Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,244.5 |
6,122.0 |
-122.5 |
-2.0% |
6,078.0 |
High |
6,281.0 |
6,179.0 |
-102.0 |
-1.6% |
6,301.5 |
Low |
6,070.5 |
6,055.0 |
-15.5 |
-0.3% |
5,837.0 |
Close |
6,162.5 |
6,129.5 |
-33.0 |
-0.5% |
6,248.0 |
Range |
210.5 |
124.0 |
-86.5 |
-41.1% |
464.5 |
ATR |
187.6 |
183.1 |
-4.5 |
-2.4% |
0.0 |
Volume |
206,328 |
183,340 |
-22,988 |
-11.1% |
578,123 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,493.2 |
6,435.3 |
6,197.7 |
|
R3 |
6,369.2 |
6,311.3 |
6,163.6 |
|
R2 |
6,245.2 |
6,245.2 |
6,152.2 |
|
R1 |
6,187.3 |
6,187.3 |
6,140.9 |
6,216.3 |
PP |
6,121.2 |
6,121.2 |
6,121.2 |
6,135.6 |
S1 |
6,063.3 |
6,063.3 |
6,118.1 |
6,092.3 |
S2 |
5,997.2 |
5,997.2 |
6,106.8 |
|
S3 |
5,873.2 |
5,939.3 |
6,095.4 |
|
S4 |
5,749.2 |
5,815.3 |
6,061.3 |
|
|
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 |
7.6% |
207.5 |
3.4% |
63% |
False |
False |
174,353 |
10 |
6,325.0 |
5,837.0 |
488.0 |
8.0% |
170.6 |
2.8% |
60% |
False |
False |
99,672 |
20 |
6,637.0 |
5,837.0 |
800.0 |
13.1% |
156.9 |
2.6% |
37% |
False |
False |
50,881 |
40 |
6,738.0 |
5,837.0 |
901.0 |
14.7% |
134.7 |
2.2% |
32% |
False |
False |
25,957 |
60 |
6,738.0 |
5,837.0 |
901.0 |
14.7% |
138.6 |
2.3% |
32% |
False |
False |
17,585 |
80 |
7,174.0 |
5,837.0 |
1,337.0 |
21.8% |
135.4 |
2.2% |
22% |
False |
False |
13,929 |
100 |
7,421.0 |
5,837.0 |
1,584.0 |
25.8% |
124.9 |
2.0% |
18% |
False |
False |
11,191 |
120 |
7,421.0 |
5,837.0 |
1,584.0 |
25.8% |
120.1 |
2.0% |
18% |
False |
False |
9,366 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,706.0 |
2.618 |
6,503.6 |
1.618 |
6,379.6 |
1.000 |
6,303.0 |
0.618 |
6,255.6 |
HIGH |
6,179.0 |
0.618 |
6,131.6 |
0.500 |
6,117.0 |
0.382 |
6,102.4 |
LOW |
6,055.0 |
0.618 |
5,978.4 |
1.000 |
5,931.0 |
1.618 |
5,854.4 |
2.618 |
5,730.4 |
4.250 |
5,528.0 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,125.3 |
6,178.3 |
PP |
6,121.2 |
6,162.0 |
S1 |
6,117.0 |
6,145.8 |
|