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 |
11,295 |
11,244 |
-51 |
-0.5% |
11,539 |
High |
11,574 |
11,377 |
-197 |
-1.7% |
11,788 |
Low |
11,295 |
11,180 |
-115 |
-1.0% |
11,032 |
Close |
11,498 |
11,284 |
-214 |
-1.9% |
11,220 |
Range |
279 |
197 |
-82 |
-29.4% |
756 |
ATR |
234 |
240 |
6 |
2.6% |
0 |
Volume |
2,921 |
5,719 |
2,798 |
95.8% |
6,711 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,871 |
11,775 |
11,392 |
|
R3 |
11,674 |
11,578 |
11,338 |
|
R2 |
11,477 |
11,477 |
11,320 |
|
R1 |
11,381 |
11,381 |
11,302 |
11,429 |
PP |
11,280 |
11,280 |
11,280 |
11,305 |
S1 |
11,184 |
11,184 |
11,266 |
11,232 |
S2 |
11,083 |
11,083 |
11,248 |
|
S3 |
10,886 |
10,987 |
11,230 |
|
S4 |
10,689 |
10,790 |
11,176 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,615 |
13,173 |
11,636 |
|
R3 |
12,859 |
12,417 |
11,428 |
|
R2 |
12,103 |
12,103 |
11,359 |
|
R1 |
11,661 |
11,661 |
11,289 |
11,504 |
PP |
11,347 |
11,347 |
11,347 |
11,268 |
S1 |
10,905 |
10,905 |
11,151 |
10,748 |
S2 |
10,591 |
10,591 |
11,082 |
|
S3 |
9,835 |
10,149 |
11,012 |
|
S4 |
9,079 |
9,393 |
10,804 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,574 |
11,032 |
542 |
4.8% |
238 |
2.1% |
46% |
False |
False |
2,965 |
10 |
11,788 |
11,032 |
756 |
6.7% |
223 |
2.0% |
33% |
False |
False |
1,837 |
20 |
11,788 |
11,032 |
756 |
6.7% |
220 |
1.9% |
33% |
False |
False |
1,155 |
40 |
11,848 |
10,814 |
1,034 |
9.2% |
228 |
2.0% |
45% |
False |
False |
781 |
60 |
12,330 |
10,814 |
1,516 |
13.4% |
221 |
2.0% |
31% |
False |
False |
538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,214 |
2.618 |
11,893 |
1.618 |
11,696 |
1.000 |
11,574 |
0.618 |
11,499 |
HIGH |
11,377 |
0.618 |
11,302 |
0.500 |
11,279 |
0.382 |
11,255 |
LOW |
11,180 |
0.618 |
11,058 |
1.000 |
10,983 |
1.618 |
10,861 |
2.618 |
10,664 |
4.250 |
10,343 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,282 |
11,303 |
PP |
11,280 |
11,297 |
S1 |
11,279 |
11,290 |
|