Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,245.5 |
6,293.0 |
47.5 |
0.8% |
6,343.0 |
High |
6,316.5 |
6,320.5 |
4.0 |
0.1% |
6,432.0 |
Low |
6,149.5 |
6,226.0 |
76.5 |
1.2% |
6,149.5 |
Close |
6,226.5 |
6,300.5 |
74.0 |
1.2% |
6,300.5 |
Range |
167.0 |
94.5 |
-72.5 |
-43.4% |
282.5 |
ATR |
144.8 |
141.2 |
-3.6 |
-2.5% |
0.0 |
Volume |
12,621 |
7,969 |
-4,652 |
-36.9% |
35,589 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,565.8 |
6,527.7 |
6,352.5 |
|
R3 |
6,471.3 |
6,433.2 |
6,326.5 |
|
R2 |
6,376.8 |
6,376.8 |
6,317.8 |
|
R1 |
6,338.7 |
6,338.7 |
6,309.2 |
6,357.8 |
PP |
6,282.3 |
6,282.3 |
6,282.3 |
6,291.9 |
S1 |
6,244.2 |
6,244.2 |
6,291.8 |
6,263.3 |
S2 |
6,187.8 |
6,187.8 |
6,283.2 |
|
S3 |
6,093.3 |
6,149.7 |
6,274.5 |
|
S4 |
5,998.8 |
6,055.2 |
6,248.5 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,141.5 |
7,003.5 |
6,455.9 |
|
R3 |
6,859.0 |
6,721.0 |
6,378.2 |
|
R2 |
6,576.5 |
6,576.5 |
6,352.3 |
|
R1 |
6,438.5 |
6,438.5 |
6,326.4 |
6,366.3 |
PP |
6,294.0 |
6,294.0 |
6,294.0 |
6,257.9 |
S1 |
6,156.0 |
6,156.0 |
6,274.6 |
6,083.8 |
S2 |
6,011.5 |
6,011.5 |
6,248.7 |
|
S3 |
5,729.0 |
5,873.5 |
6,222.8 |
|
S4 |
5,446.5 |
5,591.0 |
6,145.1 |
|
|
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% |
132.4 |
2.1% |
53% |
False |
False |
7,117 |
10 |
6,637.0 |
6,149.5 |
487.5 |
7.7% |
144.1 |
2.3% |
31% |
False |
False |
4,548 |
20 |
6,637.0 |
6,149.5 |
487.5 |
7.7% |
126.4 |
2.0% |
31% |
False |
False |
3,018 |
40 |
6,738.0 |
6,149.5 |
588.5 |
9.3% |
126.4 |
2.0% |
26% |
False |
False |
1,920 |
60 |
6,775.0 |
6,116.5 |
658.5 |
10.5% |
130.4 |
2.1% |
28% |
False |
False |
1,554 |
80 |
7,292.0 |
6,116.5 |
1,175.5 |
18.7% |
125.6 |
2.0% |
16% |
False |
False |
1,860 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.7% |
116.3 |
1.8% |
14% |
False |
False |
1,526 |
120 |
7,421.0 |
6,116.5 |
1,304.5 |
20.7% |
114.3 |
1.8% |
14% |
False |
False |
1,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,722.1 |
2.618 |
6,567.9 |
1.618 |
6,473.4 |
1.000 |
6,415.0 |
0.618 |
6,378.9 |
HIGH |
6,320.5 |
0.618 |
6,284.4 |
0.500 |
6,273.3 |
0.382 |
6,262.1 |
LOW |
6,226.0 |
0.618 |
6,167.6 |
1.000 |
6,131.5 |
1.618 |
6,073.1 |
2.618 |
5,978.6 |
4.250 |
5,824.4 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,291.4 |
6,279.4 |
PP |
6,282.3 |
6,258.3 |
S1 |
6,273.3 |
6,237.3 |
|