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 |
5,020.0 |
5,047.0 |
27.0 |
0.5% |
4,997.0 |
High |
5,036.0 |
5,049.0 |
13.0 |
0.3% |
5,097.0 |
Low |
4,967.0 |
4,875.0 |
-92.0 |
-1.9% |
4,875.0 |
Close |
4,993.0 |
4,956.0 |
-37.0 |
-0.7% |
4,956.0 |
Range |
69.0 |
174.0 |
105.0 |
152.2% |
222.0 |
ATR |
127.9 |
131.2 |
3.3 |
2.6% |
0.0 |
Volume |
26,745 |
28,110 |
1,365 |
5.1% |
175,509 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,482.0 |
5,393.0 |
5,051.7 |
|
R3 |
5,308.0 |
5,219.0 |
5,003.9 |
|
R2 |
5,134.0 |
5,134.0 |
4,987.9 |
|
R1 |
5,045.0 |
5,045.0 |
4,972.0 |
5,002.5 |
PP |
4,960.0 |
4,960.0 |
4,960.0 |
4,938.8 |
S1 |
4,871.0 |
4,871.0 |
4,940.1 |
4,828.5 |
S2 |
4,786.0 |
4,786.0 |
4,924.1 |
|
S3 |
4,612.0 |
4,697.0 |
4,908.2 |
|
S4 |
4,438.0 |
4,523.0 |
4,860.3 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,642.0 |
5,521.0 |
5,078.1 |
|
R3 |
5,420.0 |
5,299.0 |
5,017.1 |
|
R2 |
5,198.0 |
5,198.0 |
4,996.7 |
|
R1 |
5,077.0 |
5,077.0 |
4,976.4 |
5,026.5 |
PP |
4,976.0 |
4,976.0 |
4,976.0 |
4,950.8 |
S1 |
4,855.0 |
4,855.0 |
4,935.7 |
4,804.5 |
S2 |
4,754.0 |
4,754.0 |
4,915.3 |
|
S3 |
4,532.0 |
4,633.0 |
4,895.0 |
|
S4 |
4,310.0 |
4,411.0 |
4,833.9 |
|
|
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 |
4,875.0 |
222.0 |
4.5% |
106.0 |
2.1% |
36% |
False |
True |
35,101 |
10 |
5,097.0 |
4,576.0 |
521.0 |
10.5% |
109.3 |
2.2% |
73% |
False |
False |
49,559 |
20 |
5,226.0 |
4,576.0 |
650.0 |
13.1% |
98.3 |
2.0% |
58% |
False |
False |
25,454 |
40 |
5,226.0 |
4,576.0 |
650.0 |
13.1% |
66.3 |
1.3% |
58% |
False |
False |
12,800 |
60 |
5,226.0 |
4,576.0 |
650.0 |
13.1% |
58.5 |
1.2% |
58% |
False |
False |
8,570 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,788.5 |
2.618 |
5,504.5 |
1.618 |
5,330.5 |
1.000 |
5,223.0 |
0.618 |
5,156.5 |
HIGH |
5,049.0 |
0.618 |
4,982.5 |
0.500 |
4,962.0 |
0.382 |
4,941.5 |
LOW |
4,875.0 |
0.618 |
4,767.5 |
1.000 |
4,701.0 |
1.618 |
4,593.5 |
2.618 |
4,419.5 |
4.250 |
4,135.5 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,962.0 |
4,966.5 |
PP |
4,960.0 |
4,963.0 |
S1 |
4,958.0 |
4,959.5 |
|