Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,514.73 |
11,233.91 |
-280.82 |
-2.4% |
11,545.63 |
High |
11,577.50 |
11,380.63 |
-196.87 |
-1.7% |
11,790.17 |
Low |
11,230.73 |
11,215.26 |
-15.47 |
-0.1% |
11,037.85 |
Close |
11,230.73 |
11,268.92 |
38.19 |
0.3% |
11,220.96 |
Range |
346.77 |
165.37 |
-181.40 |
-52.3% |
752.32 |
ATR |
231.05 |
226.36 |
-4.69 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,784.38 |
11,692.02 |
11,359.87 |
|
R3 |
11,619.01 |
11,526.65 |
11,314.40 |
|
R2 |
11,453.64 |
11,453.64 |
11,299.24 |
|
R1 |
11,361.28 |
11,361.28 |
11,284.08 |
11,407.46 |
PP |
11,288.27 |
11,288.27 |
11,288.27 |
11,311.36 |
S1 |
11,195.91 |
11,195.91 |
11,253.76 |
11,242.09 |
S2 |
11,122.90 |
11,122.90 |
11,238.60 |
|
S3 |
10,957.53 |
11,030.54 |
11,223.44 |
|
S4 |
10,792.16 |
10,865.17 |
11,177.97 |
|
|
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% |
284.35 |
2.5% |
43% |
False |
False |
|
10 |
11,790.17 |
11,037.85 |
752.32 |
6.7% |
243.58 |
2.2% |
31% |
False |
False |
|
20 |
11,790.17 |
11,037.85 |
752.32 |
6.7% |
214.94 |
1.9% |
31% |
False |
False |
|
40 |
11,867.11 |
10,918.33 |
948.78 |
8.4% |
215.47 |
1.9% |
37% |
False |
False |
|
60 |
12,322.82 |
10,827.71 |
1,495.11 |
13.3% |
213.12 |
1.9% |
30% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
204.98 |
1.8% |
19% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
194.56 |
1.7% |
19% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.5% |
191.59 |
1.7% |
19% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,083.45 |
2.618 |
11,813.57 |
1.618 |
11,648.20 |
1.000 |
11,546.00 |
0.618 |
11,482.83 |
HIGH |
11,380.63 |
0.618 |
11,317.46 |
0.500 |
11,297.95 |
0.382 |
11,278.43 |
LOW |
11,215.26 |
0.618 |
11,113.06 |
1.000 |
11,049.89 |
1.618 |
10,947.69 |
2.618 |
10,782.32 |
4.250 |
10,512.44 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,297.95 |
11,396.38 |
PP |
11,288.27 |
11,353.89 |
S1 |
11,278.60 |
11,311.41 |
|