Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,233.91 |
11,264.44 |
30.53 |
0.3% |
11,545.63 |
High |
11,380.63 |
11,445.68 |
65.05 |
0.6% |
11,790.17 |
Low |
11,215.26 |
11,098.67 |
-116.59 |
-1.0% |
11,037.85 |
Close |
11,268.92 |
11,433.71 |
164.79 |
1.5% |
11,220.96 |
Range |
165.37 |
347.01 |
181.64 |
109.8% |
752.32 |
ATR |
226.36 |
234.98 |
8.62 |
3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,367.05 |
12,247.39 |
11,624.57 |
|
R3 |
12,020.04 |
11,900.38 |
11,529.14 |
|
R2 |
11,673.03 |
11,673.03 |
11,497.33 |
|
R1 |
11,553.37 |
11,553.37 |
11,465.52 |
11,613.20 |
PP |
11,326.02 |
11,326.02 |
11,326.02 |
11,355.94 |
S1 |
11,206.36 |
11,206.36 |
11,401.90 |
11,266.19 |
S2 |
10,979.01 |
10,979.01 |
11,370.09 |
|
S3 |
10,632.00 |
10,859.35 |
11,338.28 |
|
S4 |
10,284.99 |
10,512.34 |
11,242.85 |
|
|
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 |
4.7% |
282.46 |
2.5% |
73% |
False |
False |
|
10 |
11,790.17 |
11,037.85 |
752.32 |
6.6% |
261.01 |
2.3% |
53% |
False |
False |
|
20 |
11,790.17 |
11,037.85 |
752.32 |
6.6% |
223.27 |
2.0% |
53% |
False |
False |
|
40 |
11,867.11 |
11,037.85 |
829.26 |
7.3% |
216.00 |
1.9% |
48% |
False |
False |
|
60 |
12,158.68 |
10,827.71 |
1,330.97 |
11.6% |
216.03 |
1.9% |
46% |
False |
False |
|
80 |
13,026.04 |
10,827.71 |
2,198.33 |
19.2% |
207.16 |
1.8% |
28% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
197.03 |
1.7% |
26% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
192.31 |
1.7% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,920.47 |
2.618 |
12,354.15 |
1.618 |
12,007.14 |
1.000 |
11,792.69 |
0.618 |
11,660.13 |
HIGH |
11,445.68 |
0.618 |
11,313.12 |
0.500 |
11,272.18 |
0.382 |
11,231.23 |
LOW |
11,098.67 |
0.618 |
10,884.22 |
1.000 |
10,751.66 |
1.618 |
10,537.21 |
2.618 |
10,190.20 |
4.250 |
9,623.88 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,379.87 |
11,401.84 |
PP |
11,326.02 |
11,369.96 |
S1 |
11,272.18 |
11,338.09 |
|