Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,050 |
10,673 |
-377 |
-3.4% |
11,295 |
High |
11,143 |
11,089 |
-54 |
-0.5% |
11,574 |
Low |
10,590 |
10,468 |
-122 |
-1.2% |
11,093 |
Close |
10,664 |
10,985 |
321 |
3.0% |
11,451 |
Range |
553 |
621 |
68 |
12.3% |
481 |
ATR |
292 |
316 |
23 |
8.0% |
0 |
Volume |
414,788 |
390,399 |
-24,389 |
-5.9% |
186,129 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,710 |
12,469 |
11,327 |
|
R3 |
12,089 |
11,848 |
11,156 |
|
R2 |
11,468 |
11,468 |
11,099 |
|
R1 |
11,227 |
11,227 |
11,042 |
11,348 |
PP |
10,847 |
10,847 |
10,847 |
10,908 |
S1 |
10,606 |
10,606 |
10,928 |
10,727 |
S2 |
10,226 |
10,226 |
10,871 |
|
S3 |
9,605 |
9,985 |
10,814 |
|
S4 |
8,984 |
9,364 |
10,644 |
|
|
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 |
10,468 |
1,018 |
9.3% |
420 |
3.8% |
51% |
False |
True |
313,303 |
10 |
11,574 |
10,468 |
1,106 |
10.1% |
352 |
3.2% |
47% |
False |
True |
158,845 |
20 |
11,788 |
10,468 |
1,320 |
12.0% |
278 |
2.5% |
39% |
False |
True |
79,793 |
40 |
11,848 |
10,468 |
1,380 |
12.6% |
251 |
2.3% |
37% |
False |
True |
40,107 |
60 |
11,921 |
10,468 |
1,453 |
13.2% |
249 |
2.3% |
36% |
False |
True |
26,787 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,728 |
2.618 |
12,715 |
1.618 |
12,094 |
1.000 |
11,710 |
0.618 |
11,473 |
HIGH |
11,089 |
0.618 |
10,852 |
0.500 |
10,779 |
0.382 |
10,705 |
LOW |
10,468 |
0.618 |
10,084 |
1.000 |
9,847 |
1.618 |
9,463 |
2.618 |
8,842 |
4.250 |
7,829 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,916 |
10,925 |
PP |
10,847 |
10,865 |
S1 |
10,779 |
10,806 |
|