Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,931.0 |
5,238.0 |
307.0 |
6.2% |
5,325.0 |
High |
5,086.5 |
5,448.0 |
361.5 |
7.1% |
5,448.0 |
Low |
4,836.0 |
5,193.0 |
357.0 |
7.4% |
4,836.0 |
Close |
4,918.5 |
5,353.0 |
434.5 |
8.8% |
5,353.0 |
Range |
250.5 |
255.0 |
4.5 |
1.8% |
612.0 |
ATR |
157.6 |
184.2 |
26.6 |
16.8% |
0.0 |
Volume |
251,595 |
210,697 |
-40,898 |
-16.3% |
882,246 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,096.5 |
5,979.5 |
5,493.0 |
|
R3 |
5,841.5 |
5,724.5 |
5,423.0 |
|
R2 |
5,586.5 |
5,586.5 |
5,400.0 |
|
R1 |
5,469.5 |
5,469.5 |
5,376.5 |
5,528.0 |
PP |
5,331.5 |
5,331.5 |
5,331.5 |
5,360.5 |
S1 |
5,214.5 |
5,214.5 |
5,329.5 |
5,273.0 |
S2 |
5,076.5 |
5,076.5 |
5,306.0 |
|
S3 |
4,821.5 |
4,959.5 |
5,283.0 |
|
S4 |
4,566.5 |
4,704.5 |
5,213.0 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,048.5 |
6,812.5 |
5,689.5 |
|
R3 |
6,436.5 |
6,200.5 |
5,521.5 |
|
R2 |
5,824.5 |
5,824.5 |
5,465.0 |
|
R1 |
5,588.5 |
5,588.5 |
5,409.0 |
5,706.5 |
PP |
5,212.5 |
5,212.5 |
5,212.5 |
5,271.0 |
S1 |
4,976.5 |
4,976.5 |
5,297.0 |
5,094.5 |
S2 |
4,600.5 |
4,600.5 |
5,241.0 |
|
S3 |
3,988.5 |
4,364.5 |
5,184.5 |
|
S4 |
3,376.5 |
3,752.5 |
5,016.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,448.0 |
4,836.0 |
612.0 |
11.4% |
223.0 |
4.2% |
84% |
True |
False |
176,449 |
10 |
5,571.5 |
4,836.0 |
735.5 |
13.7% |
176.5 |
3.3% |
70% |
False |
False |
92,063 |
20 |
5,690.0 |
4,836.0 |
854.0 |
16.0% |
142.0 |
2.6% |
61% |
False |
False |
46,170 |
40 |
5,690.0 |
4,836.0 |
854.0 |
16.0% |
108.0 |
2.0% |
61% |
False |
False |
23,251 |
60 |
5,699.0 |
4,836.0 |
863.0 |
16.1% |
98.0 |
1.8% |
60% |
False |
False |
15,563 |
80 |
6,125.5 |
4,836.0 |
1,289.5 |
24.1% |
82.5 |
1.5% |
40% |
False |
False |
11,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,532.0 |
2.618 |
6,115.5 |
1.618 |
5,860.5 |
1.000 |
5,703.0 |
0.618 |
5,605.5 |
HIGH |
5,448.0 |
0.618 |
5,350.5 |
0.500 |
5,320.5 |
0.382 |
5,290.5 |
LOW |
5,193.0 |
0.618 |
5,035.5 |
1.000 |
4,938.0 |
1.618 |
4,780.5 |
2.618 |
4,525.5 |
4.250 |
4,109.0 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,342.0 |
5,282.5 |
PP |
5,331.5 |
5,212.5 |
S1 |
5,320.5 |
5,142.0 |
|