Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,960.0 |
4,996.0 |
36.0 |
0.7% |
4,850.0 |
High |
5,014.0 |
5,058.0 |
44.0 |
0.9% |
4,920.0 |
Low |
4,921.0 |
4,979.0 |
58.0 |
1.2% |
4,576.0 |
Close |
5,010.0 |
5,050.0 |
40.0 |
0.8% |
4,794.0 |
Range |
93.0 |
79.0 |
-14.0 |
-15.1% |
344.0 |
ATR |
135.4 |
131.4 |
-4.0 |
-3.0% |
0.0 |
Volume |
36,516 |
27,534 |
-8,982 |
-24.6% |
320,089 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,266.0 |
5,237.0 |
5,093.5 |
|
R3 |
5,187.0 |
5,158.0 |
5,071.7 |
|
R2 |
5,108.0 |
5,108.0 |
5,064.5 |
|
R1 |
5,079.0 |
5,079.0 |
5,057.2 |
5,093.5 |
PP |
5,029.0 |
5,029.0 |
5,029.0 |
5,036.3 |
S1 |
5,000.0 |
5,000.0 |
5,042.8 |
5,014.5 |
S2 |
4,950.0 |
4,950.0 |
5,035.5 |
|
S3 |
4,871.0 |
4,921.0 |
5,028.3 |
|
S4 |
4,792.0 |
4,842.0 |
5,006.6 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,795.3 |
5,638.7 |
4,983.2 |
|
R3 |
5,451.3 |
5,294.7 |
4,888.6 |
|
R2 |
5,107.3 |
5,107.3 |
4,857.1 |
|
R1 |
4,950.7 |
4,950.7 |
4,825.5 |
4,857.0 |
PP |
4,763.3 |
4,763.3 |
4,763.3 |
4,716.5 |
S1 |
4,606.7 |
4,606.7 |
4,762.5 |
4,513.0 |
S2 |
4,419.3 |
4,419.3 |
4,730.9 |
|
S3 |
4,075.3 |
4,262.7 |
4,699.4 |
|
S4 |
3,731.3 |
3,918.7 |
4,604.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,097.0 |
4,576.0 |
521.0 |
10.3% |
102.4 |
2.0% |
91% |
False |
False |
42,787 |
10 |
5,097.0 |
4,576.0 |
521.0 |
10.3% |
104.2 |
2.1% |
91% |
False |
False |
45,100 |
20 |
5,226.0 |
4,576.0 |
650.0 |
12.9% |
89.5 |
1.8% |
73% |
False |
False |
22,740 |
40 |
5,226.0 |
4,576.0 |
650.0 |
12.9% |
62.3 |
1.2% |
73% |
False |
False |
11,433 |
60 |
5,226.0 |
4,576.0 |
650.0 |
12.9% |
55.7 |
1.1% |
73% |
False |
False |
7,659 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,393.8 |
2.618 |
5,264.8 |
1.618 |
5,185.8 |
1.000 |
5,137.0 |
0.618 |
5,106.8 |
HIGH |
5,058.0 |
0.618 |
5,027.8 |
0.500 |
5,018.5 |
0.382 |
5,009.2 |
LOW |
4,979.0 |
0.618 |
4,930.2 |
1.000 |
4,900.0 |
1.618 |
4,851.2 |
2.618 |
4,772.2 |
4.250 |
4,643.3 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,039.5 |
5,036.3 |
PP |
5,029.0 |
5,022.7 |
S1 |
5,018.5 |
5,009.0 |
|