Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,042.0 |
5,910.0 |
-132.0 |
-2.2% |
6,343.0 |
High |
6,110.0 |
6,090.0 |
-20.0 |
-0.3% |
6,432.0 |
Low |
5,844.5 |
5,837.0 |
-7.5 |
-0.1% |
6,149.5 |
Close |
5,887.0 |
5,898.0 |
11.0 |
0.2% |
6,300.5 |
Range |
265.5 |
253.0 |
-12.5 |
-4.7% |
282.5 |
ATR |
162.7 |
169.1 |
6.5 |
4.0% |
0.0 |
Volume |
81,804 |
122,992 |
41,188 |
50.3% |
35,589 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,700.7 |
6,552.3 |
6,037.2 |
|
R3 |
6,447.7 |
6,299.3 |
5,967.6 |
|
R2 |
6,194.7 |
6,194.7 |
5,944.4 |
|
R1 |
6,046.3 |
6,046.3 |
5,921.2 |
5,994.0 |
PP |
5,941.7 |
5,941.7 |
5,941.7 |
5,915.5 |
S1 |
5,793.3 |
5,793.3 |
5,874.8 |
5,741.0 |
S2 |
5,688.7 |
5,688.7 |
5,851.6 |
|
S3 |
5,435.7 |
5,540.3 |
5,828.4 |
|
S4 |
5,182.7 |
5,287.3 |
5,758.9 |
|
|
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 |
5,837.0 |
483.5 |
8.2% |
185.0 |
3.1% |
13% |
False |
True |
61,758 |
10 |
6,432.0 |
5,837.0 |
595.0 |
10.1% |
164.7 |
2.8% |
10% |
False |
True |
33,850 |
20 |
6,637.0 |
5,837.0 |
800.0 |
13.6% |
148.8 |
2.5% |
8% |
False |
True |
17,696 |
40 |
6,738.0 |
5,837.0 |
901.0 |
15.3% |
132.7 |
2.2% |
7% |
False |
True |
9,352 |
60 |
6,738.0 |
5,837.0 |
901.0 |
15.3% |
136.5 |
2.3% |
7% |
False |
True |
6,499 |
80 |
7,292.0 |
5,837.0 |
1,455.0 |
24.7% |
132.1 |
2.2% |
4% |
False |
True |
5,611 |
100 |
7,421.0 |
5,837.0 |
1,584.0 |
26.9% |
121.9 |
2.1% |
4% |
False |
True |
4,524 |
120 |
7,421.0 |
5,837.0 |
1,584.0 |
26.9% |
117.5 |
2.0% |
4% |
False |
True |
3,813 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,165.3 |
2.618 |
6,752.4 |
1.618 |
6,499.4 |
1.000 |
6,343.0 |
0.618 |
6,246.4 |
HIGH |
6,090.0 |
0.618 |
5,993.4 |
0.500 |
5,963.5 |
0.382 |
5,933.6 |
LOW |
5,837.0 |
0.618 |
5,680.6 |
1.000 |
5,584.0 |
1.618 |
5,427.6 |
2.618 |
5,174.6 |
4.250 |
4,761.8 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,963.5 |
5,973.5 |
PP |
5,941.7 |
5,948.3 |
S1 |
5,919.8 |
5,923.2 |
|