Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,241.0 |
3,275.0 |
34.0 |
1.0% |
3,317.0 |
High |
3,294.0 |
3,302.0 |
8.0 |
0.2% |
3,354.0 |
Low |
3,194.0 |
3,244.0 |
50.0 |
1.6% |
3,194.0 |
Close |
3,236.0 |
3,295.0 |
59.0 |
1.8% |
3,295.0 |
Range |
100.0 |
58.0 |
-42.0 |
-42.0% |
160.0 |
ATR |
80.5 |
79.4 |
-1.0 |
-1.3% |
0.0 |
Volume |
183,012 |
209,859 |
26,847 |
14.7% |
543,699 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,454.3 |
3,432.7 |
3,326.9 |
|
R3 |
3,396.3 |
3,374.7 |
3,311.0 |
|
R2 |
3,338.3 |
3,338.3 |
3,305.6 |
|
R1 |
3,316.7 |
3,316.7 |
3,300.3 |
3,327.5 |
PP |
3,280.3 |
3,280.3 |
3,280.3 |
3,285.8 |
S1 |
3,258.7 |
3,258.7 |
3,289.7 |
3,269.5 |
S2 |
3,222.3 |
3,222.3 |
3,284.4 |
|
S3 |
3,164.3 |
3,200.7 |
3,279.1 |
|
S4 |
3,106.3 |
3,142.7 |
3,263.1 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,761.0 |
3,688.0 |
3,383.0 |
|
R3 |
3,601.0 |
3,528.0 |
3,339.0 |
|
R2 |
3,441.0 |
3,441.0 |
3,324.3 |
|
R1 |
3,368.0 |
3,368.0 |
3,309.7 |
3,324.5 |
PP |
3,281.0 |
3,281.0 |
3,281.0 |
3,259.3 |
S1 |
3,208.0 |
3,208.0 |
3,280.3 |
3,164.5 |
S2 |
3,121.0 |
3,121.0 |
3,265.7 |
|
S3 |
2,961.0 |
3,048.0 |
3,251.0 |
|
S4 |
2,801.0 |
2,888.0 |
3,207.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,354.0 |
3,191.0 |
163.0 |
4.9% |
73.8 |
2.2% |
64% |
False |
False |
127,583 |
10 |
3,457.0 |
3,191.0 |
266.0 |
8.1% |
71.4 |
2.2% |
39% |
False |
False |
71,293 |
20 |
3,457.0 |
3,191.0 |
266.0 |
8.1% |
66.2 |
2.0% |
39% |
False |
False |
39,992 |
40 |
3,494.0 |
3,191.0 |
303.0 |
9.2% |
66.1 |
2.0% |
34% |
False |
False |
21,157 |
60 |
3,558.0 |
3,133.0 |
425.0 |
12.9% |
70.6 |
2.1% |
38% |
False |
False |
15,752 |
80 |
3,850.0 |
3,133.0 |
717.0 |
21.8% |
66.3 |
2.0% |
23% |
False |
False |
14,111 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
60.4 |
1.8% |
20% |
False |
False |
11,454 |
120 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
59.3 |
1.8% |
20% |
False |
False |
9,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,548.5 |
2.618 |
3,453.8 |
1.618 |
3,395.8 |
1.000 |
3,360.0 |
0.618 |
3,337.8 |
HIGH |
3,302.0 |
0.618 |
3,279.8 |
0.500 |
3,273.0 |
0.382 |
3,266.2 |
LOW |
3,244.0 |
0.618 |
3,208.2 |
1.000 |
3,186.0 |
1.618 |
3,150.2 |
2.618 |
3,092.2 |
4.250 |
2,997.5 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,287.7 |
3,279.3 |
PP |
3,280.3 |
3,263.7 |
S1 |
3,273.0 |
3,248.0 |
|