Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,325.0 |
6,270.0 |
-55.0 |
-0.9% |
6,474.0 |
High |
6,400.0 |
6,325.0 |
-75.0 |
-1.2% |
6,637.0 |
Low |
6,230.0 |
6,230.0 |
0.0 |
0.0% |
6,168.5 |
Close |
6,302.5 |
6,263.0 |
-39.5 |
-0.6% |
6,189.5 |
Range |
170.0 |
95.0 |
-75.0 |
-44.1% |
468.5 |
ATR |
146.7 |
143.0 |
-3.7 |
-2.5% |
0.0 |
Volume |
2,591 |
8,346 |
5,755 |
222.1% |
9,894 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,557.7 |
6,505.3 |
6,315.3 |
|
R3 |
6,462.7 |
6,410.3 |
6,289.1 |
|
R2 |
6,367.7 |
6,367.7 |
6,280.4 |
|
R1 |
6,315.3 |
6,315.3 |
6,271.7 |
6,294.0 |
PP |
6,272.7 |
6,272.7 |
6,272.7 |
6,262.0 |
S1 |
6,220.3 |
6,220.3 |
6,254.3 |
6,199.0 |
S2 |
6,177.7 |
6,177.7 |
6,245.6 |
|
S3 |
6,082.7 |
6,125.3 |
6,236.9 |
|
S4 |
5,987.7 |
6,030.3 |
6,210.8 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.2 |
7,431.8 |
6,447.2 |
|
R3 |
7,268.7 |
6,963.3 |
6,318.3 |
|
R2 |
6,800.2 |
6,800.2 |
6,275.4 |
|
R1 |
6,494.8 |
6,494.8 |
6,232.4 |
6,413.3 |
PP |
6,331.7 |
6,331.7 |
6,331.7 |
6,290.9 |
S1 |
6,026.3 |
6,026.3 |
6,146.6 |
5,944.8 |
S2 |
5,863.2 |
5,863.2 |
6,103.6 |
|
S3 |
5,394.7 |
5,557.8 |
6,060.7 |
|
S4 |
4,926.2 |
5,089.3 |
5,931.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,556.0 |
6,168.5 |
387.5 |
6.2% |
161.9 |
2.6% |
24% |
False |
False |
4,262 |
10 |
6,637.0 |
6,168.5 |
468.5 |
7.5% |
142.3 |
2.3% |
20% |
False |
False |
2,799 |
20 |
6,637.0 |
6,168.5 |
468.5 |
7.5% |
125.0 |
2.0% |
20% |
False |
False |
2,095 |
40 |
6,738.0 |
6,168.5 |
569.5 |
9.1% |
126.6 |
2.0% |
17% |
False |
False |
1,436 |
60 |
6,920.0 |
6,116.5 |
803.5 |
12.8% |
131.5 |
2.1% |
18% |
False |
False |
1,587 |
80 |
7,292.0 |
6,116.5 |
1,175.5 |
18.8% |
125.1 |
2.0% |
12% |
False |
False |
1,610 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.8% |
116.6 |
1.9% |
11% |
False |
False |
1,328 |
120 |
7,421.0 |
6,116.5 |
1,304.5 |
20.8% |
113.1 |
1.8% |
11% |
False |
False |
1,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,728.8 |
2.618 |
6,573.7 |
1.618 |
6,478.7 |
1.000 |
6,420.0 |
0.618 |
6,383.7 |
HIGH |
6,325.0 |
0.618 |
6,288.7 |
0.500 |
6,277.5 |
0.382 |
6,266.3 |
LOW |
6,230.0 |
0.618 |
6,171.3 |
1.000 |
6,135.0 |
1.618 |
6,076.3 |
2.618 |
5,981.3 |
4.250 |
5,826.3 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,277.5 |
6,331.0 |
PP |
6,272.7 |
6,308.3 |
S1 |
6,267.8 |
6,285.7 |
|