| 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 |
3,189.0 |
3,124.0 |
-65.0 |
-2.0% |
3,352.0 |
| High |
3,226.0 |
3,179.0 |
-47.0 |
-1.5% |
3,379.0 |
| Low |
3,141.0 |
3,072.0 |
-69.0 |
-2.2% |
3,225.0 |
| Close |
3,188.0 |
3,126.0 |
-62.0 |
-1.9% |
3,325.0 |
| Range |
85.0 |
107.0 |
22.0 |
25.9% |
154.0 |
| ATR |
80.9 |
83.4 |
2.5 |
3.1% |
0.0 |
| Volume |
58,459 |
89,032 |
30,573 |
52.3% |
49,199 |
|
| Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,446.7 |
3,393.3 |
3,184.9 |
|
| R3 |
3,339.7 |
3,286.3 |
3,155.4 |
|
| R2 |
3,232.7 |
3,232.7 |
3,145.6 |
|
| R1 |
3,179.3 |
3,179.3 |
3,135.8 |
3,206.0 |
| PP |
3,125.7 |
3,125.7 |
3,125.7 |
3,139.0 |
| S1 |
3,072.3 |
3,072.3 |
3,116.2 |
3,099.0 |
| S2 |
3,018.7 |
3,018.7 |
3,106.4 |
|
| S3 |
2,911.7 |
2,965.3 |
3,096.6 |
|
| S4 |
2,804.7 |
2,858.3 |
3,067.2 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,771.7 |
3,702.3 |
3,409.7 |
|
| R3 |
3,617.7 |
3,548.3 |
3,367.4 |
|
| R2 |
3,463.7 |
3,463.7 |
3,353.2 |
|
| R1 |
3,394.3 |
3,394.3 |
3,339.1 |
3,352.0 |
| PP |
3,309.7 |
3,309.7 |
3,309.7 |
3,288.5 |
| S1 |
3,240.3 |
3,240.3 |
3,310.9 |
3,198.0 |
| S2 |
3,155.7 |
3,155.7 |
3,296.8 |
|
| S3 |
3,001.7 |
3,086.3 |
3,282.7 |
|
| S4 |
2,847.7 |
2,932.3 |
3,240.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,331.0 |
3,072.0 |
259.0 |
8.3% |
80.2 |
2.6% |
21% |
False |
True |
35,557 |
| 10 |
3,450.0 |
3,072.0 |
378.0 |
12.1% |
82.4 |
2.6% |
14% |
False |
True |
20,960 |
| 20 |
3,476.0 |
3,072.0 |
404.0 |
12.9% |
64.6 |
2.1% |
13% |
False |
True |
11,241 |
| 40 |
3,515.0 |
3,072.0 |
443.0 |
14.2% |
52.9 |
1.7% |
12% |
False |
True |
6,036 |
| 60 |
3,556.0 |
3,072.0 |
484.0 |
15.5% |
55.8 |
1.8% |
11% |
False |
True |
4,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,633.8 |
|
2.618 |
3,459.1 |
|
1.618 |
3,352.1 |
|
1.000 |
3,286.0 |
|
0.618 |
3,245.1 |
|
HIGH |
3,179.0 |
|
0.618 |
3,138.1 |
|
0.500 |
3,125.5 |
|
0.382 |
3,112.9 |
|
LOW |
3,072.0 |
|
0.618 |
3,005.9 |
|
1.000 |
2,965.0 |
|
1.618 |
2,898.9 |
|
2.618 |
2,791.9 |
|
4.250 |
2,617.3 |
|
|
| Fisher Pivots for day following 16-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,125.8 |
3,201.5 |
| PP |
3,125.7 |
3,176.3 |
| S1 |
3,125.5 |
3,151.2 |
|