Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,827.17 |
11,019.04 |
191.87 |
1.8% |
11,394.42 |
High |
11,129.19 |
11,168.06 |
38.87 |
0.3% |
11,394.58 |
Low |
10,827.01 |
10,868.82 |
41.81 |
0.4% |
10,753.57 |
Close |
11,022.06 |
11,143.13 |
121.07 |
1.1% |
11,143.13 |
Range |
302.18 |
299.24 |
-2.94 |
-1.0% |
641.01 |
ATR |
305.00 |
304.59 |
-0.41 |
-0.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,957.72 |
11,849.67 |
11,307.71 |
|
R3 |
11,658.48 |
11,550.43 |
11,225.42 |
|
R2 |
11,359.24 |
11,359.24 |
11,197.99 |
|
R1 |
11,251.19 |
11,251.19 |
11,170.56 |
11,305.22 |
PP |
11,060.00 |
11,060.00 |
11,060.00 |
11,087.02 |
S1 |
10,951.95 |
10,951.95 |
11,115.70 |
11,005.98 |
S2 |
10,760.76 |
10,760.76 |
11,088.27 |
|
S3 |
10,461.52 |
10,652.71 |
11,060.84 |
|
S4 |
10,162.28 |
10,353.47 |
10,978.55 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,020.12 |
12,722.64 |
11,495.69 |
|
R3 |
12,379.11 |
12,081.63 |
11,319.41 |
|
R2 |
11,738.10 |
11,738.10 |
11,260.65 |
|
R1 |
11,440.62 |
11,440.62 |
11,201.89 |
11,268.86 |
PP |
11,097.09 |
11,097.09 |
11,097.09 |
11,011.21 |
S1 |
10,799.61 |
10,799.61 |
11,084.37 |
10,627.85 |
S2 |
10,456.08 |
10,456.08 |
11,025.61 |
|
S3 |
9,815.07 |
10,158.60 |
10,966.85 |
|
S4 |
9,174.06 |
9,517.59 |
10,790.57 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,394.58 |
10,753.57 |
641.01 |
5.8% |
297.58 |
2.7% |
61% |
False |
False |
|
10 |
11,483.05 |
10,459.44 |
1,023.61 |
9.2% |
387.21 |
3.5% |
67% |
False |
False |
|
20 |
11,790.17 |
10,459.44 |
1,330.73 |
11.9% |
322.32 |
2.9% |
51% |
False |
False |
|
40 |
11,867.11 |
10,459.44 |
1,407.67 |
12.6% |
262.35 |
2.4% |
49% |
False |
False |
|
60 |
11,867.11 |
10,459.44 |
1,407.67 |
12.6% |
249.11 |
2.2% |
49% |
False |
False |
|
80 |
12,610.96 |
10,459.44 |
2,151.52 |
19.3% |
234.89 |
2.1% |
32% |
False |
False |
|
100 |
13,136.69 |
10,459.44 |
2,677.25 |
24.0% |
219.94 |
2.0% |
26% |
False |
False |
|
120 |
13,136.69 |
10,459.44 |
2,677.25 |
24.0% |
210.48 |
1.9% |
26% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,439.83 |
2.618 |
11,951.47 |
1.618 |
11,652.23 |
1.000 |
11,467.30 |
0.618 |
11,352.99 |
HIGH |
11,168.06 |
0.618 |
11,053.75 |
0.500 |
11,018.44 |
0.382 |
10,983.13 |
LOW |
10,868.82 |
0.618 |
10,683.89 |
1.000 |
10,569.58 |
1.618 |
10,384.65 |
2.618 |
10,085.41 |
4.250 |
9,597.05 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,101.57 |
11,082.36 |
PP |
11,060.00 |
11,021.59 |
S1 |
11,018.44 |
10,960.82 |
|