |
1,226.00 |
1,226.00 |
1,254.00 |
|
| S3 |
1,201.25 |
1,217.50 |
1,251.75 |
|
| S4 |
1,176.50 |
1,192.75 |
1,245.00 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,466.00 |
1,433.75 |
1,297.75 |
|
| R3 |
1,394.50 |
1,362.25 |
1,278.25 |
|
| R2 |
1,323.00 |
1,323.00 |
1,271.50 |
|
| R1 |
1,290.75 |
1,290.75 |
1,265.00 |
1,294.25 |
| PP |
1,251.50 |
1,251.50 |
1,251.50 |
1,253.25 |
| S1 |
1,219.25 |
1,219.25 |
1,252.00 |
1,222.75 |
| S2 |
1,180.00 |
1,180.00 |
1,245.50 |
|
| S3 |
1,108.50 |
1,147.75 |
1,238.75 |
|
| S4 |
1,037.00 |
1,076.25 |
1,219.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,283.75 |
1,212.25 |
71.50 |
5.7% |
35.50 |
2.8% |
65% |
False |
False |
532,807 |
| 10 |
1,305.25 |
1,212.25 |
93.00 |
7.4% |
31.25 |
2.5% |
50% |
False |
False |
278,276 |
| 20 |
1,307.25 |
1,212.25 |
95.00 |
7.5% |
25.75 |
2.0% |
49% |
False |
False |
144,278 |
| 40 |
1,315.25 |
1,212.25 |
103.00 |
8.2% |
24.75 |
2.0% |
45% |
False |
False |
73,976 |
| 60 |
1,340.25 |
1,202.00 |
138.25 |
11.0% |
25.50 |
2.0% |
41% |
False |
False |
50,439 |
| 80 |
1,410.25 |
1,202.00 |
208.25 |
16.5% |
23.25 |
1.8% |
27% |
False |
False |
37,905 |
| 100 |
1,443.50 |
1,202.00 |
241.50 |
19.2% |
20.50 |
1.6% |
23% |
False |
False |
30,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,364.50 |
|
2.618 |
1,324.00 |
|
1.618 |
1,299.25 |
|
1.000 |
1,284.00 |
|
0.618 |
1,274.50 |
|
HIGH |
1,259.25 |
|
0.618 |
1,249.75 |
|
0.500 |
1,247.00 |
|
0.382 |
1,244.00 |
|
LOW |
1,234.50 |
|
0.618 |
1,219.25 |
|
1.000 |
1,209.75 |
|
1.618 |
1,194.50 |
|
2.618 |
1,169.75 |
|
4.250 |
1,129.25 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.50 |
1,251.00 |
| PP |
1,250.75 |
1,243.25 |
| S1 |
1,247.00 |
1,235.75 |
|