Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,394.42 |
11,015.69 |
-378.73 |
-3.3% |
11,416.37 |
High |
11,394.58 |
11,143.21 |
-251.37 |
-2.2% |
11,483.05 |
Low |
10,992.20 |
10,833.94 |
-158.26 |
-1.4% |
10,459.44 |
Close |
11,015.69 |
10,854.17 |
-161.52 |
-1.5% |
11,388.44 |
Range |
402.38 |
309.27 |
-93.11 |
-23.1% |
1,023.61 |
ATR |
315.55 |
315.10 |
-0.45 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,871.58 |
11,672.15 |
11,024.27 |
|
R3 |
11,562.31 |
11,362.88 |
10,939.22 |
|
R2 |
11,253.04 |
11,253.04 |
10,910.87 |
|
R1 |
11,053.61 |
11,053.61 |
10,882.52 |
10,998.69 |
PP |
10,943.77 |
10,943.77 |
10,943.77 |
10,916.32 |
S1 |
10,744.34 |
10,744.34 |
10,825.82 |
10,689.42 |
S2 |
10,634.50 |
10,634.50 |
10,797.47 |
|
S3 |
10,325.23 |
10,435.07 |
10,769.12 |
|
S4 |
10,015.96 |
10,125.80 |
10,684.07 |
|
|
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 |
9.4% |
449.28 |
4.1% |
39% |
False |
False |
|
10 |
11,483.05 |
10,459.44 |
1,023.61 |
9.4% |
378.78 |
3.5% |
39% |
False |
False |
|
20 |
11,790.17 |
10,459.44 |
1,330.73 |
12.3% |
307.70 |
2.8% |
30% |
False |
False |
|
40 |
11,867.11 |
10,459.44 |
1,407.67 |
13.0% |
259.81 |
2.4% |
28% |
False |
False |
|
60 |
11,867.11 |
10,459.44 |
1,407.67 |
13.0% |
246.08 |
2.3% |
28% |
False |
False |
|
80 |
12,638.08 |
10,459.44 |
2,178.64 |
20.1% |
232.43 |
2.1% |
18% |
False |
False |
|
100 |
13,136.69 |
10,459.44 |
2,677.25 |
24.7% |
216.70 |
2.0% |
15% |
False |
False |
|
120 |
13,136.69 |
10,459.44 |
2,677.25 |
24.7% |
207.28 |
1.9% |
15% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,457.61 |
2.618 |
11,952.88 |
1.618 |
11,643.61 |
1.000 |
11,452.48 |
0.618 |
11,334.34 |
HIGH |
11,143.21 |
0.618 |
11,025.07 |
0.500 |
10,988.58 |
0.382 |
10,952.08 |
LOW |
10,833.94 |
0.618 |
10,642.81 |
1.000 |
10,524.67 |
1.618 |
10,333.54 |
2.618 |
10,024.27 |
4.250 |
9,519.54 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,988.58 |
11,158.50 |
PP |
10,943.77 |
11,057.05 |
S1 |
10,898.97 |
10,955.61 |
|