Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,122.0 |
6,120.0 |
-2.0 |
0.0% |
6,078.0 |
High |
6,179.0 |
6,160.0 |
-19.0 |
-0.3% |
6,301.5 |
Low |
6,055.0 |
6,064.5 |
9.5 |
0.2% |
5,837.0 |
Close |
6,129.5 |
6,109.5 |
-20.0 |
-0.3% |
6,248.0 |
Range |
124.0 |
95.5 |
-28.5 |
-23.0% |
464.5 |
ATR |
183.1 |
176.8 |
-6.3 |
-3.4% |
0.0 |
Volume |
183,340 |
161,084 |
-22,256 |
-12.1% |
578,123 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,397.8 |
6,349.2 |
6,162.0 |
|
R3 |
6,302.3 |
6,253.7 |
6,135.8 |
|
R2 |
6,206.8 |
6,206.8 |
6,127.0 |
|
R1 |
6,158.2 |
6,158.2 |
6,118.3 |
6,134.8 |
PP |
6,111.3 |
6,111.3 |
6,111.3 |
6,099.6 |
S1 |
6,062.7 |
6,062.7 |
6,100.7 |
6,039.3 |
S2 |
6,015.8 |
6,015.8 |
6,092.0 |
|
S3 |
5,920.3 |
5,967.2 |
6,083.2 |
|
S4 |
5,824.8 |
5,871.7 |
6,057.0 |
|
|
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% |
173.5 |
2.8% |
59% |
False |
False |
190,209 |
10 |
6,320.5 |
5,837.0 |
483.5 |
7.9% |
170.7 |
2.8% |
56% |
False |
False |
114,946 |
20 |
6,637.0 |
5,837.0 |
800.0 |
13.1% |
156.5 |
2.6% |
34% |
False |
False |
58,873 |
40 |
6,738.0 |
5,837.0 |
901.0 |
14.7% |
134.9 |
2.2% |
30% |
False |
False |
29,969 |
60 |
6,738.0 |
5,837.0 |
901.0 |
14.7% |
138.1 |
2.3% |
30% |
False |
False |
20,264 |
80 |
7,174.0 |
5,837.0 |
1,337.0 |
21.9% |
135.6 |
2.2% |
20% |
False |
False |
15,924 |
100 |
7,421.0 |
5,837.0 |
1,584.0 |
25.9% |
125.2 |
2.0% |
17% |
False |
False |
12,801 |
120 |
7,421.0 |
5,837.0 |
1,584.0 |
25.9% |
120.5 |
2.0% |
17% |
False |
False |
10,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,565.9 |
2.618 |
6,410.0 |
1.618 |
6,314.5 |
1.000 |
6,255.5 |
0.618 |
6,219.0 |
HIGH |
6,160.0 |
0.618 |
6,123.5 |
0.500 |
6,112.3 |
0.382 |
6,101.0 |
LOW |
6,064.5 |
0.618 |
6,005.5 |
1.000 |
5,969.0 |
1.618 |
5,910.0 |
2.618 |
5,814.5 |
4.250 |
5,658.6 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,112.3 |
6,168.0 |
PP |
6,111.3 |
6,148.5 |
S1 |
6,110.4 |
6,129.0 |
|