Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,201 |
11,340 |
139 |
1.2% |
11,547 |
High |
11,247 |
11,579 |
332 |
3.0% |
11,793 |
Low |
11,040 |
11,314 |
274 |
2.5% |
11,040 |
Close |
11,227 |
11,505 |
278 |
2.5% |
11,227 |
Range |
207 |
265 |
58 |
28.0% |
753 |
ATR |
227 |
236 |
9 |
3.9% |
0 |
Volume |
259,982 |
256,680 |
-3,302 |
-1.3% |
858,802 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,261 |
12,148 |
11,651 |
|
R3 |
11,996 |
11,883 |
11,578 |
|
R2 |
11,731 |
11,731 |
11,554 |
|
R1 |
11,618 |
11,618 |
11,529 |
11,675 |
PP |
11,466 |
11,466 |
11,466 |
11,494 |
S1 |
11,353 |
11,353 |
11,481 |
11,410 |
S2 |
11,201 |
11,201 |
11,457 |
|
S3 |
10,936 |
11,088 |
11,432 |
|
S4 |
10,671 |
10,823 |
11,359 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,612 |
13,173 |
11,641 |
|
R3 |
12,859 |
12,420 |
11,434 |
|
R2 |
12,106 |
12,106 |
11,365 |
|
R1 |
11,667 |
11,667 |
11,296 |
11,510 |
PP |
11,353 |
11,353 |
11,353 |
11,275 |
S1 |
10,914 |
10,914 |
11,158 |
10,757 |
S2 |
10,600 |
10,600 |
11,089 |
|
S3 |
9,847 |
10,161 |
11,020 |
|
S4 |
9,094 |
9,408 |
10,813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,793 |
11,040 |
753 |
6.5% |
263 |
2.3% |
62% |
False |
False |
223,096 |
10 |
11,793 |
11,040 |
753 |
6.5% |
231 |
2.0% |
62% |
False |
False |
199,010 |
20 |
11,853 |
11,040 |
813 |
7.1% |
219 |
1.9% |
57% |
False |
False |
203,779 |
40 |
11,853 |
10,812 |
1,041 |
9.0% |
231 |
2.0% |
67% |
False |
False |
206,173 |
60 |
12,353 |
10,812 |
1,541 |
13.4% |
226 |
2.0% |
45% |
False |
False |
205,212 |
80 |
13,139 |
10,812 |
2,327 |
20.2% |
216 |
1.9% |
30% |
False |
False |
154,163 |
100 |
13,140 |
10,812 |
2,328 |
20.2% |
205 |
1.8% |
30% |
False |
False |
123,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,705 |
2.618 |
12,273 |
1.618 |
12,008 |
1.000 |
11,844 |
0.618 |
11,743 |
HIGH |
11,579 |
0.618 |
11,478 |
0.500 |
11,447 |
0.382 |
11,415 |
LOW |
11,314 |
0.618 |
11,150 |
1.000 |
11,049 |
1.618 |
10,885 |
2.618 |
10,620 |
4.250 |
10,188 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,486 |
11,440 |
PP |
11,466 |
11,375 |
S1 |
11,447 |
11,310 |
|