Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
867.7 |
860.4 |
-7.3 |
-0.8% |
779.7 |
High |
925.3 |
881.4 |
-43.9 |
-4.7% |
925.3 |
Low |
849.6 |
835.0 |
-14.6 |
-1.7% |
777.9 |
Close |
901.0 |
868.7 |
-32.3 |
-3.6% |
868.7 |
Range |
75.7 |
46.4 |
-29.3 |
-38.7% |
147.4 |
ATR |
30.4 |
32.9 |
2.5 |
8.4% |
0.0 |
Volume |
10,674 |
6,123 |
-4,551 |
-42.6% |
26,466 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,000.9 |
981.2 |
894.2 |
|
R3 |
954.5 |
934.8 |
881.5 |
|
R2 |
908.1 |
908.1 |
877.2 |
|
R1 |
888.4 |
888.4 |
873.0 |
898.3 |
PP |
861.7 |
861.7 |
861.7 |
866.6 |
S1 |
842.0 |
842.0 |
864.4 |
851.9 |
S2 |
815.3 |
815.3 |
860.2 |
|
S3 |
768.9 |
795.6 |
855.9 |
|
S4 |
722.5 |
749.2 |
843.2 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.5 |
1,231.5 |
949.8 |
|
R3 |
1,152.1 |
1,084.1 |
909.2 |
|
R2 |
1,004.7 |
1,004.7 |
895.7 |
|
R1 |
936.7 |
936.7 |
882.2 |
970.7 |
PP |
857.3 |
857.3 |
857.3 |
874.3 |
S1 |
789.3 |
789.3 |
855.2 |
823.3 |
S2 |
709.9 |
709.9 |
841.7 |
|
S3 |
562.5 |
641.9 |
828.2 |
|
S4 |
415.1 |
494.5 |
787.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
925.3 |
777.9 |
147.4 |
17.0% |
49.0 |
5.6% |
62% |
False |
False |
5,293 |
10 |
925.3 |
743.9 |
181.4 |
20.9% |
36.2 |
4.2% |
69% |
False |
False |
4,506 |
20 |
925.3 |
743.9 |
181.4 |
20.9% |
27.3 |
3.1% |
69% |
False |
False |
2,803 |
40 |
948.4 |
743.9 |
204.5 |
23.5% |
23.3 |
2.7% |
61% |
False |
False |
2,731 |
60 |
1,004.1 |
743.9 |
260.2 |
30.0% |
21.0 |
2.4% |
48% |
False |
False |
2,236 |
80 |
1,004.1 |
743.9 |
260.2 |
30.0% |
18.6 |
2.1% |
48% |
False |
False |
1,781 |
100 |
1,004.1 |
743.9 |
260.2 |
30.0% |
16.9 |
1.9% |
48% |
False |
False |
1,582 |
120 |
1,004.1 |
743.9 |
260.2 |
30.0% |
15.4 |
1.8% |
48% |
False |
False |
1,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,078.6 |
2.618 |
1,002.9 |
1.618 |
956.5 |
1.000 |
927.8 |
0.618 |
910.1 |
HIGH |
881.4 |
0.618 |
863.7 |
0.500 |
858.2 |
0.382 |
852.7 |
LOW |
835.0 |
0.618 |
806.3 |
1.000 |
788.6 |
1.618 |
759.9 |
2.618 |
713.5 |
4.250 |
637.8 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
865.2 |
864.5 |
PP |
861.7 |
860.2 |
S1 |
858.2 |
856.0 |
|