Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,987 |
11,326 |
339 |
3.1% |
11,269 |
High |
11,611 |
11,392 |
-219 |
-1.9% |
11,611 |
Low |
10,961 |
10,997 |
36 |
0.3% |
10,468 |
Close |
11,359 |
11,063 |
-296 |
-2.6% |
11,359 |
Range |
650 |
395 |
-255 |
-39.2% |
1,143 |
ATR |
340 |
344 |
4 |
1.2% |
0 |
Volume |
459,681 |
284,875 |
-174,806 |
-38.0% |
1,857,186 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,336 |
12,094 |
11,280 |
|
R3 |
11,941 |
11,699 |
11,172 |
|
R2 |
11,546 |
11,546 |
11,136 |
|
R1 |
11,304 |
11,304 |
11,099 |
11,228 |
PP |
11,151 |
11,151 |
11,151 |
11,112 |
S1 |
10,909 |
10,909 |
11,027 |
10,833 |
S2 |
10,756 |
10,756 |
10,991 |
|
S3 |
10,361 |
10,514 |
10,955 |
|
S4 |
9,966 |
10,119 |
10,846 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,575 |
14,110 |
11,988 |
|
R3 |
13,432 |
12,967 |
11,673 |
|
R2 |
12,289 |
12,289 |
11,569 |
|
R1 |
11,824 |
11,824 |
11,464 |
12,057 |
PP |
11,146 |
11,146 |
11,146 |
11,262 |
S1 |
10,681 |
10,681 |
11,254 |
10,914 |
S2 |
10,003 |
10,003 |
11,150 |
|
S3 |
8,860 |
9,538 |
11,045 |
|
S4 |
7,717 |
8,395 |
10,730 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,611 |
10,468 |
1,143 |
10.3% |
517 |
4.7% |
52% |
False |
False |
381,890 |
10 |
11,611 |
10,468 |
1,143 |
10.3% |
399 |
3.6% |
52% |
False |
False |
232,819 |
20 |
11,788 |
10,468 |
1,320 |
11.9% |
313 |
2.8% |
45% |
False |
False |
116,963 |
40 |
11,848 |
10,468 |
1,380 |
12.5% |
266 |
2.4% |
43% |
False |
False |
58,700 |
60 |
11,890 |
10,468 |
1,422 |
12.9% |
262 |
2.4% |
42% |
False |
False |
39,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,071 |
2.618 |
12,426 |
1.618 |
12,031 |
1.000 |
11,787 |
0.618 |
11,636 |
HIGH |
11,392 |
0.618 |
11,241 |
0.500 |
11,195 |
0.382 |
11,148 |
LOW |
10,997 |
0.618 |
10,753 |
1.000 |
10,602 |
1.618 |
10,358 |
2.618 |
9,963 |
4.250 |
9,318 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,195 |
11,055 |
PP |
11,151 |
11,047 |
S1 |
11,107 |
11,040 |
|