Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,860 |
10,854 |
-6 |
-0.1% |
11,269 |
High |
11,040 |
11,131 |
91 |
0.8% |
11,611 |
Low |
10,750 |
10,800 |
50 |
0.5% |
10,468 |
Close |
10,860 |
11,018 |
158 |
1.5% |
11,359 |
Range |
290 |
331 |
41 |
14.1% |
1,143 |
ATR |
338 |
337 |
0 |
-0.1% |
0 |
Volume |
237,879 |
207,304 |
-30,575 |
-12.9% |
1,857,186 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,976 |
11,828 |
11,200 |
|
R3 |
11,645 |
11,497 |
11,109 |
|
R2 |
11,314 |
11,314 |
11,079 |
|
R1 |
11,166 |
11,166 |
11,048 |
11,240 |
PP |
10,983 |
10,983 |
10,983 |
11,020 |
S1 |
10,835 |
10,835 |
10,988 |
10,909 |
S2 |
10,652 |
10,652 |
10,957 |
|
S3 |
10,321 |
10,504 |
10,927 |
|
S4 |
9,990 |
10,173 |
10,836 |
|
|
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 |
10,750 |
861 |
7.8% |
396 |
3.6% |
31% |
False |
False |
280,220 |
10 |
11,611 |
10,468 |
1,143 |
10.4% |
408 |
3.7% |
48% |
False |
False |
296,761 |
20 |
11,788 |
10,468 |
1,320 |
12.0% |
329 |
3.0% |
42% |
False |
False |
149,699 |
40 |
11,848 |
10,468 |
1,380 |
12.5% |
274 |
2.5% |
40% |
False |
False |
75,094 |
60 |
11,848 |
10,468 |
1,380 |
12.5% |
263 |
2.4% |
40% |
False |
False |
50,135 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,538 |
2.618 |
11,998 |
1.618 |
11,667 |
1.000 |
11,462 |
0.618 |
11,336 |
HIGH |
11,131 |
0.618 |
11,005 |
0.500 |
10,966 |
0.382 |
10,927 |
LOW |
10,800 |
0.618 |
10,596 |
1.000 |
10,469 |
1.618 |
10,265 |
2.618 |
9,934 |
4.250 |
9,393 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,001 |
10,995 |
PP |
10,983 |
10,971 |
S1 |
10,966 |
10,948 |
|