Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,394.5 |
5,408.5 |
14.0 |
0.3% |
5,445.0 |
High |
5,434.0 |
5,460.0 |
26.0 |
0.5% |
5,571.5 |
Low |
5,292.0 |
5,352.5 |
60.5 |
1.1% |
5,292.0 |
Close |
5,351.0 |
5,450.0 |
99.0 |
1.9% |
5,450.0 |
Range |
142.0 |
107.5 |
-34.5 |
-24.3% |
279.5 |
ATR |
123.2 |
122.2 |
-1.0 |
-0.8% |
0.0 |
Volume |
8,425 |
26,057 |
17,632 |
209.3% |
38,388 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,743.5 |
5,704.0 |
5,509.0 |
|
R3 |
5,636.0 |
5,596.5 |
5,479.5 |
|
R2 |
5,528.5 |
5,528.5 |
5,469.5 |
|
R1 |
5,489.0 |
5,489.0 |
5,460.0 |
5,509.0 |
PP |
5,421.0 |
5,421.0 |
5,421.0 |
5,430.5 |
S1 |
5,381.5 |
5,381.5 |
5,440.0 |
5,401.0 |
S2 |
5,313.5 |
5,313.5 |
5,430.5 |
|
S3 |
5,206.0 |
5,274.0 |
5,420.5 |
|
S4 |
5,098.5 |
5,166.5 |
5,391.0 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,276.5 |
6,142.5 |
5,603.5 |
|
R3 |
5,997.0 |
5,863.0 |
5,527.0 |
|
R2 |
5,717.5 |
5,717.5 |
5,501.0 |
|
R1 |
5,583.5 |
5,583.5 |
5,475.5 |
5,650.5 |
PP |
5,438.0 |
5,438.0 |
5,438.0 |
5,471.0 |
S1 |
5,304.0 |
5,304.0 |
5,424.5 |
5,371.0 |
S2 |
5,158.5 |
5,158.5 |
5,399.0 |
|
S3 |
4,879.0 |
5,024.5 |
5,373.0 |
|
S4 |
4,599.5 |
4,745.0 |
5,296.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,571.5 |
5,292.0 |
279.5 |
5.1% |
130.0 |
2.4% |
57% |
False |
False |
7,677 |
10 |
5,690.0 |
5,268.5 |
421.5 |
7.7% |
120.5 |
2.2% |
43% |
False |
False |
3,955 |
20 |
5,690.0 |
5,268.5 |
421.5 |
7.7% |
105.5 |
1.9% |
43% |
False |
False |
2,134 |
40 |
5,690.0 |
5,265.0 |
425.0 |
7.8% |
90.5 |
1.7% |
44% |
False |
False |
1,202 |
60 |
5,752.5 |
5,133.0 |
619.5 |
11.4% |
84.0 |
1.5% |
51% |
False |
False |
865 |
80 |
6,290.5 |
5,133.0 |
1,157.5 |
21.2% |
68.5 |
1.3% |
27% |
False |
False |
652 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,917.0 |
2.618 |
5,741.5 |
1.618 |
5,634.0 |
1.000 |
5,567.5 |
0.618 |
5,526.5 |
HIGH |
5,460.0 |
0.618 |
5,419.0 |
0.500 |
5,406.0 |
0.382 |
5,393.5 |
LOW |
5,352.5 |
0.618 |
5,286.0 |
1.000 |
5,245.0 |
1.618 |
5,178.5 |
2.618 |
5,071.0 |
4.250 |
4,895.5 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,435.5 |
5,425.5 |
PP |
5,421.0 |
5,400.5 |
S1 |
5,406.0 |
5,376.0 |
|