Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,245.0 |
5,181.5 |
-63.5 |
-1.2% |
5,325.0 |
High |
5,264.5 |
5,195.5 |
-69.0 |
-1.3% |
5,448.0 |
Low |
5,091.5 |
5,107.0 |
15.5 |
0.3% |
4,836.0 |
Close |
5,189.0 |
5,136.5 |
-52.5 |
-1.0% |
5,353.0 |
Range |
173.0 |
88.5 |
-84.5 |
-48.8% |
612.0 |
ATR |
184.9 |
178.0 |
-6.9 |
-3.7% |
0.0 |
Volume |
145,912 |
165,096 |
19,184 |
13.1% |
882,246 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,412.0 |
5,362.5 |
5,185.0 |
|
R3 |
5,323.5 |
5,274.0 |
5,161.0 |
|
R2 |
5,235.0 |
5,235.0 |
5,152.5 |
|
R1 |
5,185.5 |
5,185.5 |
5,144.5 |
5,166.0 |
PP |
5,146.5 |
5,146.5 |
5,146.5 |
5,136.5 |
S1 |
5,097.0 |
5,097.0 |
5,128.5 |
5,077.5 |
S2 |
5,058.0 |
5,058.0 |
5,120.5 |
|
S3 |
4,969.5 |
5,008.5 |
5,112.0 |
|
S4 |
4,881.0 |
4,920.0 |
5,088.0 |
|
|
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 |
11.9% |
191.5 |
3.7% |
49% |
False |
False |
218,757 |
10 |
5,460.0 |
4,836.0 |
624.0 |
12.1% |
181.5 |
3.5% |
48% |
False |
False |
154,822 |
20 |
5,690.0 |
4,836.0 |
854.0 |
16.6% |
147.5 |
2.9% |
35% |
False |
False |
77,674 |
40 |
5,690.0 |
4,836.0 |
854.0 |
16.6% |
115.0 |
2.2% |
35% |
False |
False |
39,035 |
60 |
5,690.0 |
4,836.0 |
854.0 |
16.6% |
103.0 |
2.0% |
35% |
False |
False |
26,086 |
80 |
6,085.0 |
4,836.0 |
1,249.0 |
24.3% |
87.0 |
1.7% |
24% |
False |
False |
19,572 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,571.5 |
2.618 |
5,427.0 |
1.618 |
5,338.5 |
1.000 |
5,284.0 |
0.618 |
5,250.0 |
HIGH |
5,195.5 |
0.618 |
5,161.5 |
0.500 |
5,151.0 |
0.382 |
5,141.0 |
LOW |
5,107.0 |
0.618 |
5,052.5 |
1.000 |
5,018.5 |
1.618 |
4,964.0 |
2.618 |
4,875.5 |
4.250 |
4,731.0 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,151.0 |
5,232.0 |
PP |
5,146.5 |
5,200.5 |
S1 |
5,141.5 |
5,168.5 |
|