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 |
885.8 |
914.6 |
28.8 |
3.3% |
779.7 |
High |
917.9 |
918.5 |
0.6 |
0.1% |
925.3 |
Low |
871.4 |
890.0 |
18.6 |
2.1% |
777.9 |
Close |
913.7 |
896.1 |
-17.6 |
-1.9% |
868.7 |
Range |
46.5 |
28.5 |
-18.0 |
-38.7% |
147.4 |
ATR |
34.1 |
33.7 |
-0.4 |
-1.2% |
0.0 |
Volume |
5,456 |
7,281 |
1,825 |
33.4% |
26,466 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
987.0 |
970.1 |
911.8 |
|
R3 |
958.5 |
941.6 |
903.9 |
|
R2 |
930.0 |
930.0 |
901.3 |
|
R1 |
913.1 |
913.1 |
898.7 |
907.3 |
PP |
901.5 |
901.5 |
901.5 |
898.7 |
S1 |
884.6 |
884.6 |
893.5 |
878.8 |
S2 |
873.0 |
873.0 |
890.9 |
|
S3 |
844.5 |
856.1 |
888.3 |
|
S4 |
816.0 |
827.6 |
880.4 |
|
|
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 |
786.6 |
138.7 |
15.5% |
57.3 |
6.4% |
79% |
False |
False |
6,785 |
10 |
925.3 |
743.9 |
181.4 |
20.2% |
38.8 |
4.3% |
84% |
False |
False |
5,351 |
20 |
925.3 |
743.9 |
181.4 |
20.2% |
29.7 |
3.3% |
84% |
False |
False |
3,308 |
40 |
948.0 |
743.9 |
204.1 |
22.8% |
24.7 |
2.8% |
75% |
False |
False |
2,932 |
60 |
1,004.1 |
743.9 |
260.2 |
29.0% |
21.8 |
2.4% |
58% |
False |
False |
2,425 |
80 |
1,004.1 |
743.9 |
260.2 |
29.0% |
19.4 |
2.2% |
58% |
False |
False |
1,937 |
100 |
1,004.1 |
743.9 |
260.2 |
29.0% |
17.6 |
2.0% |
58% |
False |
False |
1,703 |
120 |
1,004.1 |
743.9 |
260.2 |
29.0% |
16.0 |
1.8% |
58% |
False |
False |
1,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,039.6 |
2.618 |
993.1 |
1.618 |
964.6 |
1.000 |
947.0 |
0.618 |
936.1 |
HIGH |
918.5 |
0.618 |
907.6 |
0.500 |
904.3 |
0.382 |
900.9 |
LOW |
890.0 |
0.618 |
872.4 |
1.000 |
861.5 |
1.618 |
843.9 |
2.618 |
815.4 |
4.250 |
768.9 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
904.3 |
889.7 |
PP |
901.5 |
883.2 |
S1 |
898.8 |
876.8 |
|