Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,429.32 |
11,416.37 |
-12.95 |
-0.1% |
11,224.87 |
High |
11,459.93 |
11,416.45 |
-43.48 |
-0.4% |
11,577.50 |
Low |
11,280.40 |
10,917.51 |
-362.89 |
-3.2% |
11,098.67 |
Close |
11,421.99 |
10,917.51 |
-504.48 |
-4.4% |
11,421.99 |
Range |
179.53 |
498.94 |
319.41 |
177.9% |
478.83 |
ATR |
231.02 |
250.55 |
19.53 |
8.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,580.64 |
12,248.02 |
11,191.93 |
|
R3 |
12,081.70 |
11,749.08 |
11,054.72 |
|
R2 |
11,582.76 |
11,582.76 |
11,008.98 |
|
R1 |
11,250.14 |
11,250.14 |
10,963.25 |
11,166.98 |
PP |
11,083.82 |
11,083.82 |
11,083.82 |
11,042.25 |
S1 |
10,751.20 |
10,751.20 |
10,871.77 |
10,668.04 |
S2 |
10,584.88 |
10,584.88 |
10,826.04 |
|
S3 |
10,085.94 |
10,252.26 |
10,780.30 |
|
S4 |
9,587.00 |
9,753.32 |
10,643.09 |
|
|
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 |
10,917.51 |
659.99 |
6.0% |
307.52 |
2.8% |
0% |
False |
True |
|
10 |
11,790.17 |
10,917.51 |
872.66 |
8.0% |
290.34 |
2.7% |
0% |
False |
True |
|
20 |
11,790.17 |
10,917.51 |
872.66 |
8.0% |
238.31 |
2.2% |
0% |
False |
True |
|
40 |
11,867.11 |
10,917.51 |
949.60 |
8.7% |
223.81 |
2.1% |
0% |
False |
True |
|
60 |
12,062.19 |
10,827.71 |
1,234.48 |
11.3% |
222.31 |
2.0% |
7% |
False |
False |
|
80 |
12,726.66 |
10,827.71 |
1,898.95 |
17.4% |
208.98 |
1.9% |
5% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
200.79 |
1.8% |
4% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
21.1% |
195.65 |
1.8% |
4% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,536.95 |
2.618 |
12,722.67 |
1.618 |
12,223.73 |
1.000 |
11,915.39 |
0.618 |
11,724.79 |
HIGH |
11,416.45 |
0.618 |
11,225.85 |
0.500 |
11,166.98 |
0.382 |
11,108.11 |
LOW |
10,917.51 |
0.618 |
10,609.17 |
1.000 |
10,418.57 |
1.618 |
10,110.23 |
2.618 |
9,611.29 |
4.250 |
8,797.02 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,166.98 |
11,188.72 |
PP |
11,083.82 |
11,098.32 |
S1 |
11,000.67 |
11,007.91 |
|