Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,275.0 |
3,188.0 |
-87.0 |
-2.7% |
3,317.0 |
High |
3,302.0 |
3,198.0 |
-104.0 |
-3.1% |
3,354.0 |
Low |
3,244.0 |
3,108.0 |
-136.0 |
-4.2% |
3,194.0 |
Close |
3,295.0 |
3,160.0 |
-135.0 |
-4.1% |
3,295.0 |
Range |
58.0 |
90.0 |
32.0 |
55.2% |
160.0 |
ATR |
79.4 |
87.1 |
7.7 |
9.7% |
0.0 |
Volume |
209,859 |
860,471 |
650,612 |
310.0% |
543,699 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,425.3 |
3,382.7 |
3,209.5 |
|
R3 |
3,335.3 |
3,292.7 |
3,184.8 |
|
R2 |
3,245.3 |
3,245.3 |
3,176.5 |
|
R1 |
3,202.7 |
3,202.7 |
3,168.3 |
3,179.0 |
PP |
3,155.3 |
3,155.3 |
3,155.3 |
3,143.5 |
S1 |
3,112.7 |
3,112.7 |
3,151.8 |
3,089.0 |
S2 |
3,065.3 |
3,065.3 |
3,143.5 |
|
S3 |
2,975.3 |
3,022.7 |
3,135.3 |
|
S4 |
2,885.3 |
2,932.7 |
3,110.5 |
|
|
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 |
3,108.0 |
246.0 |
7.8% |
74.2 |
2.3% |
21% |
False |
True |
280,834 |
10 |
3,457.0 |
3,108.0 |
349.0 |
11.0% |
77.4 |
2.4% |
15% |
False |
True |
156,908 |
20 |
3,457.0 |
3,108.0 |
349.0 |
11.0% |
68.1 |
2.2% |
15% |
False |
True |
82,909 |
40 |
3,494.0 |
3,108.0 |
386.0 |
12.2% |
66.1 |
2.1% |
13% |
False |
True |
42,592 |
60 |
3,522.0 |
3,108.0 |
414.0 |
13.1% |
70.3 |
2.2% |
13% |
False |
True |
29,996 |
80 |
3,850.0 |
3,108.0 |
742.0 |
23.5% |
66.8 |
2.1% |
7% |
False |
True |
24,851 |
100 |
3,931.0 |
3,108.0 |
823.0 |
26.0% |
60.5 |
1.9% |
6% |
False |
True |
20,050 |
120 |
3,931.0 |
3,108.0 |
823.0 |
26.0% |
59.6 |
1.9% |
6% |
False |
True |
16,818 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,580.5 |
2.618 |
3,433.6 |
1.618 |
3,343.6 |
1.000 |
3,288.0 |
0.618 |
3,253.6 |
HIGH |
3,198.0 |
0.618 |
3,163.6 |
0.500 |
3,153.0 |
0.382 |
3,142.4 |
LOW |
3,108.0 |
0.618 |
3,052.4 |
1.000 |
3,018.0 |
1.618 |
2,962.4 |
2.618 |
2,872.4 |
4.250 |
2,725.5 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,157.7 |
3,205.0 |
PP |
3,155.3 |
3,190.0 |
S1 |
3,153.0 |
3,175.0 |
|