Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
856.0 |
874.6 |
18.6 |
2.2% |
773.2 |
High |
881.4 |
913.8 |
32.4 |
3.7% |
926.0 |
Low |
828.5 |
866.2 |
37.7 |
4.6% |
767.4 |
Close |
864.7 |
909.0 |
44.3 |
5.1% |
864.7 |
Range |
52.9 |
47.6 |
-5.3 |
-10.0% |
158.6 |
ATR |
36.3 |
37.2 |
0.9 |
2.5% |
0.0 |
Volume |
312,278 |
170,961 |
-141,317 |
-45.3% |
1,119,231 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,039.1 |
1,021.7 |
935.2 |
|
R3 |
991.5 |
974.1 |
922.1 |
|
R2 |
943.9 |
943.9 |
917.7 |
|
R1 |
926.5 |
926.5 |
913.4 |
935.2 |
PP |
896.3 |
896.3 |
896.3 |
900.7 |
S1 |
878.9 |
878.9 |
904.6 |
887.6 |
S2 |
848.7 |
848.7 |
900.3 |
|
S3 |
801.1 |
831.3 |
895.9 |
|
S4 |
753.5 |
783.7 |
882.8 |
|
|
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 |
775.2 |
150.8 |
16.6% |
60.9 |
6.7% |
89% |
False |
False |
227,912 |
10 |
926.0 |
739.8 |
186.2 |
20.5% |
43.5 |
4.8% |
91% |
False |
False |
203,895 |
20 |
926.0 |
739.8 |
186.2 |
20.5% |
32.7 |
3.6% |
91% |
False |
False |
165,631 |
40 |
943.2 |
739.8 |
203.4 |
22.4% |
28.2 |
3.1% |
83% |
False |
False |
148,848 |
60 |
999.4 |
739.8 |
259.6 |
28.6% |
25.6 |
2.8% |
65% |
False |
False |
104,798 |
80 |
999.4 |
739.8 |
259.6 |
28.6% |
24.0 |
2.6% |
65% |
False |
False |
79,371 |
100 |
999.4 |
739.8 |
259.6 |
28.6% |
22.6 |
2.5% |
65% |
False |
False |
64,024 |
120 |
999.4 |
739.8 |
259.6 |
28.6% |
22.1 |
2.4% |
65% |
False |
False |
53,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,116.1 |
2.618 |
1,038.4 |
1.618 |
990.8 |
1.000 |
961.4 |
0.618 |
943.2 |
HIGH |
913.8 |
0.618 |
895.6 |
0.500 |
890.0 |
0.382 |
884.4 |
LOW |
866.2 |
0.618 |
836.8 |
1.000 |
818.6 |
1.618 |
789.2 |
2.618 |
741.6 |
4.250 |
663.9 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
902.7 |
898.4 |
PP |
896.3 |
887.8 |
S1 |
890.0 |
877.3 |
|