Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
866.5 |
856.0 |
-10.5 |
-1.2% |
773.2 |
High |
926.0 |
881.4 |
-44.6 |
-4.8% |
926.0 |
Low |
836.0 |
828.5 |
-7.5 |
-0.9% |
767.4 |
Close |
897.0 |
864.7 |
-32.3 |
-3.6% |
864.7 |
Range |
90.0 |
52.9 |
-37.1 |
-41.2% |
158.6 |
ATR |
33.8 |
36.3 |
2.5 |
7.3% |
0.0 |
Volume |
317,196 |
312,278 |
-4,918 |
-1.6% |
1,119,231 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,016.9 |
993.7 |
893.8 |
|
R3 |
964.0 |
940.8 |
879.2 |
|
R2 |
911.1 |
911.1 |
874.4 |
|
R1 |
887.9 |
887.9 |
869.5 |
899.5 |
PP |
858.2 |
858.2 |
858.2 |
864.0 |
S1 |
835.0 |
835.0 |
859.9 |
846.6 |
S2 |
805.3 |
805.3 |
855.0 |
|
S3 |
752.4 |
782.1 |
850.2 |
|
S4 |
699.5 |
729.2 |
835.6 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,328.5 |
1,255.2 |
951.9 |
|
R3 |
1,169.9 |
1,096.6 |
908.3 |
|
R2 |
1,011.3 |
1,011.3 |
893.8 |
|
R1 |
938.0 |
938.0 |
879.2 |
974.7 |
PP |
852.7 |
852.7 |
852.7 |
871.0 |
S1 |
779.4 |
779.4 |
850.2 |
816.1 |
S2 |
694.1 |
694.1 |
835.6 |
|
S3 |
535.5 |
620.8 |
821.1 |
|
S4 |
376.9 |
462.2 |
777.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
926.0 |
767.4 |
158.6 |
18.3% |
56.2 |
6.5% |
61% |
False |
False |
223,846 |
10 |
926.0 |
739.8 |
186.2 |
21.5% |
40.9 |
4.7% |
67% |
False |
False |
204,490 |
20 |
926.0 |
739.8 |
186.2 |
21.5% |
31.2 |
3.6% |
67% |
False |
False |
163,609 |
40 |
945.2 |
739.8 |
205.4 |
23.8% |
27.4 |
3.2% |
61% |
False |
False |
145,769 |
60 |
999.4 |
739.8 |
259.6 |
30.0% |
25.1 |
2.9% |
48% |
False |
False |
102,013 |
80 |
999.4 |
739.8 |
259.6 |
30.0% |
23.6 |
2.7% |
48% |
False |
False |
77,280 |
100 |
999.4 |
739.8 |
259.6 |
30.0% |
22.3 |
2.6% |
48% |
False |
False |
62,334 |
120 |
999.4 |
739.8 |
259.6 |
30.0% |
21.8 |
2.5% |
48% |
False |
False |
52,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,106.2 |
2.618 |
1,019.9 |
1.618 |
967.0 |
1.000 |
934.3 |
0.618 |
914.1 |
HIGH |
881.4 |
0.618 |
861.2 |
0.500 |
855.0 |
0.382 |
848.7 |
LOW |
828.5 |
0.618 |
795.8 |
1.000 |
775.6 |
1.618 |
742.9 |
2.618 |
690.0 |
4.250 |
603.7 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
861.5 |
860.4 |
PP |
858.2 |
856.1 |
S1 |
855.0 |
851.8 |
|