Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,937.0 |
4,850.0 |
-87.0 |
-1.8% |
5,052.0 |
High |
4,975.0 |
4,920.0 |
-55.0 |
-1.1% |
5,125.0 |
Low |
4,882.0 |
4,817.0 |
-65.0 |
-1.3% |
4,856.0 |
Close |
4,973.0 |
4,872.0 |
-101.0 |
-2.0% |
4,973.0 |
Range |
93.0 |
103.0 |
10.0 |
10.8% |
269.0 |
ATR |
103.5 |
107.2 |
3.8 |
3.6% |
0.0 |
Volume |
6,326 |
69,708 |
63,382 |
1,001.9% |
12,390 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,178.7 |
5,128.3 |
4,928.7 |
|
R3 |
5,075.7 |
5,025.3 |
4,900.3 |
|
R2 |
4,972.7 |
4,972.7 |
4,890.9 |
|
R1 |
4,922.3 |
4,922.3 |
4,881.4 |
4,947.5 |
PP |
4,869.7 |
4,869.7 |
4,869.7 |
4,882.3 |
S1 |
4,819.3 |
4,819.3 |
4,862.6 |
4,844.5 |
S2 |
4,766.7 |
4,766.7 |
4,853.1 |
|
S3 |
4,663.7 |
4,716.3 |
4,843.7 |
|
S4 |
4,560.7 |
4,613.3 |
4,815.4 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,791.7 |
5,651.3 |
5,121.0 |
|
R3 |
5,522.7 |
5,382.3 |
5,047.0 |
|
R2 |
5,253.7 |
5,253.7 |
5,022.3 |
|
R1 |
5,113.3 |
5,113.3 |
4,997.7 |
5,049.0 |
PP |
4,984.7 |
4,984.7 |
4,984.7 |
4,952.5 |
S1 |
4,844.3 |
4,844.3 |
4,948.3 |
4,780.0 |
S2 |
4,715.7 |
4,715.7 |
4,923.7 |
|
S3 |
4,446.7 |
4,575.3 |
4,899.0 |
|
S4 |
4,177.7 |
4,306.3 |
4,825.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,113.0 |
4,817.0 |
296.0 |
6.1% |
93.4 |
1.9% |
19% |
False |
True |
16,316 |
10 |
5,226.0 |
4,817.0 |
409.0 |
8.4% |
95.1 |
2.0% |
13% |
False |
True |
8,309 |
20 |
5,226.0 |
4,817.0 |
409.0 |
8.4% |
61.6 |
1.3% |
13% |
False |
True |
4,249 |
40 |
5,226.0 |
4,780.0 |
446.0 |
9.2% |
50.1 |
1.0% |
21% |
False |
False |
2,166 |
60 |
5,370.0 |
4,780.0 |
590.0 |
12.1% |
48.8 |
1.0% |
16% |
False |
False |
1,489 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,357.8 |
2.618 |
5,189.7 |
1.618 |
5,086.7 |
1.000 |
5,023.0 |
0.618 |
4,983.7 |
HIGH |
4,920.0 |
0.618 |
4,880.7 |
0.500 |
4,868.5 |
0.382 |
4,856.3 |
LOW |
4,817.0 |
0.618 |
4,753.3 |
1.000 |
4,714.0 |
1.618 |
4,650.3 |
2.618 |
4,547.3 |
4.250 |
4,379.3 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,870.8 |
4,896.0 |
PP |
4,869.7 |
4,888.0 |
S1 |
4,868.5 |
4,880.0 |
|