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 |
3,293.0 |
3,196.0 |
-97.0 |
-2.9% |
3,189.0 |
High |
3,326.0 |
3,218.0 |
-108.0 |
-3.2% |
3,349.0 |
Low |
3,163.0 |
3,142.0 |
-21.0 |
-0.7% |
2,991.0 |
Close |
3,235.0 |
3,189.0 |
-46.0 |
-1.4% |
3,301.0 |
Range |
163.0 |
76.0 |
-87.0 |
-53.4% |
358.0 |
ATR |
115.1 |
113.5 |
-1.6 |
-1.4% |
0.0 |
Volume |
1,515 |
3,543 |
2,028 |
133.9% |
390,452 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,411.0 |
3,376.0 |
3,230.8 |
|
R3 |
3,335.0 |
3,300.0 |
3,209.9 |
|
R2 |
3,259.0 |
3,259.0 |
3,202.9 |
|
R1 |
3,224.0 |
3,224.0 |
3,196.0 |
3,203.5 |
PP |
3,183.0 |
3,183.0 |
3,183.0 |
3,172.8 |
S1 |
3,148.0 |
3,148.0 |
3,182.0 |
3,127.5 |
S2 |
3,107.0 |
3,107.0 |
3,175.1 |
|
S3 |
3,031.0 |
3,072.0 |
3,168.1 |
|
S4 |
2,955.0 |
2,996.0 |
3,147.2 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,287.7 |
4,152.3 |
3,497.9 |
|
R3 |
3,929.7 |
3,794.3 |
3,399.5 |
|
R2 |
3,571.7 |
3,571.7 |
3,366.6 |
|
R1 |
3,436.3 |
3,436.3 |
3,333.8 |
3,504.0 |
PP |
3,213.7 |
3,213.7 |
3,213.7 |
3,247.5 |
S1 |
3,078.3 |
3,078.3 |
3,268.2 |
3,146.0 |
S2 |
2,855.7 |
2,855.7 |
3,235.4 |
|
S3 |
2,497.7 |
2,720.3 |
3,202.6 |
|
S4 |
2,139.7 |
2,362.3 |
3,104.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,349.0 |
2,991.0 |
358.0 |
11.2% |
151.8 |
4.8% |
55% |
False |
False |
49,603 |
10 |
3,349.0 |
2,991.0 |
358.0 |
11.2% |
116.0 |
3.6% |
55% |
False |
False |
42,580 |
20 |
3,476.0 |
2,991.0 |
485.0 |
15.2% |
92.7 |
2.9% |
41% |
False |
False |
23,253 |
40 |
3,515.0 |
2,991.0 |
524.0 |
16.4% |
65.0 |
2.0% |
38% |
False |
False |
12,103 |
60 |
3,515.0 |
2,991.0 |
524.0 |
16.4% |
63.4 |
2.0% |
38% |
False |
False |
8,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,541.0 |
2.618 |
3,417.0 |
1.618 |
3,341.0 |
1.000 |
3,294.0 |
0.618 |
3,265.0 |
HIGH |
3,218.0 |
0.618 |
3,189.0 |
0.500 |
3,180.0 |
0.382 |
3,171.0 |
LOW |
3,142.0 |
0.618 |
3,095.0 |
1.000 |
3,066.0 |
1.618 |
3,019.0 |
2.618 |
2,943.0 |
4.250 |
2,819.0 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,186.0 |
3,245.5 |
PP |
3,183.0 |
3,226.7 |
S1 |
3,180.0 |
3,207.8 |
|