Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,609.01 |
11,027.51 |
418.50 |
3.9% |
11,416.37 |
High |
11,076.44 |
11,483.05 |
406.61 |
3.7% |
11,483.05 |
Low |
10,459.44 |
11,026.70 |
567.26 |
5.4% |
10,459.44 |
Close |
11,019.69 |
11,388.44 |
368.75 |
3.3% |
11,388.44 |
Range |
617.00 |
456.35 |
-160.65 |
-26.0% |
1,023.61 |
ATR |
296.98 |
308.87 |
11.88 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,668.45 |
12,484.79 |
11,639.43 |
|
R3 |
12,212.10 |
12,028.44 |
11,513.94 |
|
R2 |
11,755.75 |
11,755.75 |
11,472.10 |
|
R1 |
11,572.09 |
11,572.09 |
11,430.27 |
11,663.92 |
PP |
11,299.40 |
11,299.40 |
11,299.40 |
11,345.31 |
S1 |
11,115.74 |
11,115.74 |
11,346.61 |
11,207.57 |
S2 |
10,843.05 |
10,843.05 |
11,304.78 |
|
S3 |
10,386.70 |
10,659.39 |
11,262.94 |
|
S4 |
9,930.35 |
10,203.04 |
11,137.45 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,181.14 |
13,808.40 |
11,951.43 |
|
R3 |
13,157.53 |
12,784.79 |
11,669.93 |
|
R2 |
12,133.92 |
12,133.92 |
11,576.10 |
|
R1 |
11,761.18 |
11,761.18 |
11,482.27 |
11,435.75 |
PP |
11,110.31 |
11,110.31 |
11,110.31 |
10,947.59 |
S1 |
10,737.57 |
10,737.57 |
11,294.61 |
10,412.14 |
S2 |
10,086.70 |
10,086.70 |
11,200.78 |
|
S3 |
9,063.09 |
9,713.96 |
11,106.95 |
|
S4 |
8,039.48 |
8,690.35 |
10,825.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,483.05 |
10,459.44 |
1,023.61 |
9.0% |
476.84 |
4.2% |
91% |
True |
False |
|
10 |
11,577.50 |
10,459.44 |
1,118.06 |
9.8% |
376.88 |
3.3% |
83% |
False |
False |
|
20 |
11,790.17 |
10,459.44 |
1,330.73 |
11.7% |
295.57 |
2.6% |
70% |
False |
False |
|
40 |
11,867.11 |
10,459.44 |
1,407.67 |
12.4% |
251.10 |
2.2% |
66% |
False |
False |
|
60 |
11,867.11 |
10,459.44 |
1,407.67 |
12.4% |
243.26 |
2.1% |
66% |
False |
False |
|
80 |
12,726.66 |
10,459.44 |
2,267.22 |
19.9% |
226.59 |
2.0% |
41% |
False |
False |
|
100 |
13,136.69 |
10,459.44 |
2,677.25 |
23.5% |
213.96 |
1.9% |
35% |
False |
False |
|
120 |
13,136.69 |
10,459.44 |
2,677.25 |
23.5% |
203.75 |
1.8% |
35% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,422.54 |
2.618 |
12,677.77 |
1.618 |
12,221.42 |
1.000 |
11,939.40 |
0.618 |
11,765.07 |
HIGH |
11,483.05 |
0.618 |
11,308.72 |
0.500 |
11,254.88 |
0.382 |
11,201.03 |
LOW |
11,026.70 |
0.618 |
10,744.68 |
1.000 |
10,570.35 |
1.618 |
10,288.33 |
2.618 |
9,831.98 |
4.250 |
9,087.21 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,343.92 |
11,249.38 |
PP |
11,299.40 |
11,110.31 |
S1 |
11,254.88 |
10,971.25 |
|