Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,854 |
11,008 |
154 |
1.4% |
11,326 |
High |
11,131 |
11,177 |
46 |
0.4% |
11,392 |
Low |
10,800 |
10,800 |
0 |
0.0% |
10,750 |
Close |
11,018 |
11,147 |
129 |
1.2% |
11,147 |
Range |
331 |
377 |
46 |
13.9% |
642 |
ATR |
337 |
340 |
3 |
0.8% |
0 |
Volume |
207,304 |
234,337 |
27,033 |
13.0% |
1,175,757 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,172 |
12,037 |
11,354 |
|
R3 |
11,795 |
11,660 |
11,251 |
|
R2 |
11,418 |
11,418 |
11,216 |
|
R1 |
11,283 |
11,283 |
11,182 |
11,351 |
PP |
11,041 |
11,041 |
11,041 |
11,075 |
S1 |
10,906 |
10,906 |
11,113 |
10,974 |
S2 |
10,664 |
10,664 |
11,078 |
|
S3 |
10,287 |
10,529 |
11,043 |
|
S4 |
9,910 |
10,152 |
10,940 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,022 |
12,727 |
11,500 |
|
R3 |
12,380 |
12,085 |
11,324 |
|
R2 |
11,738 |
11,738 |
11,265 |
|
R1 |
11,443 |
11,443 |
11,206 |
11,270 |
PP |
11,096 |
11,096 |
11,096 |
11,010 |
S1 |
10,801 |
10,801 |
11,088 |
10,628 |
S2 |
10,454 |
10,454 |
11,029 |
|
S3 |
9,812 |
10,159 |
10,971 |
|
S4 |
9,170 |
9,517 |
10,794 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,392 |
10,750 |
642 |
5.8% |
342 |
3.1% |
62% |
False |
False |
235,151 |
10 |
11,611 |
10,468 |
1,143 |
10.3% |
425 |
3.8% |
59% |
False |
False |
303,294 |
20 |
11,788 |
10,468 |
1,320 |
11.8% |
339 |
3.0% |
51% |
False |
False |
161,383 |
40 |
11,848 |
10,468 |
1,380 |
12.4% |
278 |
2.5% |
49% |
False |
False |
80,942 |
60 |
11,848 |
10,468 |
1,380 |
12.4% |
265 |
2.4% |
49% |
False |
False |
54,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,779 |
2.618 |
12,164 |
1.618 |
11,787 |
1.000 |
11,554 |
0.618 |
11,410 |
HIGH |
11,177 |
0.618 |
11,033 |
0.500 |
10,989 |
0.382 |
10,944 |
LOW |
10,800 |
0.618 |
10,567 |
1.000 |
10,423 |
1.618 |
10,190 |
2.618 |
9,813 |
4.250 |
9,198 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,094 |
11,086 |
PP |
11,041 |
11,025 |
S1 |
10,989 |
10,964 |
|