| Trading Metrics calculated at close of trading on 12-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,179.5 |
6,232.0 |
52.5 |
0.8% |
6,221.0 |
| High |
6,251.5 |
6,257.5 |
6.0 |
0.1% |
6,332.0 |
| Low |
6,082.5 |
6,159.5 |
77.0 |
1.3% |
6,082.5 |
| Close |
6,159.5 |
6,233.5 |
74.0 |
1.2% |
6,233.5 |
| Range |
169.0 |
98.0 |
-71.0 |
-42.0% |
249.5 |
| ATR |
146.8 |
143.3 |
-3.5 |
-2.4% |
0.0 |
| Volume |
210,164 |
167,672 |
-42,492 |
-20.2% |
779,655 |
|
| Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,510.8 |
6,470.2 |
6,287.4 |
|
| R3 |
6,412.8 |
6,372.2 |
6,260.5 |
|
| R2 |
6,314.8 |
6,314.8 |
6,251.5 |
|
| R1 |
6,274.2 |
6,274.2 |
6,242.5 |
6,294.5 |
| PP |
6,216.8 |
6,216.8 |
6,216.8 |
6,227.0 |
| S1 |
6,176.2 |
6,176.2 |
6,224.5 |
6,196.5 |
| S2 |
6,118.8 |
6,118.8 |
6,215.5 |
|
| S3 |
6,020.8 |
6,078.2 |
6,206.6 |
|
| S4 |
5,922.8 |
5,980.2 |
6,179.6 |
|
|
| Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,964.5 |
6,848.5 |
6,370.7 |
|
| R3 |
6,715.0 |
6,599.0 |
6,302.1 |
|
| R2 |
6,465.5 |
6,465.5 |
6,279.2 |
|
| R1 |
6,349.5 |
6,349.5 |
6,256.4 |
6,407.5 |
| PP |
6,216.0 |
6,216.0 |
6,216.0 |
6,245.0 |
| S1 |
6,100.0 |
6,100.0 |
6,210.6 |
6,158.0 |
| S2 |
5,966.5 |
5,966.5 |
6,187.8 |
|
| S3 |
5,717.0 |
5,850.5 |
6,164.9 |
|
| S4 |
5,467.5 |
5,601.0 |
6,096.3 |
|
|
| 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 |
4.0% |
140.6 |
2.3% |
61% |
False |
False |
155,931 |
| 10 |
6,566.0 |
6,082.5 |
483.5 |
7.8% |
149.4 |
2.4% |
31% |
False |
False |
164,385 |
| 20 |
6,566.0 |
6,082.5 |
483.5 |
7.8% |
133.2 |
2.1% |
31% |
False |
False |
143,501 |
| 40 |
6,665.0 |
6,082.5 |
582.5 |
9.3% |
133.9 |
2.1% |
26% |
False |
False |
147,183 |
| 60 |
6,839.0 |
6,041.5 |
797.5 |
12.8% |
141.4 |
2.3% |
24% |
False |
False |
163,914 |
| 80 |
7,217.0 |
6,041.5 |
1,175.5 |
18.9% |
134.1 |
2.2% |
16% |
False |
False |
126,908 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.8% |
125.2 |
2.0% |
15% |
False |
False |
101,599 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.8% |
124.5 |
2.0% |
15% |
False |
False |
84,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,674.0 |
|
2.618 |
6,514.1 |
|
1.618 |
6,416.1 |
|
1.000 |
6,355.5 |
|
0.618 |
6,318.1 |
|
HIGH |
6,257.5 |
|
0.618 |
6,220.1 |
|
0.500 |
6,208.5 |
|
0.382 |
6,196.9 |
|
LOW |
6,159.5 |
|
0.618 |
6,098.9 |
|
1.000 |
6,061.5 |
|
1.618 |
6,000.9 |
|
2.618 |
5,902.9 |
|
4.250 |
5,743.0 |
|
|
| Fisher Pivots for day following 12-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,225.2 |
6,213.3 |
| PP |
6,216.8 |
6,193.2 |
| S1 |
6,208.5 |
6,173.0 |
|