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 |
3,245.0 |
3,228.0 |
-17.0 |
-0.5% |
3,353.0 |
High |
3,278.0 |
3,273.0 |
-5.0 |
-0.2% |
3,438.0 |
Low |
3,217.0 |
3,176.0 |
-41.0 |
-1.3% |
3,174.0 |
Close |
3,238.0 |
3,219.0 |
-19.0 |
-0.6% |
3,185.0 |
Range |
61.0 |
97.0 |
36.0 |
59.0% |
264.0 |
ATR |
83.3 |
84.3 |
1.0 |
1.2% |
0.0 |
Volume |
1,928,417 |
2,020,461 |
92,044 |
4.8% |
7,442,971 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,513.7 |
3,463.3 |
3,272.4 |
|
R3 |
3,416.7 |
3,366.3 |
3,245.7 |
|
R2 |
3,319.7 |
3,319.7 |
3,236.8 |
|
R1 |
3,269.3 |
3,269.3 |
3,227.9 |
3,246.0 |
PP |
3,222.7 |
3,222.7 |
3,222.7 |
3,211.0 |
S1 |
3,172.3 |
3,172.3 |
3,210.1 |
3,149.0 |
S2 |
3,125.7 |
3,125.7 |
3,201.2 |
|
S3 |
3,028.7 |
3,075.3 |
3,192.3 |
|
S4 |
2,931.7 |
2,978.3 |
3,165.7 |
|
|
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 |
3,336.0 |
3,174.0 |
162.0 |
5.0% |
84.8 |
2.6% |
28% |
False |
False |
2,069,168 |
10 |
3,438.0 |
3,174.0 |
264.0 |
8.2% |
79.0 |
2.5% |
17% |
False |
False |
1,627,729 |
20 |
3,438.0 |
3,174.0 |
264.0 |
8.2% |
72.1 |
2.2% |
17% |
False |
False |
1,295,016 |
40 |
3,474.0 |
3,174.0 |
300.0 |
9.3% |
72.4 |
2.2% |
15% |
False |
False |
1,278,989 |
60 |
3,544.0 |
3,107.0 |
437.0 |
13.6% |
76.8 |
2.4% |
26% |
False |
False |
1,443,996 |
80 |
3,823.0 |
3,107.0 |
716.0 |
22.2% |
72.7 |
2.3% |
16% |
False |
False |
1,130,898 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.8% |
68.0 |
2.1% |
14% |
False |
False |
905,150 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.8% |
67.6 |
2.1% |
14% |
False |
False |
754,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,685.3 |
2.618 |
3,526.9 |
1.618 |
3,429.9 |
1.000 |
3,370.0 |
0.618 |
3,332.9 |
HIGH |
3,273.0 |
0.618 |
3,235.9 |
0.500 |
3,224.5 |
0.382 |
3,213.1 |
LOW |
3,176.0 |
0.618 |
3,116.1 |
1.000 |
3,079.0 |
1.618 |
3,019.1 |
2.618 |
2,922.1 |
4.250 |
2,763.8 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,224.5 |
3,249.5 |
PP |
3,222.7 |
3,239.3 |
S1 |
3,220.8 |
3,229.2 |
|