Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,269 |
10,941 |
-328 |
-2.9% |
11,295 |
High |
11,285 |
11,088 |
-197 |
-1.7% |
11,574 |
Low |
10,935 |
10,725 |
-210 |
-1.9% |
11,093 |
Close |
10,949 |
11,045 |
96 |
0.9% |
11,451 |
Range |
350 |
363 |
13 |
3.7% |
481 |
ATR |
265 |
272 |
7 |
2.6% |
0 |
Volume |
232,608 |
359,710 |
127,102 |
54.6% |
186,129 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,042 |
11,906 |
11,245 |
|
R3 |
11,679 |
11,543 |
11,145 |
|
R2 |
11,316 |
11,316 |
11,112 |
|
R1 |
11,180 |
11,180 |
11,078 |
11,248 |
PP |
10,953 |
10,953 |
10,953 |
10,987 |
S1 |
10,817 |
10,817 |
11,012 |
10,885 |
S2 |
10,590 |
10,590 |
10,979 |
|
S3 |
10,227 |
10,454 |
10,945 |
|
S4 |
9,864 |
10,091 |
10,845 |
|
|
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 |
11,486 |
10,725 |
761 |
6.9% |
298 |
2.7% |
42% |
False |
True |
155,105 |
10 |
11,788 |
10,725 |
1,063 |
9.6% |
281 |
2.5% |
30% |
False |
True |
78,515 |
20 |
11,788 |
10,725 |
1,063 |
9.6% |
244 |
2.2% |
30% |
False |
True |
39,565 |
40 |
11,848 |
10,725 |
1,123 |
10.2% |
232 |
2.1% |
28% |
False |
True |
19,994 |
60 |
12,057 |
10,725 |
1,332 |
12.1% |
235 |
2.1% |
24% |
False |
True |
13,368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,631 |
2.618 |
12,038 |
1.618 |
11,675 |
1.000 |
11,451 |
0.618 |
11,312 |
HIGH |
11,088 |
0.618 |
10,949 |
0.500 |
10,907 |
0.382 |
10,864 |
LOW |
10,725 |
0.618 |
10,501 |
1.000 |
10,362 |
1.618 |
10,138 |
2.618 |
9,775 |
4.250 |
9,182 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,999 |
11,106 |
PP |
10,953 |
11,085 |
S1 |
10,907 |
11,065 |
|