Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
914.6 |
897.0 |
-17.6 |
-1.9% |
779.7 |
High |
918.5 |
910.2 |
-8.3 |
-0.9% |
925.3 |
Low |
890.0 |
886.0 |
-4.0 |
-0.4% |
777.9 |
Close |
896.1 |
900.3 |
4.2 |
0.5% |
868.7 |
Range |
28.5 |
24.2 |
-4.3 |
-15.1% |
147.4 |
ATR |
33.7 |
33.0 |
-0.7 |
-2.0% |
0.0 |
Volume |
7,281 |
4,762 |
-2,519 |
-34.6% |
26,466 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
971.4 |
960.1 |
913.6 |
|
R3 |
947.2 |
935.9 |
907.0 |
|
R2 |
923.0 |
923.0 |
904.7 |
|
R1 |
911.7 |
911.7 |
902.5 |
917.4 |
PP |
898.8 |
898.8 |
898.8 |
901.7 |
S1 |
887.5 |
887.5 |
898.1 |
893.2 |
S2 |
874.6 |
874.6 |
895.9 |
|
S3 |
850.4 |
863.3 |
893.6 |
|
S4 |
826.2 |
839.1 |
887.0 |
|
|
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 |
835.0 |
90.3 |
10.0% |
44.3 |
4.9% |
72% |
False |
False |
6,859 |
10 |
925.3 |
743.9 |
181.4 |
20.1% |
38.2 |
4.2% |
86% |
False |
False |
5,626 |
20 |
925.3 |
743.9 |
181.4 |
20.1% |
29.8 |
3.3% |
86% |
False |
False |
3,539 |
40 |
938.2 |
743.9 |
194.3 |
21.6% |
24.8 |
2.8% |
80% |
False |
False |
3,038 |
60 |
1,004.1 |
743.9 |
260.2 |
28.9% |
21.8 |
2.4% |
60% |
False |
False |
2,502 |
80 |
1,004.1 |
743.9 |
260.2 |
28.9% |
19.5 |
2.2% |
60% |
False |
False |
1,997 |
100 |
1,004.1 |
743.9 |
260.2 |
28.9% |
17.8 |
2.0% |
60% |
False |
False |
1,748 |
120 |
1,004.1 |
743.9 |
260.2 |
28.9% |
16.2 |
1.8% |
60% |
False |
False |
1,514 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,013.1 |
2.618 |
973.6 |
1.618 |
949.4 |
1.000 |
934.4 |
0.618 |
925.2 |
HIGH |
910.2 |
0.618 |
901.0 |
0.500 |
898.1 |
0.382 |
895.2 |
LOW |
886.0 |
0.618 |
871.0 |
1.000 |
861.8 |
1.618 |
846.8 |
2.618 |
822.6 |
4.250 |
783.2 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
899.6 |
898.5 |
PP |
898.8 |
896.7 |
S1 |
898.1 |
895.0 |
|