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 |
3,300.0 |
3,283.0 |
-17.0 |
-0.5% |
3,353.0 |
High |
3,336.0 |
3,323.0 |
-13.0 |
-0.4% |
3,438.0 |
Low |
3,266.0 |
3,215.0 |
-51.0 |
-1.6% |
3,174.0 |
Close |
3,282.0 |
3,266.0 |
-16.0 |
-0.5% |
3,185.0 |
Range |
70.0 |
108.0 |
38.0 |
54.3% |
264.0 |
ATR |
83.3 |
85.0 |
1.8 |
2.1% |
0.0 |
Volume |
2,098,389 |
1,885,741 |
-212,648 |
-10.1% |
7,442,971 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,592.0 |
3,537.0 |
3,325.4 |
|
R3 |
3,484.0 |
3,429.0 |
3,295.7 |
|
R2 |
3,376.0 |
3,376.0 |
3,285.8 |
|
R1 |
3,321.0 |
3,321.0 |
3,275.9 |
3,294.5 |
PP |
3,268.0 |
3,268.0 |
3,268.0 |
3,254.8 |
S1 |
3,213.0 |
3,213.0 |
3,256.1 |
3,186.5 |
S2 |
3,160.0 |
3,160.0 |
3,246.2 |
|
S3 |
3,052.0 |
3,105.0 |
3,236.3 |
|
S4 |
2,944.0 |
2,997.0 |
3,206.6 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,057.7 |
3,885.3 |
3,330.2 |
|
R3 |
3,793.7 |
3,621.3 |
3,257.6 |
|
R2 |
3,529.7 |
3,529.7 |
3,233.4 |
|
R1 |
3,357.3 |
3,357.3 |
3,209.2 |
3,311.5 |
PP |
3,265.7 |
3,265.7 |
3,265.7 |
3,242.8 |
S1 |
3,093.3 |
3,093.3 |
3,160.8 |
3,047.5 |
S2 |
3,001.7 |
3,001.7 |
3,136.6 |
|
S3 |
2,737.7 |
2,829.3 |
3,112.4 |
|
S4 |
2,473.7 |
2,565.3 |
3,039.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,403.0 |
3,174.0 |
229.0 |
7.0% |
91.0 |
2.8% |
40% |
False |
False |
1,907,601 |
10 |
3,438.0 |
3,174.0 |
264.0 |
8.1% |
79.2 |
2.4% |
35% |
False |
False |
1,473,088 |
20 |
3,438.0 |
3,174.0 |
264.0 |
8.1% |
71.1 |
2.2% |
35% |
False |
False |
1,227,096 |
40 |
3,474.0 |
3,107.0 |
367.0 |
11.2% |
74.2 |
2.3% |
43% |
False |
False |
1,293,368 |
60 |
3,613.0 |
3,107.0 |
506.0 |
15.5% |
76.1 |
2.3% |
31% |
False |
False |
1,423,784 |
80 |
3,870.0 |
3,107.0 |
763.0 |
23.4% |
72.4 |
2.2% |
21% |
False |
False |
1,081,567 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.4% |
67.6 |
2.1% |
20% |
False |
False |
865,682 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.4% |
67.6 |
2.1% |
20% |
False |
False |
721,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,782.0 |
2.618 |
3,605.7 |
1.618 |
3,497.7 |
1.000 |
3,431.0 |
0.618 |
3,389.7 |
HIGH |
3,323.0 |
0.618 |
3,281.7 |
0.500 |
3,269.0 |
0.382 |
3,256.3 |
LOW |
3,215.0 |
0.618 |
3,148.3 |
1.000 |
3,107.0 |
1.618 |
3,040.3 |
2.618 |
2,932.3 |
4.250 |
2,756.0 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,269.0 |
3,262.3 |
PP |
3,268.0 |
3,258.7 |
S1 |
3,267.0 |
3,255.0 |
|