| Trading Metrics calculated at close of trading on 09-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,221.0 |
6,255.5 |
34.5 |
0.6% |
6,397.0 |
| High |
6,258.5 |
6,332.0 |
73.5 |
1.2% |
6,566.0 |
| Low |
6,098.0 |
6,158.0 |
60.0 |
1.0% |
6,098.0 |
| Close |
6,123.0 |
6,234.5 |
111.5 |
1.8% |
6,123.0 |
| Range |
160.5 |
174.0 |
13.5 |
8.4% |
468.0 |
| ATR |
143.8 |
148.4 |
4.7 |
3.2% |
0.0 |
| Volume |
0 |
193,858 |
193,858 |
|
864,195 |
|
| Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,763.5 |
6,673.0 |
6,330.2 |
|
| R3 |
6,589.5 |
6,499.0 |
6,282.4 |
|
| R2 |
6,415.5 |
6,415.5 |
6,266.4 |
|
| R1 |
6,325.0 |
6,325.0 |
6,250.5 |
6,283.3 |
| PP |
6,241.5 |
6,241.5 |
6,241.5 |
6,220.6 |
| S1 |
6,151.0 |
6,151.0 |
6,218.6 |
6,109.3 |
| S2 |
6,067.5 |
6,067.5 |
6,202.6 |
|
| S3 |
5,893.5 |
5,977.0 |
6,186.7 |
|
| S4 |
5,719.5 |
5,803.0 |
6,138.8 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,666.3 |
7,362.7 |
6,380.4 |
|
| R3 |
7,198.3 |
6,894.7 |
6,251.7 |
|
| R2 |
6,730.3 |
6,730.3 |
6,208.8 |
|
| R1 |
6,426.7 |
6,426.7 |
6,165.9 |
6,344.5 |
| PP |
6,262.3 |
6,262.3 |
6,262.3 |
6,221.3 |
| S1 |
5,958.7 |
5,958.7 |
6,080.1 |
5,876.5 |
| S2 |
5,794.3 |
5,794.3 |
6,037.2 |
|
| S3 |
5,326.3 |
5,490.7 |
5,994.3 |
|
| S4 |
4,858.3 |
5,022.7 |
5,865.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,530.5 |
6,098.0 |
432.5 |
6.9% |
166.6 |
2.7% |
32% |
False |
False |
161,324 |
| 10 |
6,566.0 |
6,098.0 |
468.0 |
7.5% |
148.7 |
2.4% |
29% |
False |
False |
145,251 |
| 20 |
6,590.0 |
6,098.0 |
492.0 |
7.9% |
134.5 |
2.2% |
28% |
False |
False |
138,043 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
10.0% |
138.0 |
2.2% |
31% |
False |
False |
148,353 |
| 60 |
6,932.5 |
6,041.5 |
891.0 |
14.3% |
140.5 |
2.3% |
22% |
False |
False |
158,229 |
| 80 |
7,285.0 |
6,041.5 |
1,243.5 |
19.9% |
134.2 |
2.2% |
16% |
False |
False |
119,608 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.8% |
125.3 |
2.0% |
15% |
False |
False |
95,753 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.8% |
123.5 |
2.0% |
15% |
False |
False |
79,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,071.5 |
|
2.618 |
6,787.5 |
|
1.618 |
6,613.5 |
|
1.000 |
6,506.0 |
|
0.618 |
6,439.5 |
|
HIGH |
6,332.0 |
|
0.618 |
6,265.5 |
|
0.500 |
6,245.0 |
|
0.382 |
6,224.5 |
|
LOW |
6,158.0 |
|
0.618 |
6,050.5 |
|
1.000 |
5,984.0 |
|
1.618 |
5,876.5 |
|
2.618 |
5,702.5 |
|
4.250 |
5,418.5 |
|
|
| Fisher Pivots for day following 09-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,245.0 |
6,228.0 |
| PP |
6,241.5 |
6,221.5 |
| S1 |
6,238.0 |
6,215.0 |
|