Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,264.44 |
11,429.32 |
164.88 |
1.5% |
11,224.87 |
High |
11,445.68 |
11,459.93 |
14.25 |
0.1% |
11,577.50 |
Low |
11,098.67 |
11,280.40 |
181.73 |
1.6% |
11,098.67 |
Close |
11,433.71 |
11,421.99 |
-11.72 |
-0.1% |
11,421.99 |
Range |
347.01 |
179.53 |
-167.48 |
-48.3% |
478.83 |
ATR |
234.98 |
231.02 |
-3.96 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,926.03 |
11,853.54 |
11,520.73 |
|
R3 |
11,746.50 |
11,674.01 |
11,471.36 |
|
R2 |
11,566.97 |
11,566.97 |
11,454.90 |
|
R1 |
11,494.48 |
11,494.48 |
11,438.45 |
11,440.96 |
PP |
11,387.44 |
11,387.44 |
11,387.44 |
11,360.68 |
S1 |
11,314.95 |
11,314.95 |
11,405.53 |
11,261.43 |
S2 |
11,207.91 |
11,207.91 |
11,389.08 |
|
S3 |
11,028.38 |
11,135.42 |
11,372.62 |
|
S4 |
10,848.85 |
10,955.89 |
11,323.25 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,802.54 |
12,591.10 |
11,685.35 |
|
R3 |
12,323.71 |
12,112.27 |
11,553.67 |
|
R2 |
11,844.88 |
11,844.88 |
11,509.78 |
|
R1 |
11,633.44 |
11,633.44 |
11,465.88 |
11,739.16 |
PP |
11,366.05 |
11,366.05 |
11,366.05 |
11,418.92 |
S1 |
11,154.61 |
11,154.61 |
11,378.10 |
11,260.33 |
S2 |
10,887.22 |
10,887.22 |
11,334.20 |
|
S3 |
10,408.39 |
10,675.78 |
11,290.31 |
|
S4 |
9,929.56 |
10,196.95 |
11,158.63 |
|
|
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 |
11,098.67 |
478.83 |
4.2% |
276.91 |
2.4% |
68% |
False |
False |
|
10 |
11,790.17 |
11,037.85 |
752.32 |
6.6% |
257.43 |
2.3% |
51% |
False |
False |
|
20 |
11,790.17 |
11,037.85 |
752.32 |
6.6% |
218.88 |
1.9% |
51% |
False |
False |
|
40 |
11,867.11 |
11,037.85 |
829.26 |
7.3% |
214.56 |
1.9% |
46% |
False |
False |
|
60 |
12,114.79 |
10,827.71 |
1,287.08 |
11.3% |
216.27 |
1.9% |
46% |
False |
False |
|
80 |
12,862.47 |
10,827.71 |
2,034.76 |
17.8% |
206.35 |
1.8% |
29% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
197.14 |
1.7% |
26% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
192.78 |
1.7% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,222.93 |
2.618 |
11,929.94 |
1.618 |
11,750.41 |
1.000 |
11,639.46 |
0.618 |
11,570.88 |
HIGH |
11,459.93 |
0.618 |
11,391.35 |
0.500 |
11,370.17 |
0.382 |
11,348.98 |
LOW |
11,280.40 |
0.618 |
11,169.45 |
1.000 |
11,100.87 |
1.618 |
10,989.92 |
2.618 |
10,810.39 |
4.250 |
10,517.40 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,404.72 |
11,374.43 |
PP |
11,387.44 |
11,326.86 |
S1 |
11,370.17 |
11,279.30 |
|