Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,326 |
11,063 |
-263 |
-2.3% |
11,269 |
High |
11,392 |
11,145 |
-247 |
-2.2% |
11,611 |
Low |
10,997 |
10,831 |
-166 |
-1.5% |
10,468 |
Close |
11,063 |
10,854 |
-209 |
-1.9% |
11,359 |
Range |
395 |
314 |
-81 |
-20.5% |
1,143 |
ATR |
344 |
342 |
-2 |
-0.6% |
0 |
Volume |
284,875 |
211,362 |
-73,513 |
-25.8% |
1,857,186 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,885 |
11,684 |
11,027 |
|
R3 |
11,571 |
11,370 |
10,940 |
|
R2 |
11,257 |
11,257 |
10,912 |
|
R1 |
11,056 |
11,056 |
10,883 |
11,000 |
PP |
10,943 |
10,943 |
10,943 |
10,915 |
S1 |
10,742 |
10,742 |
10,825 |
10,686 |
S2 |
10,629 |
10,629 |
10,797 |
|
S3 |
10,315 |
10,428 |
10,768 |
|
S4 |
10,001 |
10,114 |
10,681 |
|
|
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 |
10.5% |
507 |
4.7% |
34% |
False |
False |
352,221 |
10 |
11,611 |
10,468 |
1,143 |
10.5% |
402 |
3.7% |
34% |
False |
False |
253,663 |
20 |
11,788 |
10,468 |
1,320 |
12.2% |
316 |
2.9% |
29% |
False |
False |
127,499 |
40 |
11,848 |
10,468 |
1,380 |
12.7% |
271 |
2.5% |
28% |
False |
False |
63,978 |
60 |
11,848 |
10,468 |
1,380 |
12.7% |
260 |
2.4% |
28% |
False |
False |
42,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,480 |
2.618 |
11,967 |
1.618 |
11,653 |
1.000 |
11,459 |
0.618 |
11,339 |
HIGH |
11,145 |
0.618 |
11,025 |
0.500 |
10,988 |
0.382 |
10,951 |
LOW |
10,831 |
0.618 |
10,637 |
1.000 |
10,517 |
1.618 |
10,323 |
2.618 |
10,009 |
4.250 |
9,497 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,988 |
11,221 |
PP |
10,943 |
11,099 |
S1 |
10,899 |
10,976 |
|