Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,027.51 |
11,394.42 |
366.91 |
3.3% |
11,416.37 |
High |
11,483.05 |
11,394.58 |
-88.47 |
-0.8% |
11,483.05 |
Low |
11,026.70 |
10,992.20 |
-34.50 |
-0.3% |
10,459.44 |
Close |
11,388.44 |
11,015.69 |
-372.75 |
-3.3% |
11,388.44 |
Range |
456.35 |
402.38 |
-53.97 |
-11.8% |
1,023.61 |
ATR |
308.87 |
315.55 |
6.68 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,341.30 |
12,080.87 |
11,237.00 |
|
R3 |
11,938.92 |
11,678.49 |
11,126.34 |
|
R2 |
11,536.54 |
11,536.54 |
11,089.46 |
|
R1 |
11,276.11 |
11,276.11 |
11,052.57 |
11,205.14 |
PP |
11,134.16 |
11,134.16 |
11,134.16 |
11,098.67 |
S1 |
10,873.73 |
10,873.73 |
10,978.81 |
10,802.76 |
S2 |
10,731.78 |
10,731.78 |
10,941.92 |
|
S3 |
10,329.40 |
10,471.35 |
10,905.04 |
|
S4 |
9,927.02 |
10,068.97 |
10,794.38 |
|
|
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 |
9.3% |
457.53 |
4.2% |
54% |
False |
False |
|
10 |
11,577.50 |
10,459.44 |
1,118.06 |
10.1% |
382.53 |
3.5% |
50% |
False |
False |
|
20 |
11,790.17 |
10,459.44 |
1,330.73 |
12.1% |
305.42 |
2.8% |
42% |
False |
False |
|
40 |
11,867.11 |
10,459.44 |
1,407.67 |
12.8% |
258.19 |
2.3% |
40% |
False |
False |
|
60 |
11,867.11 |
10,459.44 |
1,407.67 |
12.8% |
244.04 |
2.2% |
40% |
False |
False |
|
80 |
12,689.70 |
10,459.44 |
2,230.26 |
20.2% |
229.47 |
2.1% |
25% |
False |
False |
|
100 |
13,136.69 |
10,459.44 |
2,677.25 |
24.3% |
215.97 |
2.0% |
21% |
False |
False |
|
120 |
13,136.69 |
10,459.44 |
2,677.25 |
24.3% |
205.93 |
1.9% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,104.70 |
2.618 |
12,448.01 |
1.618 |
12,045.63 |
1.000 |
11,796.96 |
0.618 |
11,643.25 |
HIGH |
11,394.58 |
0.618 |
11,240.87 |
0.500 |
11,193.39 |
0.382 |
11,145.91 |
LOW |
10,992.20 |
0.618 |
10,743.53 |
1.000 |
10,589.82 |
1.618 |
10,341.15 |
2.618 |
9,938.77 |
4.250 |
9,282.09 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,193.39 |
11,000.88 |
PP |
11,134.16 |
10,986.06 |
S1 |
11,074.92 |
10,971.25 |
|