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 |
11,455 |
11,269 |
-186 |
-1.6% |
11,295 |
High |
11,486 |
11,285 |
-201 |
-1.7% |
11,574 |
Low |
11,273 |
10,935 |
-338 |
-3.0% |
11,093 |
Close |
11,451 |
10,949 |
-502 |
-4.4% |
11,451 |
Range |
213 |
350 |
137 |
64.3% |
481 |
ATR |
246 |
265 |
19 |
7.8% |
0 |
Volume |
169,011 |
232,608 |
63,597 |
37.6% |
186,129 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,106 |
11,878 |
11,142 |
|
R3 |
11,756 |
11,528 |
11,045 |
|
R2 |
11,406 |
11,406 |
11,013 |
|
R1 |
11,178 |
11,178 |
10,981 |
11,117 |
PP |
11,056 |
11,056 |
11,056 |
11,026 |
S1 |
10,828 |
10,828 |
10,917 |
10,767 |
S2 |
10,706 |
10,706 |
10,885 |
|
S3 |
10,356 |
10,478 |
10,853 |
|
S4 |
10,006 |
10,128 |
10,757 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,816 |
12,614 |
11,716 |
|
R3 |
12,335 |
12,133 |
11,583 |
|
R2 |
11,854 |
11,854 |
11,539 |
|
R1 |
11,652 |
11,652 |
11,495 |
11,753 |
PP |
11,373 |
11,373 |
11,373 |
11,423 |
S1 |
11,171 |
11,171 |
11,407 |
11,272 |
S2 |
10,892 |
10,892 |
11,363 |
|
S3 |
10,411 |
10,690 |
11,319 |
|
S4 |
9,930 |
10,209 |
11,187 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,574 |
10,935 |
639 |
5.8% |
281 |
2.6% |
2% |
False |
True |
83,747 |
10 |
11,788 |
10,935 |
853 |
7.8% |
261 |
2.4% |
2% |
False |
True |
42,640 |
20 |
11,788 |
10,935 |
853 |
7.8% |
233 |
2.1% |
2% |
False |
True |
21,600 |
40 |
11,848 |
10,935 |
913 |
8.3% |
228 |
2.1% |
2% |
False |
True |
11,014 |
60 |
12,090 |
10,814 |
1,276 |
11.7% |
230 |
2.1% |
11% |
False |
False |
7,372 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,773 |
2.618 |
12,201 |
1.618 |
11,851 |
1.000 |
11,635 |
0.618 |
11,501 |
HIGH |
11,285 |
0.618 |
11,151 |
0.500 |
11,110 |
0.382 |
11,069 |
LOW |
10,935 |
0.618 |
10,719 |
1.000 |
10,585 |
1.618 |
10,369 |
2.618 |
10,019 |
4.250 |
9,448 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,110 |
11,211 |
PP |
11,056 |
11,123 |
S1 |
11,003 |
11,036 |
|