Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,981.5 |
6,042.0 |
60.5 |
1.0% |
6,343.0 |
High |
6,098.0 |
6,110.0 |
12.0 |
0.2% |
6,432.0 |
Low |
5,925.0 |
5,844.5 |
-80.5 |
-1.4% |
6,149.5 |
Close |
6,014.0 |
5,887.0 |
-127.0 |
-2.1% |
6,300.5 |
Range |
173.0 |
265.5 |
92.5 |
53.5% |
282.5 |
ATR |
154.8 |
162.7 |
7.9 |
5.1% |
0.0 |
Volume |
68,382 |
81,804 |
13,422 |
19.6% |
35,589 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,743.7 |
6,580.8 |
6,033.0 |
|
R3 |
6,478.2 |
6,315.3 |
5,960.0 |
|
R2 |
6,212.7 |
6,212.7 |
5,935.7 |
|
R1 |
6,049.8 |
6,049.8 |
5,911.3 |
5,998.5 |
PP |
5,947.2 |
5,947.2 |
5,947.2 |
5,921.5 |
S1 |
5,784.3 |
5,784.3 |
5,862.7 |
5,733.0 |
S2 |
5,681.7 |
5,681.7 |
5,838.3 |
|
S3 |
5,416.2 |
5,518.8 |
5,814.0 |
|
S4 |
5,150.7 |
5,253.3 |
5,741.0 |
|
|
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 |
6,320.5 |
5,844.5 |
476.0 |
8.1% |
167.8 |
2.9% |
9% |
False |
True |
39,684 |
10 |
6,556.0 |
5,844.5 |
711.5 |
12.1% |
164.9 |
2.8% |
6% |
False |
True |
21,973 |
20 |
6,637.0 |
5,844.5 |
792.5 |
13.5% |
139.8 |
2.4% |
5% |
False |
True |
11,636 |
40 |
6,738.0 |
5,844.5 |
893.5 |
15.2% |
131.2 |
2.2% |
5% |
False |
True |
6,307 |
60 |
6,738.0 |
5,844.5 |
893.5 |
15.2% |
135.1 |
2.3% |
5% |
False |
True |
4,495 |
80 |
7,292.0 |
5,844.5 |
1,447.5 |
24.6% |
130.0 |
2.2% |
3% |
False |
True |
4,078 |
100 |
7,421.0 |
5,844.5 |
1,576.5 |
26.8% |
120.2 |
2.0% |
3% |
False |
True |
3,297 |
120 |
7,421.0 |
5,844.5 |
1,576.5 |
26.8% |
116.0 |
2.0% |
3% |
False |
True |
2,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,238.4 |
2.618 |
6,805.1 |
1.618 |
6,539.6 |
1.000 |
6,375.5 |
0.618 |
6,274.1 |
HIGH |
6,110.0 |
0.618 |
6,008.6 |
0.500 |
5,977.3 |
0.382 |
5,945.9 |
LOW |
5,844.5 |
0.618 |
5,680.4 |
1.000 |
5,579.0 |
1.618 |
5,414.9 |
2.618 |
5,149.4 |
4.250 |
4,716.1 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,977.3 |
5,995.0 |
PP |
5,947.2 |
5,959.0 |
S1 |
5,917.1 |
5,923.0 |
|