| Trading Metrics calculated at close of trading on 18-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,142.5 |
5,980.5 |
-162.0 |
-2.6% |
6,458.5 |
| High |
6,178.0 |
6,150.0 |
-28.0 |
-0.5% |
6,499.0 |
| Low |
5,911.5 |
5,925.0 |
13.5 |
0.2% |
6,222.5 |
| Close |
5,954.0 |
5,965.5 |
11.5 |
0.2% |
6,372.5 |
| Range |
266.5 |
225.0 |
-41.5 |
-15.6% |
276.5 |
| ATR |
157.3 |
162.2 |
4.8 |
3.1% |
0.0 |
| Volume |
10,899 |
6,731 |
-4,168 |
-38.2% |
11,050 |
|
| Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,688.5 |
6,552.0 |
6,089.3 |
|
| R3 |
6,463.5 |
6,327.0 |
6,027.4 |
|
| R2 |
6,238.5 |
6,238.5 |
6,006.8 |
|
| R1 |
6,102.0 |
6,102.0 |
5,986.1 |
6,057.8 |
| PP |
6,013.5 |
6,013.5 |
6,013.5 |
5,991.4 |
| S1 |
5,877.0 |
5,877.0 |
5,944.9 |
5,832.8 |
| S2 |
5,788.5 |
5,788.5 |
5,924.3 |
|
| S3 |
5,563.5 |
5,652.0 |
5,903.6 |
|
| S4 |
5,338.5 |
5,427.0 |
5,841.8 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,194.2 |
7,059.8 |
6,524.6 |
|
| R3 |
6,917.7 |
6,783.3 |
6,448.5 |
|
| R2 |
6,641.2 |
6,641.2 |
6,423.2 |
|
| R1 |
6,506.8 |
6,506.8 |
6,397.8 |
6,435.8 |
| PP |
6,364.7 |
6,364.7 |
6,364.7 |
6,329.1 |
| S1 |
6,230.3 |
6,230.3 |
6,347.2 |
6,159.3 |
| S2 |
6,088.2 |
6,088.2 |
6,321.8 |
|
| S3 |
5,811.7 |
5,953.8 |
6,296.5 |
|
| S4 |
5,535.2 |
5,677.3 |
6,220.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,392.5 |
5,911.5 |
481.0 |
8.1% |
175.3 |
2.9% |
11% |
False |
False |
6,388 |
| 10 |
6,499.0 |
5,911.5 |
587.5 |
9.8% |
157.9 |
2.6% |
9% |
False |
False |
4,212 |
| 20 |
6,706.5 |
5,911.5 |
795.0 |
13.3% |
143.9 |
2.4% |
7% |
False |
False |
2,489 |
| 40 |
6,806.5 |
5,911.5 |
895.0 |
15.0% |
121.5 |
2.0% |
6% |
False |
False |
1,407 |
| 60 |
6,806.5 |
5,911.5 |
895.0 |
15.0% |
123.7 |
2.1% |
6% |
False |
False |
1,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,106.3 |
|
2.618 |
6,739.1 |
|
1.618 |
6,514.1 |
|
1.000 |
6,375.0 |
|
0.618 |
6,289.1 |
|
HIGH |
6,150.0 |
|
0.618 |
6,064.1 |
|
0.500 |
6,037.5 |
|
0.382 |
6,011.0 |
|
LOW |
5,925.0 |
|
0.618 |
5,786.0 |
|
1.000 |
5,700.0 |
|
1.618 |
5,561.0 |
|
2.618 |
5,336.0 |
|
4.250 |
4,968.8 |
|
|
| Fisher Pivots for day following 18-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,037.5 |
6,044.8 |
| PP |
6,013.5 |
6,018.3 |
| S1 |
5,989.5 |
5,991.9 |
|