Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,850.0 |
4,733.0 |
-117.0 |
-2.4% |
5,052.0 |
High |
4,920.0 |
4,826.0 |
-94.0 |
-1.9% |
5,125.0 |
Low |
4,817.0 |
4,728.0 |
-89.0 |
-1.8% |
4,856.0 |
Close |
4,872.0 |
4,795.0 |
-77.0 |
-1.6% |
4,973.0 |
Range |
103.0 |
98.0 |
-5.0 |
-4.9% |
269.0 |
ATR |
107.2 |
109.9 |
2.6 |
2.4% |
0.0 |
Volume |
69,708 |
103,358 |
33,650 |
48.3% |
12,390 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,077.0 |
5,034.0 |
4,848.9 |
|
R3 |
4,979.0 |
4,936.0 |
4,822.0 |
|
R2 |
4,881.0 |
4,881.0 |
4,813.0 |
|
R1 |
4,838.0 |
4,838.0 |
4,804.0 |
4,859.5 |
PP |
4,783.0 |
4,783.0 |
4,783.0 |
4,793.8 |
S1 |
4,740.0 |
4,740.0 |
4,786.0 |
4,761.5 |
S2 |
4,685.0 |
4,685.0 |
4,777.0 |
|
S3 |
4,587.0 |
4,642.0 |
4,768.1 |
|
S4 |
4,489.0 |
4,544.0 |
4,741.1 |
|
|
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 |
4,975.0 |
4,728.0 |
247.0 |
5.2% |
94.8 |
2.0% |
27% |
False |
True |
36,866 |
10 |
5,189.0 |
4,728.0 |
461.0 |
9.6% |
98.5 |
2.1% |
15% |
False |
True |
18,610 |
20 |
5,226.0 |
4,728.0 |
498.0 |
10.4% |
64.9 |
1.4% |
13% |
False |
True |
9,416 |
40 |
5,226.0 |
4,728.0 |
498.0 |
10.4% |
50.9 |
1.1% |
13% |
False |
True |
4,748 |
60 |
5,370.0 |
4,728.0 |
642.0 |
13.4% |
50.5 |
1.1% |
10% |
False |
True |
3,211 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,242.5 |
2.618 |
5,082.6 |
1.618 |
4,984.6 |
1.000 |
4,924.0 |
0.618 |
4,886.6 |
HIGH |
4,826.0 |
0.618 |
4,788.6 |
0.500 |
4,777.0 |
0.382 |
4,765.4 |
LOW |
4,728.0 |
0.618 |
4,667.4 |
1.000 |
4,630.0 |
1.618 |
4,569.4 |
2.618 |
4,471.4 |
4.250 |
4,311.5 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,789.0 |
4,851.5 |
PP |
4,783.0 |
4,832.7 |
S1 |
4,777.0 |
4,813.8 |
|