| Trading Metrics calculated at close of trading on 22-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,203.25 |
1,244.00 |
40.75 |
3.4% |
1,235.00 |
| High |
1,291.25 |
1,250.25 |
-41.00 |
-3.2% |
1,291.25 |
| Low |
1,202.50 |
1,205.25 |
2.75 |
0.2% |
1,136.25 |
| Close |
1,246.00 |
1,213.75 |
-32.25 |
-2.6% |
1,246.00 |
| Range |
88.75 |
45.00 |
-43.75 |
-49.3% |
155.00 |
| ATR |
42.06 |
42.27 |
0.21 |
0.5% |
0.00 |
| Volume |
6,012,944 |
4,007,416 |
-2,005,528 |
-33.4% |
22,519,661 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.00 |
1,331.00 |
1,238.50 |
|
| R3 |
1,313.00 |
1,286.00 |
1,226.00 |
|
| R2 |
1,268.00 |
1,268.00 |
1,222.00 |
|
| R1 |
1,241.00 |
1,241.00 |
1,218.00 |
1,232.00 |
| PP |
1,223.00 |
1,223.00 |
1,223.00 |
1,218.50 |
| S1 |
1,196.00 |
1,196.00 |
1,209.50 |
1,187.00 |
| S2 |
1,178.00 |
1,178.00 |
1,205.50 |
|
| S3 |
1,133.00 |
1,151.00 |
1,201.50 |
|
| S4 |
1,088.00 |
1,106.00 |
1,189.00 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,689.50 |
1,622.75 |
1,331.25 |
|
| R3 |
1,534.50 |
1,467.75 |
1,288.50 |
|
| R2 |
1,379.50 |
1,379.50 |
1,274.50 |
|
| R1 |
1,312.75 |
1,312.75 |
1,260.25 |
1,346.00 |
| PP |
1,224.50 |
1,224.50 |
1,224.50 |
1,241.25 |
| S1 |
1,157.75 |
1,157.75 |
1,231.75 |
1,191.00 |
| S2 |
1,069.50 |
1,069.50 |
1,217.50 |
|
| S3 |
914.50 |
1,002.75 |
1,203.50 |
|
| S4 |
759.50 |
847.75 |
1,160.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.25 |
1,136.25 |
155.00 |
12.8% |
69.25 |
5.7% |
50% |
False |
False |
4,793,664 |
| 10 |
1,291.25 |
1,136.25 |
155.00 |
12.8% |
53.25 |
4.4% |
50% |
False |
False |
2,913,327 |
| 20 |
1,305.25 |
1,136.25 |
169.00 |
13.9% |
39.25 |
3.2% |
46% |
False |
False |
1,469,159 |
| 40 |
1,315.25 |
1,136.25 |
179.00 |
14.7% |
31.25 |
2.6% |
43% |
False |
False |
736,512 |
| 60 |
1,315.25 |
1,136.25 |
179.00 |
14.7% |
29.75 |
2.5% |
43% |
False |
False |
492,232 |
| 80 |
1,410.25 |
1,136.25 |
274.00 |
22.6% |
27.50 |
2.3% |
28% |
False |
False |
369,489 |
| 100 |
1,443.50 |
1,136.25 |
307.25 |
25.3% |
24.00 |
2.0% |
25% |
False |
False |
295,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,441.50 |
|
2.618 |
1,368.00 |
|
1.618 |
1,323.00 |
|
1.000 |
1,295.25 |
|
0.618 |
1,278.00 |
|
HIGH |
1,250.25 |
|
0.618 |
1,233.00 |
|
0.500 |
1,227.75 |
|
0.382 |
1,222.50 |
|
LOW |
1,205.25 |
|
0.618 |
1,177.50 |
|
1.000 |
1,160.25 |
|
1.618 |
1,132.50 |
|
2.618 |
1,087.50 |
|
4.250 |
1,014.00 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.75 |
1,213.75 |
| PP |
1,223.00 |
1,213.75 |
| S1 |
1,218.50 |
1,213.75 |
|