Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,941 |
11,050 |
109 |
1.0% |
11,295 |
High |
11,088 |
11,143 |
55 |
0.5% |
11,574 |
Low |
10,725 |
10,590 |
-135 |
-1.3% |
11,093 |
Close |
11,045 |
10,664 |
-381 |
-3.4% |
11,451 |
Range |
363 |
553 |
190 |
52.3% |
481 |
ATR |
272 |
292 |
20 |
7.4% |
0 |
Volume |
359,710 |
414,788 |
55,078 |
15.3% |
186,129 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,458 |
12,114 |
10,968 |
|
R3 |
11,905 |
11,561 |
10,816 |
|
R2 |
11,352 |
11,352 |
10,766 |
|
R1 |
11,008 |
11,008 |
10,715 |
10,904 |
PP |
10,799 |
10,799 |
10,799 |
10,747 |
S1 |
10,455 |
10,455 |
10,613 |
10,351 |
S2 |
10,246 |
10,246 |
10,563 |
|
S3 |
9,693 |
9,902 |
10,512 |
|
S4 |
9,140 |
9,349 |
10,360 |
|
|
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 |
10,590 |
896 |
8.4% |
369 |
3.5% |
8% |
False |
True |
236,919 |
10 |
11,574 |
10,590 |
984 |
9.2% |
304 |
2.8% |
8% |
False |
True |
119,942 |
20 |
11,788 |
10,590 |
1,198 |
11.2% |
258 |
2.4% |
6% |
False |
True |
60,288 |
40 |
11,848 |
10,590 |
1,258 |
11.8% |
242 |
2.3% |
6% |
False |
True |
30,361 |
60 |
11,925 |
10,590 |
1,335 |
12.5% |
240 |
2.3% |
6% |
False |
True |
20,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,493 |
2.618 |
12,591 |
1.618 |
12,038 |
1.000 |
11,696 |
0.618 |
11,485 |
HIGH |
11,143 |
0.618 |
10,932 |
0.500 |
10,867 |
0.382 |
10,801 |
LOW |
10,590 |
0.618 |
10,248 |
1.000 |
10,037 |
1.618 |
9,695 |
2.618 |
9,142 |
4.250 |
8,240 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,867 |
10,938 |
PP |
10,799 |
10,846 |
S1 |
10,732 |
10,755 |
|