Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
787.6 |
791.5 |
3.9 |
0.5% |
820.0 |
High |
796.7 |
875.9 |
79.2 |
9.9% |
826.5 |
Low |
778.9 |
786.6 |
7.7 |
1.0% |
743.9 |
Close |
784.0 |
854.3 |
70.3 |
9.0% |
768.2 |
Range |
17.8 |
89.3 |
71.5 |
401.7% |
82.6 |
ATR |
21.9 |
26.9 |
5.0 |
22.8% |
0.0 |
Volume |
2,636 |
4,394 |
1,758 |
66.7% |
18,596 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,106.8 |
1,069.9 |
903.4 |
|
R3 |
1,017.5 |
980.6 |
878.9 |
|
R2 |
928.2 |
928.2 |
870.7 |
|
R1 |
891.3 |
891.3 |
862.5 |
909.8 |
PP |
838.9 |
838.9 |
838.9 |
848.2 |
S1 |
802.0 |
802.0 |
846.1 |
820.5 |
S2 |
749.6 |
749.6 |
837.9 |
|
S3 |
660.3 |
712.7 |
829.7 |
|
S4 |
571.0 |
623.4 |
805.2 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,027.3 |
980.4 |
813.6 |
|
R3 |
944.7 |
897.8 |
790.9 |
|
R2 |
862.1 |
862.1 |
783.3 |
|
R1 |
815.2 |
815.2 |
775.8 |
797.4 |
PP |
779.5 |
779.5 |
779.5 |
770.6 |
S1 |
732.6 |
732.6 |
760.6 |
714.8 |
S2 |
696.9 |
696.9 |
753.1 |
|
S3 |
614.3 |
650.0 |
745.5 |
|
S4 |
531.7 |
567.4 |
722.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
875.9 |
743.9 |
132.0 |
15.5% |
32.2 |
3.8% |
84% |
True |
False |
4,394 |
10 |
875.9 |
743.9 |
132.0 |
15.5% |
27.7 |
3.2% |
84% |
True |
False |
3,181 |
20 |
875.9 |
743.9 |
132.0 |
15.5% |
23.0 |
2.7% |
84% |
True |
False |
2,142 |
40 |
964.2 |
743.9 |
220.3 |
25.8% |
21.1 |
2.5% |
50% |
False |
False |
2,342 |
60 |
1,004.1 |
743.9 |
260.2 |
30.5% |
19.7 |
2.3% |
42% |
False |
False |
1,970 |
80 |
1,004.1 |
743.9 |
260.2 |
30.5% |
17.6 |
2.1% |
42% |
False |
False |
1,581 |
100 |
1,004.1 |
743.9 |
260.2 |
30.5% |
15.8 |
1.8% |
42% |
False |
False |
1,417 |
120 |
1,004.1 |
743.9 |
260.2 |
30.5% |
14.5 |
1.7% |
42% |
False |
False |
1,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,255.4 |
2.618 |
1,109.7 |
1.618 |
1,020.4 |
1.000 |
965.2 |
0.618 |
931.1 |
HIGH |
875.9 |
0.618 |
841.8 |
0.500 |
831.3 |
0.382 |
820.7 |
LOW |
786.6 |
0.618 |
731.4 |
1.000 |
697.3 |
1.618 |
642.1 |
2.618 |
552.8 |
4.250 |
407.1 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
846.6 |
845.2 |
PP |
838.9 |
836.0 |
S1 |
831.3 |
826.9 |
|