Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,317.0 |
3,263.0 |
-54.0 |
-1.6% |
3,375.0 |
High |
3,354.0 |
3,295.0 |
-59.0 |
-1.8% |
3,457.0 |
Low |
3,290.0 |
3,236.0 |
-54.0 |
-1.6% |
3,191.0 |
Close |
3,301.0 |
3,256.0 |
-45.0 |
-1.4% |
3,203.0 |
Range |
64.0 |
59.0 |
-5.0 |
-7.8% |
266.0 |
ATR |
80.0 |
79.0 |
-1.1 |
-1.3% |
0.0 |
Volume |
29,022 |
121,806 |
92,784 |
319.7% |
164,913 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,439.3 |
3,406.7 |
3,288.5 |
|
R3 |
3,380.3 |
3,347.7 |
3,272.2 |
|
R2 |
3,321.3 |
3,321.3 |
3,266.8 |
|
R1 |
3,288.7 |
3,288.7 |
3,261.4 |
3,275.5 |
PP |
3,262.3 |
3,262.3 |
3,262.3 |
3,255.8 |
S1 |
3,229.7 |
3,229.7 |
3,250.6 |
3,216.5 |
S2 |
3,203.3 |
3,203.3 |
3,245.2 |
|
S3 |
3,144.3 |
3,170.7 |
3,239.8 |
|
S4 |
3,085.3 |
3,111.7 |
3,223.6 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,081.7 |
3,908.3 |
3,349.3 |
|
R3 |
3,815.7 |
3,642.3 |
3,276.2 |
|
R2 |
3,549.7 |
3,549.7 |
3,251.8 |
|
R1 |
3,376.3 |
3,376.3 |
3,227.4 |
3,330.0 |
PP |
3,283.7 |
3,283.7 |
3,283.7 |
3,260.5 |
S1 |
3,110.3 |
3,110.3 |
3,178.6 |
3,064.0 |
S2 |
3,017.7 |
3,017.7 |
3,154.2 |
|
S3 |
2,751.7 |
2,844.3 |
3,129.9 |
|
S4 |
2,485.7 |
2,578.3 |
3,056.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,422.0 |
3,191.0 |
231.0 |
7.1% |
78.0 |
2.4% |
28% |
False |
False |
59,242 |
10 |
3,457.0 |
3,191.0 |
266.0 |
8.2% |
71.0 |
2.2% |
24% |
False |
False |
34,514 |
20 |
3,457.0 |
3,191.0 |
266.0 |
8.2% |
64.9 |
2.0% |
24% |
False |
False |
20,643 |
40 |
3,494.0 |
3,133.0 |
361.0 |
11.1% |
67.2 |
2.1% |
34% |
False |
False |
11,562 |
60 |
3,610.0 |
3,133.0 |
477.0 |
14.6% |
69.6 |
2.1% |
26% |
False |
False |
10,293 |
80 |
3,854.0 |
3,133.0 |
721.0 |
22.1% |
65.6 |
2.0% |
17% |
False |
False |
9,215 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.5% |
59.9 |
1.8% |
15% |
False |
False |
7,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,545.8 |
2.618 |
3,449.5 |
1.618 |
3,390.5 |
1.000 |
3,354.0 |
0.618 |
3,331.5 |
HIGH |
3,295.0 |
0.618 |
3,272.5 |
0.500 |
3,265.5 |
0.382 |
3,258.5 |
LOW |
3,236.0 |
0.618 |
3,199.5 |
1.000 |
3,177.0 |
1.618 |
3,140.5 |
2.618 |
3,081.5 |
4.250 |
2,985.3 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,265.5 |
3,272.5 |
PP |
3,262.3 |
3,267.0 |
S1 |
3,259.2 |
3,261.5 |
|