Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
895.6 |
892.0 |
-3.6 |
-0.4% |
885.8 |
High |
905.3 |
920.2 |
14.9 |
1.6% |
920.2 |
Low |
875.3 |
877.9 |
2.6 |
0.3% |
871.4 |
Close |
887.1 |
893.6 |
6.5 |
0.7% |
893.6 |
Range |
30.0 |
42.3 |
12.3 |
41.0% |
48.8 |
ATR |
32.8 |
33.5 |
0.7 |
2.1% |
0.0 |
Volume |
3,587 |
7,035 |
3,448 |
96.1% |
28,121 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.1 |
1,001.2 |
916.9 |
|
R3 |
981.8 |
958.9 |
905.2 |
|
R2 |
939.5 |
939.5 |
901.4 |
|
R1 |
916.6 |
916.6 |
897.5 |
928.1 |
PP |
897.2 |
897.2 |
897.2 |
903.0 |
S1 |
874.3 |
874.3 |
889.7 |
885.8 |
S2 |
854.9 |
854.9 |
885.8 |
|
S3 |
812.6 |
832.0 |
882.0 |
|
S4 |
770.3 |
789.7 |
870.3 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,041.5 |
1,016.3 |
920.4 |
|
R3 |
992.7 |
967.5 |
907.0 |
|
R2 |
943.9 |
943.9 |
902.5 |
|
R1 |
918.7 |
918.7 |
898.1 |
931.3 |
PP |
895.1 |
895.1 |
895.1 |
901.4 |
S1 |
869.9 |
869.9 |
889.1 |
882.5 |
S2 |
846.3 |
846.3 |
884.7 |
|
S3 |
797.5 |
821.1 |
880.2 |
|
S4 |
748.7 |
772.3 |
866.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
920.2 |
871.4 |
48.8 |
5.5% |
34.3 |
3.8% |
45% |
True |
False |
5,624 |
10 |
925.3 |
777.9 |
147.4 |
16.5% |
41.6 |
4.7% |
78% |
False |
False |
5,458 |
20 |
925.3 |
743.9 |
181.4 |
20.3% |
31.9 |
3.6% |
83% |
False |
False |
3,993 |
40 |
927.5 |
743.9 |
183.6 |
20.5% |
25.7 |
2.9% |
82% |
False |
False |
3,242 |
60 |
1,004.1 |
743.9 |
260.2 |
29.1% |
22.6 |
2.5% |
58% |
False |
False |
2,642 |
80 |
1,004.1 |
743.9 |
260.2 |
29.1% |
20.3 |
2.3% |
58% |
False |
False |
2,125 |
100 |
1,004.1 |
743.9 |
260.2 |
29.1% |
18.2 |
2.0% |
58% |
False |
False |
1,832 |
120 |
1,004.1 |
743.9 |
260.2 |
29.1% |
16.6 |
1.9% |
58% |
False |
False |
1,598 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,100.0 |
2.618 |
1,030.9 |
1.618 |
988.6 |
1.000 |
962.5 |
0.618 |
946.3 |
HIGH |
920.2 |
0.618 |
904.0 |
0.500 |
899.1 |
0.382 |
894.1 |
LOW |
877.9 |
0.618 |
851.8 |
1.000 |
835.6 |
1.618 |
809.5 |
2.618 |
767.2 |
4.250 |
698.1 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
899.1 |
897.8 |
PP |
897.2 |
896.4 |
S1 |
895.4 |
895.0 |
|