Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,082.0 |
3,119.0 |
37.0 |
1.2% |
3,300.0 |
High |
3,138.0 |
3,147.0 |
9.0 |
0.3% |
3,336.0 |
Low |
3,028.0 |
2,973.0 |
-55.0 |
-1.8% |
3,176.0 |
Close |
3,084.0 |
3,006.0 |
-78.0 |
-2.5% |
3,277.0 |
Range |
110.0 |
174.0 |
64.0 |
58.2% |
160.0 |
ATR |
92.5 |
98.3 |
5.8 |
6.3% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,564.0 |
3,459.0 |
3,101.7 |
|
R3 |
3,390.0 |
3,285.0 |
3,053.9 |
|
R2 |
3,216.0 |
3,216.0 |
3,037.9 |
|
R1 |
3,111.0 |
3,111.0 |
3,022.0 |
3,076.5 |
PP |
3,042.0 |
3,042.0 |
3,042.0 |
3,024.8 |
S1 |
2,937.0 |
2,937.0 |
2,990.1 |
2,902.5 |
S2 |
2,868.0 |
2,868.0 |
2,974.1 |
|
S3 |
2,694.0 |
2,763.0 |
2,958.2 |
|
S4 |
2,520.0 |
2,589.0 |
2,910.3 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.0 |
3,670.0 |
3,365.0 |
|
R3 |
3,583.0 |
3,510.0 |
3,321.0 |
|
R2 |
3,423.0 |
3,423.0 |
3,306.3 |
|
R1 |
3,350.0 |
3,350.0 |
3,291.7 |
3,306.5 |
PP |
3,263.0 |
3,263.0 |
3,263.0 |
3,241.3 |
S1 |
3,190.0 |
3,190.0 |
3,262.3 |
3,146.5 |
S2 |
3,103.0 |
3,103.0 |
3,247.7 |
|
S3 |
2,943.0 |
3,030.0 |
3,233.0 |
|
S4 |
2,783.0 |
2,870.0 |
3,189.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,285.0 |
2,973.0 |
312.0 |
10.4% |
106.0 |
3.5% |
11% |
False |
True |
1,014,233 |
10 |
3,336.0 |
2,973.0 |
363.0 |
12.1% |
95.4 |
3.2% |
9% |
False |
True |
1,541,700 |
20 |
3,438.0 |
2,973.0 |
465.0 |
15.5% |
84.6 |
2.8% |
7% |
False |
True |
1,289,230 |
40 |
3,474.0 |
2,973.0 |
501.0 |
16.7% |
75.4 |
2.5% |
7% |
False |
True |
1,228,508 |
60 |
3,474.0 |
2,973.0 |
501.0 |
16.7% |
79.7 |
2.7% |
7% |
False |
True |
1,410,313 |
80 |
3,822.0 |
2,973.0 |
849.0 |
28.2% |
76.6 |
2.5% |
4% |
False |
True |
1,194,133 |
100 |
3,905.0 |
2,973.0 |
932.0 |
31.0% |
70.7 |
2.4% |
4% |
False |
True |
955,838 |
120 |
3,905.0 |
2,973.0 |
932.0 |
31.0% |
68.4 |
2.3% |
4% |
False |
True |
796,677 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,886.5 |
2.618 |
3,602.5 |
1.618 |
3,428.5 |
1.000 |
3,321.0 |
0.618 |
3,254.5 |
HIGH |
3,147.0 |
0.618 |
3,080.5 |
0.500 |
3,060.0 |
0.382 |
3,039.5 |
LOW |
2,973.0 |
0.618 |
2,865.5 |
1.000 |
2,799.0 |
1.618 |
2,691.5 |
2.618 |
2,517.5 |
4.250 |
2,233.5 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,060.0 |
3,077.5 |
PP |
3,042.0 |
3,053.7 |
S1 |
3,024.0 |
3,029.8 |
|