Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,340 |
11,502 |
162 |
1.4% |
11,547 |
High |
11,579 |
11,583 |
4 |
0.0% |
11,793 |
Low |
11,314 |
11,225 |
-89 |
-0.8% |
11,040 |
Close |
11,505 |
11,247 |
-258 |
-2.2% |
11,227 |
Range |
265 |
358 |
93 |
35.1% |
753 |
ATR |
236 |
244 |
9 |
3.7% |
0 |
Volume |
256,680 |
291,507 |
34,827 |
13.6% |
858,802 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,426 |
12,194 |
11,444 |
|
R3 |
12,068 |
11,836 |
11,346 |
|
R2 |
11,710 |
11,710 |
11,313 |
|
R1 |
11,478 |
11,478 |
11,280 |
11,415 |
PP |
11,352 |
11,352 |
11,352 |
11,320 |
S1 |
11,120 |
11,120 |
11,214 |
11,057 |
S2 |
10,994 |
10,994 |
11,181 |
|
S3 |
10,636 |
10,762 |
11,149 |
|
S4 |
10,278 |
10,404 |
11,050 |
|
|
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 |
11,583 |
11,040 |
543 |
4.8% |
269 |
2.4% |
38% |
True |
False |
252,120 |
10 |
11,793 |
11,040 |
753 |
6.7% |
239 |
2.1% |
27% |
False |
False |
210,626 |
20 |
11,793 |
11,040 |
753 |
6.7% |
227 |
2.0% |
27% |
False |
False |
206,721 |
40 |
11,853 |
10,812 |
1,041 |
9.3% |
234 |
2.1% |
42% |
False |
False |
205,804 |
60 |
12,353 |
10,812 |
1,541 |
13.7% |
228 |
2.0% |
28% |
False |
False |
207,893 |
80 |
13,139 |
10,812 |
2,327 |
20.7% |
218 |
1.9% |
19% |
False |
False |
157,806 |
100 |
13,140 |
10,812 |
2,328 |
20.7% |
206 |
1.8% |
19% |
False |
False |
126,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,105 |
2.618 |
12,520 |
1.618 |
12,162 |
1.000 |
11,941 |
0.618 |
11,804 |
HIGH |
11,583 |
0.618 |
11,446 |
0.500 |
11,404 |
0.382 |
11,362 |
LOW |
11,225 |
0.618 |
11,004 |
1.000 |
10,867 |
1.618 |
10,646 |
2.618 |
10,288 |
4.250 |
9,704 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,404 |
11,312 |
PP |
11,352 |
11,290 |
S1 |
11,299 |
11,269 |
|