Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,283.0 |
3,245.0 |
-38.0 |
-1.2% |
3,353.0 |
High |
3,323.0 |
3,278.0 |
-45.0 |
-1.4% |
3,438.0 |
Low |
3,215.0 |
3,217.0 |
2.0 |
0.1% |
3,174.0 |
Close |
3,266.0 |
3,238.0 |
-28.0 |
-0.9% |
3,185.0 |
Range |
108.0 |
61.0 |
-47.0 |
-43.5% |
264.0 |
ATR |
85.0 |
83.3 |
-1.7 |
-2.0% |
0.0 |
Volume |
1,885,741 |
1,928,417 |
42,676 |
2.3% |
7,442,971 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,427.3 |
3,393.7 |
3,271.6 |
|
R3 |
3,366.3 |
3,332.7 |
3,254.8 |
|
R2 |
3,305.3 |
3,305.3 |
3,249.2 |
|
R1 |
3,271.7 |
3,271.7 |
3,243.6 |
3,258.0 |
PP |
3,244.3 |
3,244.3 |
3,244.3 |
3,237.5 |
S1 |
3,210.7 |
3,210.7 |
3,232.4 |
3,197.0 |
S2 |
3,183.3 |
3,183.3 |
3,226.8 |
|
S3 |
3,122.3 |
3,149.7 |
3,221.2 |
|
S4 |
3,061.3 |
3,088.7 |
3,204.5 |
|
|
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 |
3,384.0 |
3,174.0 |
210.0 |
6.5% |
94.0 |
2.9% |
30% |
False |
False |
2,046,039 |
10 |
3,438.0 |
3,174.0 |
264.0 |
8.2% |
79.5 |
2.5% |
24% |
False |
False |
1,561,551 |
20 |
3,438.0 |
3,174.0 |
264.0 |
8.2% |
70.3 |
2.2% |
24% |
False |
False |
1,255,403 |
40 |
3,474.0 |
3,174.0 |
300.0 |
9.3% |
72.5 |
2.2% |
21% |
False |
False |
1,283,760 |
60 |
3,585.0 |
3,107.0 |
478.0 |
14.8% |
76.3 |
2.4% |
27% |
False |
False |
1,432,794 |
80 |
3,854.0 |
3,107.0 |
747.0 |
23.1% |
72.6 |
2.2% |
18% |
False |
False |
1,105,665 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.6% |
67.6 |
2.1% |
16% |
False |
False |
884,965 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.6% |
67.4 |
2.1% |
16% |
False |
False |
737,631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,537.3 |
2.618 |
3,437.7 |
1.618 |
3,376.7 |
1.000 |
3,339.0 |
0.618 |
3,315.7 |
HIGH |
3,278.0 |
0.618 |
3,254.7 |
0.500 |
3,247.5 |
0.382 |
3,240.3 |
LOW |
3,217.0 |
0.618 |
3,179.3 |
1.000 |
3,156.0 |
1.618 |
3,118.3 |
2.618 |
3,057.3 |
4.250 |
2,957.8 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,247.5 |
3,275.5 |
PP |
3,244.3 |
3,263.0 |
S1 |
3,241.2 |
3,250.5 |
|