| 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 |
1,235.00 |
1,195.50 |
-39.50 |
-3.2% |
1,258.50 |
| High |
1,239.25 |
1,221.00 |
-18.25 |
-1.5% |
1,283.75 |
| Low |
1,195.50 |
1,163.00 |
-32.50 |
-2.7% |
1,212.25 |
| Close |
1,196.00 |
1,216.25 |
20.25 |
1.7% |
1,258.50 |
| Range |
43.75 |
58.00 |
14.25 |
32.6% |
71.50 |
| ATR |
30.22 |
32.21 |
1.98 |
6.6% |
0.00 |
| Volume |
2,558,755 |
3,993,598 |
1,434,843 |
56.1% |
2,664,037 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.00 |
1,353.25 |
1,248.25 |
|
| R3 |
1,316.00 |
1,295.25 |
1,232.25 |
|
| R2 |
1,258.00 |
1,258.00 |
1,227.00 |
|
| R1 |
1,237.25 |
1,237.25 |
1,221.50 |
1,247.50 |
| PP |
1,200.00 |
1,200.00 |
1,200.00 |
1,205.25 |
| S1 |
1,179.25 |
1,179.25 |
1,211.00 |
1,189.50 |
| S2 |
1,142.00 |
1,142.00 |
1,205.50 |
|
| S3 |
1,084.00 |
1,121.25 |
1,200.25 |
|
| S4 |
1,026.00 |
1,063.25 |
1,184.25 |
|
|
| 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 |
1,259.25 |
1,163.00 |
96.25 |
7.9% |
38.50 |
3.2% |
55% |
False |
True |
1,810,518 |
| 10 |
1,283.75 |
1,163.00 |
120.75 |
9.9% |
36.50 |
3.0% |
44% |
False |
True |
930,890 |
| 20 |
1,305.25 |
1,163.00 |
142.25 |
11.7% |
28.75 |
2.4% |
37% |
False |
True |
471,562 |
| 40 |
1,315.25 |
1,163.00 |
152.25 |
12.5% |
26.50 |
2.2% |
35% |
False |
True |
237,528 |
| 60 |
1,340.25 |
1,163.00 |
177.25 |
14.6% |
26.75 |
2.2% |
30% |
False |
True |
159,635 |
| 80 |
1,410.25 |
1,163.00 |
247.25 |
20.3% |
24.25 |
2.0% |
22% |
False |
True |
119,805 |
| 100 |
1,443.50 |
1,163.00 |
280.50 |
23.1% |
21.25 |
1.8% |
19% |
False |
True |
95,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,467.50 |
|
2.618 |
1,372.75 |
|
1.618 |
1,314.75 |
|
1.000 |
1,279.00 |
|
0.618 |
1,256.75 |
|
HIGH |
1,221.00 |
|
0.618 |
1,198.75 |
|
0.500 |
1,192.00 |
|
0.382 |
1,185.25 |
|
LOW |
1,163.00 |
|
0.618 |
1,127.25 |
|
1.000 |
1,105.00 |
|
1.618 |
1,069.25 |
|
2.618 |
1,011.25 |
|
4.250 |
916.50 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,208.25 |
1,214.50 |
| PP |
1,200.00 |
1,212.75 |
| S1 |
1,192.00 |
1,211.00 |
|