Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,283 |
11,460 |
177 |
1.6% |
11,340 |
High |
11,464 |
11,498 |
34 |
0.3% |
11,583 |
Low |
11,102 |
11,282 |
180 |
1.6% |
11,102 |
Close |
11,455 |
11,458 |
3 |
0.0% |
11,458 |
Range |
362 |
216 |
-146 |
-40.3% |
481 |
ATR |
250 |
247 |
-2 |
-1.0% |
0 |
Volume |
252,681 |
142,480 |
-110,201 |
-43.6% |
1,223,987 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,061 |
11,975 |
11,577 |
|
R3 |
11,845 |
11,759 |
11,518 |
|
R2 |
11,629 |
11,629 |
11,498 |
|
R1 |
11,543 |
11,543 |
11,478 |
11,478 |
PP |
11,413 |
11,413 |
11,413 |
11,380 |
S1 |
11,327 |
11,327 |
11,438 |
11,262 |
S2 |
11,197 |
11,197 |
11,419 |
|
S3 |
10,981 |
11,111 |
11,399 |
|
S4 |
10,765 |
10,895 |
11,339 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,824 |
12,622 |
11,723 |
|
R3 |
12,343 |
12,141 |
11,590 |
|
R2 |
11,862 |
11,862 |
11,546 |
|
R1 |
11,660 |
11,660 |
11,502 |
11,761 |
PP |
11,381 |
11,381 |
11,381 |
11,432 |
S1 |
11,179 |
11,179 |
11,414 |
11,280 |
S2 |
10,900 |
10,900 |
11,370 |
|
S3 |
10,419 |
10,698 |
11,326 |
|
S4 |
9,938 |
10,217 |
11,194 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,583 |
11,102 |
481 |
4.2% |
279 |
2.4% |
74% |
False |
False |
244,797 |
10 |
11,793 |
11,040 |
753 |
6.6% |
262 |
2.3% |
56% |
False |
False |
225,865 |
20 |
11,793 |
11,040 |
753 |
6.6% |
232 |
2.0% |
56% |
False |
False |
208,335 |
40 |
11,853 |
11,040 |
813 |
7.1% |
229 |
2.0% |
51% |
False |
False |
202,396 |
60 |
12,115 |
10,812 |
1,303 |
11.4% |
232 |
2.0% |
50% |
False |
False |
211,594 |
80 |
12,722 |
10,812 |
1,910 |
16.7% |
219 |
1.9% |
34% |
False |
False |
166,246 |
100 |
13,140 |
10,812 |
2,328 |
20.3% |
210 |
1.8% |
28% |
False |
False |
133,018 |
120 |
13,140 |
10,812 |
2,328 |
20.3% |
201 |
1.8% |
28% |
False |
False |
110,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,416 |
2.618 |
12,064 |
1.618 |
11,848 |
1.000 |
11,714 |
0.618 |
11,632 |
HIGH |
11,498 |
0.618 |
11,416 |
0.500 |
11,390 |
0.382 |
11,365 |
LOW |
11,282 |
0.618 |
11,149 |
1.000 |
11,066 |
1.618 |
10,933 |
2.618 |
10,717 |
4.250 |
10,364 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,435 |
11,405 |
PP |
11,413 |
11,353 |
S1 |
11,390 |
11,300 |
|