Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,224.87 |
11,514.73 |
289.86 |
2.6% |
11,545.63 |
High |
11,570.66 |
11,577.50 |
6.84 |
0.1% |
11,790.17 |
Low |
11,224.79 |
11,230.73 |
5.94 |
0.1% |
11,037.85 |
Close |
11,510.74 |
11,230.73 |
-280.01 |
-2.4% |
11,220.96 |
Range |
345.87 |
346.77 |
0.90 |
0.3% |
752.32 |
ATR |
222.15 |
231.05 |
8.90 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,386.63 |
12,155.45 |
11,421.45 |
|
R3 |
12,039.86 |
11,808.68 |
11,326.09 |
|
R2 |
11,693.09 |
11,693.09 |
11,294.30 |
|
R1 |
11,461.91 |
11,461.91 |
11,262.52 |
11,404.12 |
PP |
11,346.32 |
11,346.32 |
11,346.32 |
11,317.42 |
S1 |
11,115.14 |
11,115.14 |
11,198.94 |
11,057.35 |
S2 |
10,999.55 |
10,999.55 |
11,167.16 |
|
S3 |
10,652.78 |
10,768.37 |
11,135.37 |
|
S4 |
10,306.01 |
10,421.60 |
11,040.01 |
|
|
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 |
11,577.50 |
11,037.85 |
539.65 |
4.8% |
278.85 |
2.5% |
36% |
True |
False |
|
10 |
11,790.17 |
11,037.85 |
752.32 |
6.7% |
236.63 |
2.1% |
26% |
False |
False |
|
20 |
11,790.17 |
11,037.85 |
752.32 |
6.7% |
215.71 |
1.9% |
26% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.3% |
218.74 |
1.9% |
39% |
False |
False |
|
60 |
12,322.82 |
10,827.71 |
1,495.11 |
13.3% |
212.16 |
1.9% |
27% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
204.27 |
1.8% |
17% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
195.58 |
1.7% |
17% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
192.55 |
1.7% |
17% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,051.27 |
2.618 |
12,485.34 |
1.618 |
12,138.57 |
1.000 |
11,924.27 |
0.618 |
11,791.80 |
HIGH |
11,577.50 |
0.618 |
11,445.03 |
0.500 |
11,404.12 |
0.382 |
11,363.20 |
LOW |
11,230.73 |
0.618 |
11,016.43 |
1.000 |
10,883.96 |
1.618 |
10,669.66 |
2.618 |
10,322.89 |
4.250 |
9,756.96 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,404.12 |
11,307.68 |
PP |
11,346.32 |
11,282.03 |
S1 |
11,288.53 |
11,256.38 |
|