Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,181.5 |
5,131.0 |
-50.5 |
-1.0% |
5,325.0 |
High |
5,195.5 |
5,284.5 |
89.0 |
1.7% |
5,448.0 |
Low |
5,107.0 |
5,088.5 |
-18.5 |
-0.4% |
4,836.0 |
Close |
5,136.5 |
5,251.5 |
115.0 |
2.2% |
5,353.0 |
Range |
88.5 |
196.0 |
107.5 |
121.5% |
612.0 |
ATR |
178.0 |
179.3 |
1.3 |
0.7% |
0.0 |
Volume |
165,096 |
113,577 |
-51,519 |
-31.2% |
882,246 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,796.0 |
5,720.0 |
5,359.5 |
|
R3 |
5,600.0 |
5,524.0 |
5,305.5 |
|
R2 |
5,404.0 |
5,404.0 |
5,287.5 |
|
R1 |
5,328.0 |
5,328.0 |
5,269.5 |
5,366.0 |
PP |
5,208.0 |
5,208.0 |
5,208.0 |
5,227.0 |
S1 |
5,132.0 |
5,132.0 |
5,233.5 |
5,170.0 |
S2 |
5,012.0 |
5,012.0 |
5,215.5 |
|
S3 |
4,816.0 |
4,936.0 |
5,197.5 |
|
S4 |
4,620.0 |
4,740.0 |
5,143.5 |
|
|
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 |
5,088.5 |
359.5 |
6.8% |
180.5 |
3.4% |
45% |
False |
True |
191,154 |
10 |
5,460.0 |
4,836.0 |
624.0 |
11.9% |
187.0 |
3.6% |
67% |
False |
False |
165,337 |
20 |
5,690.0 |
4,836.0 |
854.0 |
16.3% |
151.0 |
2.9% |
49% |
False |
False |
83,346 |
40 |
5,690.0 |
4,836.0 |
854.0 |
16.3% |
118.0 |
2.3% |
49% |
False |
False |
41,874 |
60 |
5,690.0 |
4,836.0 |
854.0 |
16.3% |
104.5 |
2.0% |
49% |
False |
False |
27,979 |
80 |
6,085.0 |
4,836.0 |
1,249.0 |
23.8% |
89.0 |
1.7% |
33% |
False |
False |
20,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,117.5 |
2.618 |
5,797.5 |
1.618 |
5,601.5 |
1.000 |
5,480.5 |
0.618 |
5,405.5 |
HIGH |
5,284.5 |
0.618 |
5,209.5 |
0.500 |
5,186.5 |
0.382 |
5,163.5 |
LOW |
5,088.5 |
0.618 |
4,967.5 |
1.000 |
4,892.5 |
1.618 |
4,771.5 |
2.618 |
4,575.5 |
4.250 |
4,255.5 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,230.0 |
5,230.0 |
PP |
5,208.0 |
5,208.0 |
S1 |
5,186.5 |
5,186.5 |
|