Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,100.0 |
4,931.0 |
-169.0 |
-3.3% |
5,445.0 |
High |
5,159.0 |
5,086.5 |
-72.5 |
-1.4% |
5,571.5 |
Low |
4,915.5 |
4,836.0 |
-79.5 |
-1.6% |
5,292.0 |
Close |
4,946.5 |
4,918.5 |
-28.0 |
-0.6% |
5,450.0 |
Range |
243.5 |
250.5 |
7.0 |
2.9% |
279.5 |
ATR |
150.5 |
157.6 |
7.1 |
4.7% |
0.0 |
Volume |
258,387 |
251,595 |
-6,792 |
-2.6% |
38,388 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,698.5 |
5,559.0 |
5,056.5 |
|
R3 |
5,448.0 |
5,308.5 |
4,987.5 |
|
R2 |
5,197.5 |
5,197.5 |
4,964.5 |
|
R1 |
5,058.0 |
5,058.0 |
4,941.5 |
5,002.5 |
PP |
4,947.0 |
4,947.0 |
4,947.0 |
4,919.0 |
S1 |
4,807.5 |
4,807.5 |
4,895.5 |
4,752.0 |
S2 |
4,696.5 |
4,696.5 |
4,872.5 |
|
S3 |
4,446.0 |
4,557.0 |
4,849.5 |
|
S4 |
4,195.5 |
4,306.5 |
4,780.5 |
|
|
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 |
4,836.0 |
624.0 |
12.7% |
193.5 |
3.9% |
13% |
False |
True |
139,521 |
10 |
5,571.5 |
4,836.0 |
735.5 |
15.0% |
163.5 |
3.3% |
11% |
False |
True |
71,021 |
20 |
5,690.0 |
4,836.0 |
854.0 |
17.4% |
133.0 |
2.7% |
10% |
False |
True |
35,637 |
40 |
5,690.0 |
4,836.0 |
854.0 |
17.4% |
104.0 |
2.1% |
10% |
False |
True |
17,985 |
60 |
5,707.5 |
4,836.0 |
871.5 |
17.7% |
96.0 |
1.9% |
9% |
False |
True |
12,052 |
80 |
6,146.0 |
4,836.0 |
1,310.0 |
26.6% |
79.0 |
1.6% |
6% |
False |
True |
9,045 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,151.0 |
2.618 |
5,742.5 |
1.618 |
5,492.0 |
1.000 |
5,337.0 |
0.618 |
5,241.5 |
HIGH |
5,086.5 |
0.618 |
4,991.0 |
0.500 |
4,961.0 |
0.382 |
4,931.5 |
LOW |
4,836.0 |
0.618 |
4,681.0 |
1.000 |
4,585.5 |
1.618 |
4,430.5 |
2.618 |
4,180.0 |
4.250 |
3,771.5 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,961.0 |
5,004.0 |
PP |
4,947.0 |
4,975.5 |
S1 |
4,933.0 |
4,947.0 |
|