Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,238.0 |
5,360.0 |
122.0 |
2.3% |
5,325.0 |
High |
5,448.0 |
5,373.0 |
-75.0 |
-1.4% |
5,448.0 |
Low |
5,193.0 |
5,182.0 |
-11.0 |
-0.2% |
4,836.0 |
Close |
5,353.0 |
5,278.5 |
-74.5 |
-1.4% |
5,353.0 |
Range |
255.0 |
191.0 |
-64.0 |
-25.1% |
612.0 |
ATR |
184.2 |
184.7 |
0.5 |
0.3% |
0.0 |
Volume |
210,697 |
320,489 |
109,792 |
52.1% |
882,246 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,851.0 |
5,755.5 |
5,383.5 |
|
R3 |
5,660.0 |
5,564.5 |
5,331.0 |
|
R2 |
5,469.0 |
5,469.0 |
5,313.5 |
|
R1 |
5,373.5 |
5,373.5 |
5,296.0 |
5,326.0 |
PP |
5,278.0 |
5,278.0 |
5,278.0 |
5,254.0 |
S1 |
5,182.5 |
5,182.5 |
5,261.0 |
5,135.0 |
S2 |
5,087.0 |
5,087.0 |
5,243.5 |
|
S3 |
4,896.0 |
4,991.5 |
5,226.0 |
|
S4 |
4,705.0 |
4,800.5 |
5,173.5 |
|
|
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 |
11.6% |
223.5 |
4.2% |
72% |
False |
False |
233,331 |
10 |
5,564.0 |
4,836.0 |
728.0 |
13.8% |
183.0 |
3.5% |
61% |
False |
False |
124,084 |
20 |
5,690.0 |
4,836.0 |
854.0 |
16.2% |
145.0 |
2.8% |
52% |
False |
False |
62,184 |
40 |
5,690.0 |
4,836.0 |
854.0 |
16.2% |
111.5 |
2.1% |
52% |
False |
False |
31,262 |
60 |
5,699.0 |
4,836.0 |
863.0 |
16.3% |
100.5 |
1.9% |
51% |
False |
False |
20,904 |
80 |
6,125.5 |
4,836.0 |
1,289.5 |
24.4% |
84.5 |
1.6% |
34% |
False |
False |
15,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,185.0 |
2.618 |
5,873.0 |
1.618 |
5,682.0 |
1.000 |
5,564.0 |
0.618 |
5,491.0 |
HIGH |
5,373.0 |
0.618 |
5,300.0 |
0.500 |
5,277.5 |
0.382 |
5,255.0 |
LOW |
5,182.0 |
0.618 |
5,064.0 |
1.000 |
4,991.0 |
1.618 |
4,873.0 |
2.618 |
4,682.0 |
4.250 |
4,370.0 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,278.0 |
5,233.0 |
PP |
5,278.0 |
5,187.5 |
S1 |
5,277.5 |
5,142.0 |
|