Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,270.0 |
6,245.5 |
-24.5 |
-0.4% |
6,474.0 |
High |
6,325.0 |
6,316.5 |
-8.5 |
-0.1% |
6,637.0 |
Low |
6,230.0 |
6,149.5 |
-80.5 |
-1.3% |
6,168.5 |
Close |
6,263.0 |
6,226.5 |
-36.5 |
-0.6% |
6,189.5 |
Range |
95.0 |
167.0 |
72.0 |
75.8% |
468.5 |
ATR |
143.0 |
144.8 |
1.7 |
1.2% |
0.0 |
Volume |
8,346 |
12,621 |
4,275 |
51.2% |
9,894 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,731.8 |
6,646.2 |
6,318.4 |
|
R3 |
6,564.8 |
6,479.2 |
6,272.4 |
|
R2 |
6,397.8 |
6,397.8 |
6,257.1 |
|
R1 |
6,312.2 |
6,312.2 |
6,241.8 |
6,271.5 |
PP |
6,230.8 |
6,230.8 |
6,230.8 |
6,210.5 |
S1 |
6,145.2 |
6,145.2 |
6,211.2 |
6,104.5 |
S2 |
6,063.8 |
6,063.8 |
6,195.9 |
|
S3 |
5,896.8 |
5,978.2 |
6,180.6 |
|
S4 |
5,729.8 |
5,811.2 |
6,134.7 |
|
|
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 |
6,432.0 |
6,149.5 |
282.5 |
4.5% |
144.4 |
2.3% |
27% |
False |
True |
5,943 |
10 |
6,637.0 |
6,149.5 |
487.5 |
7.8% |
140.2 |
2.3% |
16% |
False |
True |
3,842 |
20 |
6,637.0 |
6,149.5 |
487.5 |
7.8% |
127.9 |
2.1% |
16% |
False |
True |
2,683 |
40 |
6,738.0 |
6,149.5 |
588.5 |
9.5% |
127.7 |
2.1% |
13% |
False |
True |
1,737 |
60 |
6,918.5 |
6,116.5 |
802.0 |
12.9% |
132.5 |
2.1% |
14% |
False |
False |
1,559 |
80 |
7,292.0 |
6,116.5 |
1,175.5 |
18.9% |
126.0 |
2.0% |
9% |
False |
False |
1,763 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
21.0% |
116.9 |
1.9% |
8% |
False |
False |
1,450 |
120 |
7,421.0 |
6,116.5 |
1,304.5 |
21.0% |
114.1 |
1.8% |
8% |
False |
False |
1,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,026.3 |
2.618 |
6,753.7 |
1.618 |
6,586.7 |
1.000 |
6,483.5 |
0.618 |
6,419.7 |
HIGH |
6,316.5 |
0.618 |
6,252.7 |
0.500 |
6,233.0 |
0.382 |
6,213.3 |
LOW |
6,149.5 |
0.618 |
6,046.3 |
1.000 |
5,982.5 |
1.618 |
5,879.3 |
2.618 |
5,712.3 |
4.250 |
5,439.8 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,233.0 |
6,274.8 |
PP |
6,230.8 |
6,258.7 |
S1 |
6,228.7 |
6,242.6 |
|