Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,015.69 |
10,850.02 |
-165.67 |
-1.5% |
11,416.37 |
High |
11,143.21 |
10,928.40 |
-214.81 |
-1.9% |
11,483.05 |
Low |
10,833.94 |
10,753.57 |
-80.37 |
-0.7% |
10,459.44 |
Close |
10,854.17 |
10,825.17 |
-29.00 |
-0.3% |
11,388.44 |
Range |
309.27 |
174.83 |
-134.44 |
-43.5% |
1,023.61 |
ATR |
315.10 |
305.08 |
-10.02 |
-3.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,360.20 |
11,267.52 |
10,921.33 |
|
R3 |
11,185.37 |
11,092.69 |
10,873.25 |
|
R2 |
11,010.54 |
11,010.54 |
10,857.22 |
|
R1 |
10,917.86 |
10,917.86 |
10,841.20 |
10,876.79 |
PP |
10,835.71 |
10,835.71 |
10,835.71 |
10,815.18 |
S1 |
10,743.03 |
10,743.03 |
10,809.14 |
10,701.96 |
S2 |
10,660.88 |
10,660.88 |
10,793.12 |
|
S3 |
10,486.05 |
10,568.20 |
10,777.09 |
|
S4 |
10,311.22 |
10,393.37 |
10,729.01 |
|
|
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 |
9.5% |
391.97 |
3.6% |
36% |
False |
False |
|
10 |
11,483.05 |
10,459.44 |
1,023.61 |
9.5% |
379.72 |
3.5% |
36% |
False |
False |
|
20 |
11,790.17 |
10,459.44 |
1,330.73 |
12.3% |
311.65 |
2.9% |
27% |
False |
False |
|
40 |
11,867.11 |
10,459.44 |
1,407.67 |
13.0% |
257.42 |
2.4% |
26% |
False |
False |
|
60 |
11,867.11 |
10,459.44 |
1,407.67 |
13.0% |
246.49 |
2.3% |
26% |
False |
False |
|
80 |
12,610.96 |
10,459.44 |
2,151.52 |
19.9% |
231.99 |
2.1% |
17% |
False |
False |
|
100 |
13,136.69 |
10,459.44 |
2,677.25 |
24.7% |
216.95 |
2.0% |
14% |
False |
False |
|
120 |
13,136.69 |
10,459.44 |
2,677.25 |
24.7% |
207.40 |
1.9% |
14% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,671.43 |
2.618 |
11,386.10 |
1.618 |
11,211.27 |
1.000 |
11,103.23 |
0.618 |
11,036.44 |
HIGH |
10,928.40 |
0.618 |
10,861.61 |
0.500 |
10,840.99 |
0.382 |
10,820.36 |
LOW |
10,753.57 |
0.618 |
10,645.53 |
1.000 |
10,578.74 |
1.618 |
10,470.70 |
2.618 |
10,295.87 |
4.250 |
10,010.54 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,840.99 |
11,074.08 |
PP |
10,835.71 |
10,991.11 |
S1 |
10,830.44 |
10,908.14 |
|