| 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 |
3,185.0 |
3,293.0 |
108.0 |
3.4% |
3,189.0 |
| High |
3,349.0 |
3,326.0 |
-23.0 |
-0.7% |
3,349.0 |
| Low |
3,180.0 |
3,163.0 |
-17.0 |
-0.5% |
2,991.0 |
| Close |
3,301.0 |
3,235.0 |
-66.0 |
-2.0% |
3,301.0 |
| Range |
169.0 |
163.0 |
-6.0 |
-3.6% |
358.0 |
| ATR |
111.4 |
115.1 |
3.7 |
3.3% |
0.0 |
| Volume |
23,312 |
1,515 |
-21,797 |
-93.5% |
390,452 |
|
| Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,730.3 |
3,645.7 |
3,324.7 |
|
| R3 |
3,567.3 |
3,482.7 |
3,279.8 |
|
| R2 |
3,404.3 |
3,404.3 |
3,264.9 |
|
| R1 |
3,319.7 |
3,319.7 |
3,249.9 |
3,280.5 |
| PP |
3,241.3 |
3,241.3 |
3,241.3 |
3,221.8 |
| S1 |
3,156.7 |
3,156.7 |
3,220.1 |
3,117.5 |
| S2 |
3,078.3 |
3,078.3 |
3,205.1 |
|
| S3 |
2,915.3 |
2,993.7 |
3,190.2 |
|
| S4 |
2,752.3 |
2,830.7 |
3,145.4 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,287.7 |
4,152.3 |
3,497.9 |
|
| R3 |
3,929.7 |
3,794.3 |
3,399.5 |
|
| R2 |
3,571.7 |
3,571.7 |
3,366.6 |
|
| R1 |
3,436.3 |
3,436.3 |
3,333.8 |
3,504.0 |
| PP |
3,213.7 |
3,213.7 |
3,213.7 |
3,247.5 |
| S1 |
3,078.3 |
3,078.3 |
3,268.2 |
3,146.0 |
| S2 |
2,855.7 |
2,855.7 |
3,235.4 |
|
| S3 |
2,497.7 |
2,720.3 |
3,202.6 |
|
| S4 |
2,139.7 |
2,362.3 |
3,104.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,349.0 |
2,991.0 |
358.0 |
11.1% |
158.0 |
4.9% |
68% |
False |
False |
66,701 |
| 10 |
3,366.0 |
2,991.0 |
375.0 |
11.6% |
118.6 |
3.7% |
65% |
False |
False |
43,240 |
| 20 |
3,476.0 |
2,991.0 |
485.0 |
15.0% |
91.9 |
2.8% |
50% |
False |
False |
23,234 |
| 40 |
3,515.0 |
2,991.0 |
524.0 |
16.2% |
64.8 |
2.0% |
47% |
False |
False |
12,030 |
| 60 |
3,515.0 |
2,991.0 |
524.0 |
16.2% |
63.8 |
2.0% |
47% |
False |
False |
8,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,018.8 |
|
2.618 |
3,752.7 |
|
1.618 |
3,589.7 |
|
1.000 |
3,489.0 |
|
0.618 |
3,426.7 |
|
HIGH |
3,326.0 |
|
0.618 |
3,263.7 |
|
0.500 |
3,244.5 |
|
0.382 |
3,225.3 |
|
LOW |
3,163.0 |
|
0.618 |
3,062.3 |
|
1.000 |
3,000.0 |
|
1.618 |
2,899.3 |
|
2.618 |
2,736.3 |
|
4.250 |
2,470.3 |
|
|
| Fisher Pivots for day following 22-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,244.5 |
3,213.3 |
| PP |
3,241.3 |
3,191.7 |
| S1 |
3,238.2 |
3,170.0 |
|