Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,131.0 |
5,172.5 |
41.5 |
0.8% |
5,360.0 |
High |
5,284.5 |
5,185.0 |
-99.5 |
-1.9% |
5,373.0 |
Low |
5,088.5 |
5,088.0 |
-0.5 |
0.0% |
5,088.0 |
Close |
5,251.5 |
5,148.0 |
-103.5 |
-2.0% |
5,148.0 |
Range |
196.0 |
97.0 |
-99.0 |
-50.5% |
285.0 |
ATR |
179.3 |
178.1 |
-1.1 |
-0.6% |
0.0 |
Volume |
113,577 |
145,440 |
31,863 |
28.1% |
890,514 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,431.5 |
5,386.5 |
5,201.5 |
|
R3 |
5,334.5 |
5,289.5 |
5,174.5 |
|
R2 |
5,237.5 |
5,237.5 |
5,166.0 |
|
R1 |
5,192.5 |
5,192.5 |
5,157.0 |
5,166.5 |
PP |
5,140.5 |
5,140.5 |
5,140.5 |
5,127.0 |
S1 |
5,095.5 |
5,095.5 |
5,139.0 |
5,069.5 |
S2 |
5,043.5 |
5,043.5 |
5,130.0 |
|
S3 |
4,946.5 |
4,998.5 |
5,121.5 |
|
S4 |
4,849.5 |
4,901.5 |
5,094.5 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,058.0 |
5,888.0 |
5,305.0 |
|
R3 |
5,773.0 |
5,603.0 |
5,226.5 |
|
R2 |
5,488.0 |
5,488.0 |
5,200.0 |
|
R1 |
5,318.0 |
5,318.0 |
5,174.0 |
5,260.5 |
PP |
5,203.0 |
5,203.0 |
5,203.0 |
5,174.0 |
S1 |
5,033.0 |
5,033.0 |
5,122.0 |
4,975.5 |
S2 |
4,918.0 |
4,918.0 |
5,096.0 |
|
S3 |
4,633.0 |
4,748.0 |
5,069.5 |
|
S4 |
4,348.0 |
4,463.0 |
4,991.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,373.0 |
5,088.0 |
285.0 |
5.5% |
149.0 |
2.9% |
21% |
False |
True |
178,102 |
10 |
5,448.0 |
4,836.0 |
612.0 |
11.9% |
186.0 |
3.6% |
51% |
False |
False |
177,276 |
20 |
5,690.0 |
4,836.0 |
854.0 |
16.6% |
153.0 |
3.0% |
37% |
False |
False |
90,615 |
40 |
5,690.0 |
4,836.0 |
854.0 |
16.6% |
119.0 |
2.3% |
37% |
False |
False |
45,509 |
60 |
5,690.0 |
4,836.0 |
854.0 |
16.6% |
104.5 |
2.0% |
37% |
False |
False |
30,353 |
80 |
6,025.5 |
4,836.0 |
1,189.5 |
23.1% |
90.5 |
1.8% |
26% |
False |
False |
22,810 |
100 |
6,421.0 |
4,836.0 |
1,585.0 |
30.8% |
74.0 |
1.4% |
20% |
False |
False |
18,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,597.0 |
2.618 |
5,439.0 |
1.618 |
5,342.0 |
1.000 |
5,282.0 |
0.618 |
5,245.0 |
HIGH |
5,185.0 |
0.618 |
5,148.0 |
0.500 |
5,136.5 |
0.382 |
5,125.0 |
LOW |
5,088.0 |
0.618 |
5,028.0 |
1.000 |
4,991.0 |
1.618 |
4,931.0 |
2.618 |
4,834.0 |
4.250 |
4,676.0 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,144.0 |
5,186.0 |
PP |
5,140.5 |
5,173.5 |
S1 |
5,136.5 |
5,161.0 |
|