Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,143.5 |
6,244.5 |
101.0 |
1.6% |
6,078.0 |
High |
6,301.5 |
6,281.0 |
-20.5 |
-0.3% |
6,301.5 |
Low |
6,117.0 |
6,070.5 |
-46.5 |
-0.8% |
5,837.0 |
Close |
6,248.0 |
6,162.5 |
-85.5 |
-1.4% |
6,248.0 |
Range |
184.5 |
210.5 |
26.0 |
14.1% |
464.5 |
ATR |
185.9 |
187.6 |
1.8 |
0.9% |
0.0 |
Volume |
277,301 |
206,328 |
-70,973 |
-25.6% |
578,123 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,802.8 |
6,693.2 |
6,278.3 |
|
R3 |
6,592.3 |
6,482.7 |
6,220.4 |
|
R2 |
6,381.8 |
6,381.8 |
6,201.1 |
|
R1 |
6,272.2 |
6,272.2 |
6,181.8 |
6,221.8 |
PP |
6,171.3 |
6,171.3 |
6,171.3 |
6,146.1 |
S1 |
6,061.7 |
6,061.7 |
6,143.2 |
6,011.3 |
S2 |
5,960.8 |
5,960.8 |
6,123.9 |
|
S3 |
5,750.3 |
5,851.2 |
6,104.6 |
|
S4 |
5,539.8 |
5,640.7 |
6,046.7 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,522.3 |
7,349.7 |
6,503.5 |
|
R3 |
7,057.8 |
6,885.2 |
6,375.7 |
|
R2 |
6,593.3 |
6,593.3 |
6,333.2 |
|
R1 |
6,420.7 |
6,420.7 |
6,290.6 |
6,507.0 |
PP |
6,128.8 |
6,128.8 |
6,128.8 |
6,172.0 |
S1 |
5,956.2 |
5,956.2 |
6,205.4 |
6,042.5 |
S2 |
5,664.3 |
5,664.3 |
6,162.8 |
|
S3 |
5,199.8 |
5,491.7 |
6,120.3 |
|
S4 |
4,735.3 |
5,027.2 |
5,992.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,301.5 |
5,837.0 |
464.5 |
7.5% |
217.3 |
3.5% |
70% |
False |
False |
151,361 |
10 |
6,400.0 |
5,837.0 |
563.0 |
9.1% |
175.2 |
2.8% |
58% |
False |
False |
81,597 |
20 |
6,637.0 |
5,837.0 |
800.0 |
13.0% |
157.1 |
2.5% |
41% |
False |
False |
41,773 |
40 |
6,738.0 |
5,837.0 |
901.0 |
14.6% |
136.0 |
2.2% |
36% |
False |
False |
21,393 |
60 |
6,738.0 |
5,837.0 |
901.0 |
14.6% |
139.1 |
2.3% |
36% |
False |
False |
14,539 |
80 |
7,193.0 |
5,837.0 |
1,356.0 |
22.0% |
134.8 |
2.2% |
24% |
False |
False |
11,648 |
100 |
7,421.0 |
5,837.0 |
1,584.0 |
25.7% |
124.6 |
2.0% |
21% |
False |
False |
9,359 |
120 |
7,421.0 |
5,837.0 |
1,584.0 |
25.7% |
119.3 |
1.9% |
21% |
False |
False |
7,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,175.6 |
2.618 |
6,832.1 |
1.618 |
6,621.6 |
1.000 |
6,491.5 |
0.618 |
6,411.1 |
HIGH |
6,281.0 |
0.618 |
6,200.6 |
0.500 |
6,175.8 |
0.382 |
6,150.9 |
LOW |
6,070.5 |
0.618 |
5,940.4 |
1.000 |
5,860.0 |
1.618 |
5,729.9 |
2.618 |
5,519.4 |
4.250 |
5,175.9 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,175.8 |
6,131.4 |
PP |
6,171.3 |
6,100.3 |
S1 |
6,166.9 |
6,069.3 |
|