Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,905.62 |
11,056.58 |
150.96 |
1.4% |
11,224.87 |
High |
11,093.22 |
11,057.31 |
-35.91 |
-0.3% |
11,577.50 |
Low |
10,742.70 |
10,595.90 |
-146.80 |
-1.4% |
11,098.67 |
Close |
11,059.02 |
10,609.66 |
-449.36 |
-4.1% |
11,421.99 |
Range |
350.52 |
461.41 |
110.89 |
31.6% |
478.83 |
ATR |
257.69 |
272.37 |
14.67 |
5.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,138.52 |
11,835.50 |
10,863.44 |
|
R3 |
11,677.11 |
11,374.09 |
10,736.55 |
|
R2 |
11,215.70 |
11,215.70 |
10,694.25 |
|
R1 |
10,912.68 |
10,912.68 |
10,651.96 |
10,833.49 |
PP |
10,754.29 |
10,754.29 |
10,754.29 |
10,714.69 |
S1 |
10,451.27 |
10,451.27 |
10,567.36 |
10,372.08 |
S2 |
10,292.88 |
10,292.88 |
10,525.07 |
|
S3 |
9,831.47 |
9,989.86 |
10,482.77 |
|
S4 |
9,370.06 |
9,528.45 |
10,355.88 |
|
|
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 |
11,459.93 |
10,595.90 |
864.03 |
8.1% |
367.48 |
3.5% |
2% |
False |
True |
|
10 |
11,577.50 |
10,595.90 |
981.60 |
9.3% |
325.92 |
3.1% |
1% |
False |
True |
|
20 |
11,790.17 |
10,595.90 |
1,194.27 |
11.3% |
258.11 |
2.4% |
1% |
False |
True |
|
40 |
11,867.11 |
10,595.90 |
1,271.21 |
12.0% |
234.99 |
2.2% |
1% |
False |
True |
|
60 |
11,924.19 |
10,595.90 |
1,328.29 |
12.5% |
230.60 |
2.2% |
1% |
False |
True |
|
80 |
12,726.66 |
10,595.90 |
2,130.76 |
20.1% |
216.13 |
2.0% |
1% |
False |
True |
|
100 |
13,136.69 |
10,595.90 |
2,540.79 |
23.9% |
204.89 |
1.9% |
1% |
False |
True |
|
120 |
13,136.69 |
10,595.90 |
2,540.79 |
23.9% |
199.34 |
1.9% |
1% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,018.30 |
2.618 |
12,265.28 |
1.618 |
11,803.87 |
1.000 |
11,518.72 |
0.618 |
11,342.46 |
HIGH |
11,057.31 |
0.618 |
10,881.05 |
0.500 |
10,826.61 |
0.382 |
10,772.16 |
LOW |
10,595.90 |
0.618 |
10,310.75 |
1.000 |
10,134.49 |
1.618 |
9,849.34 |
2.618 |
9,387.93 |
4.250 |
8,634.91 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,826.61 |
11,006.18 |
PP |
10,754.29 |
10,874.00 |
S1 |
10,681.98 |
10,741.83 |
|