Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,185.63 |
11,224.87 |
39.24 |
0.4% |
11,545.63 |
High |
11,245.15 |
11,570.66 |
325.51 |
2.9% |
11,790.17 |
Low |
11,037.85 |
11,224.79 |
186.94 |
1.7% |
11,037.85 |
Close |
11,220.96 |
11,510.74 |
289.78 |
2.6% |
11,220.96 |
Range |
207.30 |
345.87 |
138.57 |
66.8% |
752.32 |
ATR |
212.34 |
222.15 |
9.81 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,473.01 |
12,337.74 |
11,700.97 |
|
R3 |
12,127.14 |
11,991.87 |
11,605.85 |
|
R2 |
11,781.27 |
11,781.27 |
11,574.15 |
|
R1 |
11,646.00 |
11,646.00 |
11,542.44 |
11,713.64 |
PP |
11,435.40 |
11,435.40 |
11,435.40 |
11,469.21 |
S1 |
11,300.13 |
11,300.13 |
11,479.04 |
11,367.77 |
S2 |
11,089.53 |
11,089.53 |
11,447.33 |
|
S3 |
10,743.66 |
10,954.26 |
11,415.63 |
|
S4 |
10,397.79 |
10,608.39 |
11,320.51 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,606.62 |
13,166.11 |
11,634.74 |
|
R3 |
12,854.30 |
12,413.79 |
11,427.85 |
|
R2 |
12,101.98 |
12,101.98 |
11,358.89 |
|
R1 |
11,661.47 |
11,661.47 |
11,289.92 |
11,505.57 |
PP |
11,349.66 |
11,349.66 |
11,349.66 |
11,271.71 |
S1 |
10,909.15 |
10,909.15 |
11,152.00 |
10,753.25 |
S2 |
10,597.34 |
10,597.34 |
11,083.03 |
|
S3 |
9,845.02 |
10,156.83 |
11,014.07 |
|
S4 |
9,092.70 |
9,404.51 |
10,807.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,790.17 |
11,037.85 |
752.32 |
6.5% |
273.15 |
2.4% |
63% |
False |
False |
|
10 |
11,790.17 |
11,037.85 |
752.32 |
6.5% |
228.31 |
2.0% |
63% |
False |
False |
|
20 |
11,867.11 |
11,037.85 |
829.26 |
7.2% |
207.95 |
1.8% |
57% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.0% |
215.95 |
1.9% |
66% |
False |
False |
|
60 |
12,322.82 |
10,827.71 |
1,495.11 |
13.0% |
209.14 |
1.8% |
46% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
201.74 |
1.8% |
30% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
193.05 |
1.7% |
30% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
192.71 |
1.7% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,040.61 |
2.618 |
12,476.15 |
1.618 |
12,130.28 |
1.000 |
11,916.53 |
0.618 |
11,784.41 |
HIGH |
11,570.66 |
0.618 |
11,438.54 |
0.500 |
11,397.73 |
0.382 |
11,356.91 |
LOW |
11,224.79 |
0.618 |
11,011.04 |
1.000 |
10,878.92 |
1.618 |
10,665.17 |
2.618 |
10,319.30 |
4.250 |
9,754.84 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,473.07 |
11,441.91 |
PP |
11,435.40 |
11,373.08 |
S1 |
11,397.73 |
11,304.26 |
|