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 |
5,325.0 |
5,115.5 |
-209.5 |
-3.9% |
5,445.0 |
High |
5,325.0 |
5,172.5 |
-152.5 |
-2.9% |
5,571.5 |
Low |
5,137.5 |
4,995.0 |
-142.5 |
-2.8% |
5,292.0 |
Close |
5,237.0 |
5,041.5 |
-195.5 |
-3.7% |
5,450.0 |
Range |
187.5 |
177.5 |
-10.0 |
-5.3% |
279.5 |
ATR |
135.8 |
143.4 |
7.6 |
5.6% |
0.0 |
Volume |
36,080 |
125,487 |
89,407 |
247.8% |
38,388 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,602.0 |
5,499.5 |
5,139.0 |
|
R3 |
5,424.5 |
5,322.0 |
5,090.5 |
|
R2 |
5,247.0 |
5,247.0 |
5,074.0 |
|
R1 |
5,144.5 |
5,144.5 |
5,058.0 |
5,107.0 |
PP |
5,069.5 |
5,069.5 |
5,069.5 |
5,051.0 |
S1 |
4,967.0 |
4,967.0 |
5,025.0 |
4,929.5 |
S2 |
4,892.0 |
4,892.0 |
5,009.0 |
|
S3 |
4,714.5 |
4,789.5 |
4,992.5 |
|
S4 |
4,537.0 |
4,612.0 |
4,944.0 |
|
|
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 |
5,460.0 |
4,995.0 |
465.0 |
9.2% |
141.0 |
2.8% |
10% |
False |
True |
39,786 |
10 |
5,622.0 |
4,995.0 |
627.0 |
12.4% |
147.0 |
2.9% |
7% |
False |
True |
20,084 |
20 |
5,690.0 |
4,995.0 |
695.0 |
13.8% |
114.0 |
2.3% |
7% |
False |
True |
10,167 |
40 |
5,690.0 |
4,995.0 |
695.0 |
13.8% |
94.0 |
1.9% |
7% |
False |
True |
5,237 |
60 |
5,730.0 |
4,995.0 |
735.0 |
14.6% |
89.0 |
1.8% |
6% |
False |
True |
3,557 |
80 |
6,167.0 |
4,995.0 |
1,172.0 |
23.2% |
73.0 |
1.4% |
4% |
False |
True |
2,670 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,927.0 |
2.618 |
5,637.0 |
1.618 |
5,459.5 |
1.000 |
5,350.0 |
0.618 |
5,282.0 |
HIGH |
5,172.5 |
0.618 |
5,104.5 |
0.500 |
5,084.0 |
0.382 |
5,063.0 |
LOW |
4,995.0 |
0.618 |
4,885.5 |
1.000 |
4,817.5 |
1.618 |
4,708.0 |
2.618 |
4,530.5 |
4.250 |
4,240.5 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,084.0 |
5,227.5 |
PP |
5,069.5 |
5,165.5 |
S1 |
5,055.5 |
5,103.5 |
|