Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,120.0 |
6,108.0 |
-12.0 |
-0.2% |
6,078.0 |
High |
6,160.0 |
6,255.0 |
95.0 |
1.5% |
6,301.5 |
Low |
6,064.5 |
6,096.0 |
31.5 |
0.5% |
5,837.0 |
Close |
6,109.5 |
6,236.0 |
126.5 |
2.1% |
6,248.0 |
Range |
95.5 |
159.0 |
63.5 |
66.5% |
464.5 |
ATR |
176.8 |
175.5 |
-1.3 |
-0.7% |
0.0 |
Volume |
161,084 |
202,829 |
41,745 |
25.9% |
578,123 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,672.7 |
6,613.3 |
6,323.5 |
|
R3 |
6,513.7 |
6,454.3 |
6,279.7 |
|
R2 |
6,354.7 |
6,354.7 |
6,265.2 |
|
R1 |
6,295.3 |
6,295.3 |
6,250.6 |
6,325.0 |
PP |
6,195.7 |
6,195.7 |
6,195.7 |
6,210.5 |
S1 |
6,136.3 |
6,136.3 |
6,221.4 |
6,166.0 |
S2 |
6,036.7 |
6,036.7 |
6,206.9 |
|
S3 |
5,877.7 |
5,977.3 |
6,192.3 |
|
S4 |
5,718.7 |
5,818.3 |
6,148.6 |
|
|
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 |
6,055.0 |
246.5 |
4.0% |
154.7 |
2.5% |
73% |
False |
False |
206,176 |
10 |
6,320.5 |
5,837.0 |
483.5 |
7.8% |
169.9 |
2.7% |
83% |
False |
False |
133,967 |
20 |
6,637.0 |
5,837.0 |
800.0 |
12.8% |
155.0 |
2.5% |
50% |
False |
False |
68,905 |
40 |
6,738.0 |
5,837.0 |
901.0 |
14.4% |
136.2 |
2.2% |
44% |
False |
False |
35,022 |
60 |
6,738.0 |
5,837.0 |
901.0 |
14.4% |
137.6 |
2.2% |
44% |
False |
False |
23,631 |
80 |
7,174.0 |
5,837.0 |
1,337.0 |
21.4% |
136.4 |
2.2% |
30% |
False |
False |
18,448 |
100 |
7,421.0 |
5,837.0 |
1,584.0 |
25.4% |
126.2 |
2.0% |
25% |
False |
False |
14,828 |
120 |
7,421.0 |
5,837.0 |
1,584.0 |
25.4% |
121.0 |
1.9% |
25% |
False |
False |
12,397 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,930.8 |
2.618 |
6,671.3 |
1.618 |
6,512.3 |
1.000 |
6,414.0 |
0.618 |
6,353.3 |
HIGH |
6,255.0 |
0.618 |
6,194.3 |
0.500 |
6,175.5 |
0.382 |
6,156.7 |
LOW |
6,096.0 |
0.618 |
5,997.7 |
1.000 |
5,937.0 |
1.618 |
5,838.7 |
2.618 |
5,679.7 |
4.250 |
5,420.3 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,215.8 |
6,209.0 |
PP |
6,195.7 |
6,182.0 |
S1 |
6,175.5 |
6,155.0 |
|