| Trading Metrics calculated at close of trading on 19-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,980.5 |
6,191.0 |
210.5 |
3.5% |
6,210.0 |
| High |
6,150.0 |
6,353.5 |
203.5 |
3.3% |
6,353.5 |
| Low |
5,925.0 |
6,191.0 |
266.0 |
4.5% |
5,911.5 |
| Close |
5,965.5 |
6,317.5 |
352.0 |
5.9% |
6,317.5 |
| Range |
225.0 |
162.5 |
-62.5 |
-27.8% |
442.0 |
| ATR |
162.2 |
178.3 |
16.1 |
9.9% |
0.0 |
| Volume |
6,731 |
1,795 |
-4,936 |
-73.3% |
31,736 |
|
| Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,774.8 |
6,708.7 |
6,406.9 |
|
| R3 |
6,612.3 |
6,546.2 |
6,362.2 |
|
| R2 |
6,449.8 |
6,449.8 |
6,347.3 |
|
| R1 |
6,383.7 |
6,383.7 |
6,332.4 |
6,416.8 |
| PP |
6,287.3 |
6,287.3 |
6,287.3 |
6,303.9 |
| S1 |
6,221.2 |
6,221.2 |
6,302.6 |
6,254.3 |
| S2 |
6,124.8 |
6,124.8 |
6,287.7 |
|
| S3 |
5,962.3 |
6,058.7 |
6,272.8 |
|
| S4 |
5,799.8 |
5,896.2 |
6,228.1 |
|
|
| Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,520.2 |
7,360.8 |
6,560.6 |
|
| R3 |
7,078.2 |
6,918.8 |
6,439.1 |
|
| R2 |
6,636.2 |
6,636.2 |
6,398.5 |
|
| R1 |
6,476.8 |
6,476.8 |
6,358.0 |
6,556.5 |
| PP |
6,194.2 |
6,194.2 |
6,194.2 |
6,234.0 |
| S1 |
6,034.8 |
6,034.8 |
6,277.0 |
6,114.5 |
| S2 |
5,752.2 |
5,752.2 |
6,236.5 |
|
| S3 |
5,310.2 |
5,592.8 |
6,196.0 |
|
| S4 |
4,868.2 |
5,150.8 |
6,074.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,353.5 |
5,911.5 |
442.0 |
7.0% |
189.2 |
3.0% |
92% |
True |
False |
6,347 |
| 10 |
6,499.0 |
5,911.5 |
587.5 |
9.3% |
158.4 |
2.5% |
69% |
False |
False |
4,278 |
| 20 |
6,706.5 |
5,911.5 |
795.0 |
12.6% |
145.6 |
2.3% |
51% |
False |
False |
2,552 |
| 40 |
6,806.5 |
5,911.5 |
895.0 |
14.2% |
122.1 |
1.9% |
45% |
False |
False |
1,433 |
| 60 |
6,806.5 |
5,911.5 |
895.0 |
14.2% |
124.8 |
2.0% |
45% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,044.1 |
|
2.618 |
6,778.9 |
|
1.618 |
6,616.4 |
|
1.000 |
6,516.0 |
|
0.618 |
6,453.9 |
|
HIGH |
6,353.5 |
|
0.618 |
6,291.4 |
|
0.500 |
6,272.3 |
|
0.382 |
6,253.1 |
|
LOW |
6,191.0 |
|
0.618 |
6,090.6 |
|
1.000 |
6,028.5 |
|
1.618 |
5,928.1 |
|
2.618 |
5,765.6 |
|
4.250 |
5,500.4 |
|
|
| Fisher Pivots for day following 19-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,302.4 |
6,255.8 |
| PP |
6,287.3 |
6,194.2 |
| S1 |
6,272.3 |
6,132.5 |
|