| Trading Metrics calculated at close of trading on 11-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,203.0 |
6,179.5 |
-23.5 |
-0.4% |
6,397.0 |
| High |
6,263.5 |
6,251.5 |
-12.0 |
-0.2% |
6,566.0 |
| Low |
6,162.0 |
6,082.5 |
-79.5 |
-1.3% |
6,098.0 |
| Close |
6,195.5 |
6,159.5 |
-36.0 |
-0.6% |
6,123.0 |
| Range |
101.5 |
169.0 |
67.5 |
66.5% |
468.0 |
| ATR |
145.1 |
146.8 |
1.7 |
1.2% |
0.0 |
| Volume |
207,961 |
210,164 |
2,203 |
1.1% |
864,195 |
|
| Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,671.5 |
6,584.5 |
6,252.5 |
|
| R3 |
6,502.5 |
6,415.5 |
6,206.0 |
|
| R2 |
6,333.5 |
6,333.5 |
6,190.5 |
|
| R1 |
6,246.5 |
6,246.5 |
6,175.0 |
6,205.5 |
| PP |
6,164.5 |
6,164.5 |
6,164.5 |
6,144.0 |
| S1 |
6,077.5 |
6,077.5 |
6,144.0 |
6,036.5 |
| S2 |
5,995.5 |
5,995.5 |
6,128.5 |
|
| S3 |
5,826.5 |
5,908.5 |
6,113.0 |
|
| S4 |
5,657.5 |
5,739.5 |
6,066.6 |
|
|
| 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 |
6,332.0 |
6,082.5 |
249.5 |
4.1% |
153.1 |
2.5% |
31% |
False |
True |
168,525 |
| 10 |
6,566.0 |
6,082.5 |
483.5 |
7.8% |
145.5 |
2.4% |
16% |
False |
True |
157,915 |
| 20 |
6,566.0 |
6,082.5 |
483.5 |
7.8% |
134.6 |
2.2% |
16% |
False |
True |
142,085 |
| 40 |
6,665.0 |
6,082.5 |
582.5 |
9.5% |
135.4 |
2.2% |
13% |
False |
True |
147,729 |
| 60 |
6,841.0 |
6,041.5 |
799.5 |
13.0% |
141.5 |
2.3% |
15% |
False |
False |
162,620 |
| 80 |
7,217.0 |
6,041.5 |
1,175.5 |
19.1% |
134.2 |
2.2% |
10% |
False |
False |
124,821 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
21.1% |
125.8 |
2.0% |
9% |
False |
False |
99,929 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
21.1% |
124.3 |
2.0% |
9% |
False |
False |
83,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,969.8 |
|
2.618 |
6,693.9 |
|
1.618 |
6,524.9 |
|
1.000 |
6,420.5 |
|
0.618 |
6,355.9 |
|
HIGH |
6,251.5 |
|
0.618 |
6,186.9 |
|
0.500 |
6,167.0 |
|
0.382 |
6,147.1 |
|
LOW |
6,082.5 |
|
0.618 |
5,978.1 |
|
1.000 |
5,913.5 |
|
1.618 |
5,809.1 |
|
2.618 |
5,640.1 |
|
4.250 |
5,364.3 |
|
|
| Fisher Pivots for day following 11-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,167.0 |
6,207.3 |
| PP |
6,164.5 |
6,191.3 |
| S1 |
6,162.0 |
6,175.4 |
|