Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,134.0 |
3,179.0 |
45.0 |
1.4% |
3,294.0 |
High |
3,243.0 |
3,206.0 |
-37.0 |
-1.1% |
3,300.0 |
Low |
3,128.0 |
3,137.0 |
9.0 |
0.3% |
3,110.0 |
Close |
3,227.0 |
3,183.0 |
-44.0 |
-1.4% |
3,183.0 |
Range |
115.0 |
69.0 |
-46.0 |
-40.0% |
190.0 |
ATR |
110.2 |
108.8 |
-1.4 |
-1.3% |
0.0 |
Volume |
1,735,660 |
1,563,629 |
-172,031 |
-9.9% |
8,432,879 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,382.3 |
3,351.7 |
3,221.0 |
|
R3 |
3,313.3 |
3,282.7 |
3,202.0 |
|
R2 |
3,244.3 |
3,244.3 |
3,195.7 |
|
R1 |
3,213.7 |
3,213.7 |
3,189.3 |
3,229.0 |
PP |
3,175.3 |
3,175.3 |
3,175.3 |
3,183.0 |
S1 |
3,144.7 |
3,144.7 |
3,176.7 |
3,160.0 |
S2 |
3,106.3 |
3,106.3 |
3,170.4 |
|
S3 |
3,037.3 |
3,075.7 |
3,164.0 |
|
S4 |
2,968.3 |
3,006.7 |
3,145.1 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.7 |
3,665.3 |
3,287.5 |
|
R3 |
3,577.7 |
3,475.3 |
3,235.3 |
|
R2 |
3,387.7 |
3,387.7 |
3,217.8 |
|
R1 |
3,285.3 |
3,285.3 |
3,200.4 |
3,241.5 |
PP |
3,197.7 |
3,197.7 |
3,197.7 |
3,175.8 |
S1 |
3,095.3 |
3,095.3 |
3,165.6 |
3,051.5 |
S2 |
3,007.7 |
3,007.7 |
3,148.2 |
|
S3 |
2,817.7 |
2,905.3 |
3,130.8 |
|
S4 |
2,627.7 |
2,715.3 |
3,078.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,300.0 |
3,110.0 |
190.0 |
6.0% |
98.6 |
3.1% |
38% |
False |
False |
1,686,575 |
10 |
3,300.0 |
2,963.0 |
337.0 |
10.6% |
113.8 |
3.6% |
65% |
False |
False |
929,335 |
20 |
3,457.0 |
2,963.0 |
494.0 |
15.5% |
92.6 |
2.9% |
45% |
False |
False |
500,314 |
40 |
3,494.0 |
2,963.0 |
531.0 |
16.7% |
78.0 |
2.5% |
41% |
False |
False |
252,721 |
60 |
3,494.0 |
2,963.0 |
531.0 |
16.7% |
76.6 |
2.4% |
41% |
False |
False |
170,099 |
80 |
3,779.0 |
2,963.0 |
816.0 |
25.6% |
75.7 |
2.4% |
27% |
False |
False |
129,881 |
100 |
3,931.0 |
2,963.0 |
968.0 |
30.4% |
68.5 |
2.2% |
23% |
False |
False |
104,263 |
120 |
3,931.0 |
2,963.0 |
968.0 |
30.4% |
64.6 |
2.0% |
23% |
False |
False |
87,075 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,499.3 |
2.618 |
3,386.6 |
1.618 |
3,317.6 |
1.000 |
3,275.0 |
0.618 |
3,248.6 |
HIGH |
3,206.0 |
0.618 |
3,179.6 |
0.500 |
3,171.5 |
0.382 |
3,163.4 |
LOW |
3,137.0 |
0.618 |
3,094.4 |
1.000 |
3,068.0 |
1.618 |
3,025.4 |
2.618 |
2,956.4 |
4.250 |
2,843.8 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,179.2 |
3,182.0 |
PP |
3,175.3 |
3,181.0 |
S1 |
3,171.5 |
3,180.0 |
|