Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,360.0 |
5,245.0 |
-115.0 |
-2.1% |
5,325.0 |
High |
5,373.0 |
5,264.5 |
-108.5 |
-2.0% |
5,448.0 |
Low |
5,182.0 |
5,091.5 |
-90.5 |
-1.7% |
4,836.0 |
Close |
5,278.5 |
5,189.0 |
-89.5 |
-1.7% |
5,353.0 |
Range |
191.0 |
173.0 |
-18.0 |
-9.4% |
612.0 |
ATR |
184.7 |
184.9 |
0.2 |
0.1% |
0.0 |
Volume |
320,489 |
145,912 |
-174,577 |
-54.5% |
882,246 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,700.5 |
5,618.0 |
5,284.0 |
|
R3 |
5,527.5 |
5,445.0 |
5,236.5 |
|
R2 |
5,354.5 |
5,354.5 |
5,220.5 |
|
R1 |
5,272.0 |
5,272.0 |
5,205.0 |
5,227.0 |
PP |
5,181.5 |
5,181.5 |
5,181.5 |
5,159.0 |
S1 |
5,099.0 |
5,099.0 |
5,173.0 |
5,054.0 |
S2 |
5,008.5 |
5,008.5 |
5,157.5 |
|
S3 |
4,835.5 |
4,926.0 |
5,141.5 |
|
S4 |
4,662.5 |
4,753.0 |
5,094.0 |
|
|
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 |
11.8% |
222.5 |
4.3% |
58% |
False |
False |
237,416 |
10 |
5,460.0 |
4,836.0 |
624.0 |
12.0% |
182.0 |
3.5% |
57% |
False |
False |
138,601 |
20 |
5,690.0 |
4,836.0 |
854.0 |
16.5% |
148.0 |
2.9% |
41% |
False |
False |
69,476 |
40 |
5,690.0 |
4,836.0 |
854.0 |
16.5% |
115.0 |
2.2% |
41% |
False |
False |
34,908 |
60 |
5,690.0 |
4,836.0 |
854.0 |
16.5% |
102.0 |
2.0% |
41% |
False |
False |
23,335 |
80 |
6,125.5 |
4,836.0 |
1,289.5 |
24.9% |
87.0 |
1.7% |
27% |
False |
False |
17,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,000.0 |
2.618 |
5,717.5 |
1.618 |
5,544.5 |
1.000 |
5,437.5 |
0.618 |
5,371.5 |
HIGH |
5,264.5 |
0.618 |
5,198.5 |
0.500 |
5,178.0 |
0.382 |
5,157.5 |
LOW |
5,091.5 |
0.618 |
4,984.5 |
1.000 |
4,918.5 |
1.618 |
4,811.5 |
2.618 |
4,638.5 |
4.250 |
4,356.0 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,185.5 |
5,270.0 |
PP |
5,181.5 |
5,243.0 |
S1 |
5,178.0 |
5,216.0 |
|