Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,502 |
11,241 |
-261 |
-2.3% |
11,547 |
High |
11,583 |
11,383 |
-200 |
-1.7% |
11,793 |
Low |
11,225 |
11,189 |
-36 |
-0.3% |
11,040 |
Close |
11,247 |
11,291 |
44 |
0.4% |
11,227 |
Range |
358 |
194 |
-164 |
-45.8% |
753 |
ATR |
244 |
241 |
-4 |
-1.5% |
0 |
Volume |
291,507 |
280,639 |
-10,868 |
-3.7% |
858,802 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,870 |
11,774 |
11,398 |
|
R3 |
11,676 |
11,580 |
11,344 |
|
R2 |
11,482 |
11,482 |
11,327 |
|
R1 |
11,386 |
11,386 |
11,309 |
11,434 |
PP |
11,288 |
11,288 |
11,288 |
11,312 |
S1 |
11,192 |
11,192 |
11,273 |
11,240 |
S2 |
11,094 |
11,094 |
11,256 |
|
S3 |
10,900 |
10,998 |
11,238 |
|
S4 |
10,706 |
10,804 |
11,184 |
|
|
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% |
279 |
2.5% |
46% |
False |
False |
259,433 |
10 |
11,793 |
11,040 |
753 |
6.7% |
249 |
2.2% |
33% |
False |
False |
218,972 |
20 |
11,793 |
11,040 |
753 |
6.7% |
227 |
2.0% |
33% |
False |
False |
210,541 |
40 |
11,853 |
10,851 |
1,002 |
8.9% |
231 |
2.0% |
44% |
False |
False |
206,814 |
60 |
12,353 |
10,812 |
1,541 |
13.6% |
230 |
2.0% |
31% |
False |
False |
209,990 |
80 |
13,010 |
10,812 |
2,198 |
19.5% |
218 |
1.9% |
22% |
False |
False |
161,310 |
100 |
13,140 |
10,812 |
2,328 |
20.6% |
207 |
1.8% |
21% |
False |
False |
129,067 |
120 |
13,140 |
10,812 |
2,328 |
20.6% |
197 |
1.7% |
21% |
False |
False |
107,559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,208 |
2.618 |
11,891 |
1.618 |
11,697 |
1.000 |
11,577 |
0.618 |
11,503 |
HIGH |
11,383 |
0.618 |
11,309 |
0.500 |
11,286 |
0.382 |
11,263 |
LOW |
11,189 |
0.618 |
11,069 |
1.000 |
10,995 |
1.618 |
10,875 |
2.618 |
10,681 |
4.250 |
10,365 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,289 |
11,386 |
PP |
11,288 |
11,354 |
S1 |
11,286 |
11,323 |
|