Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,350 |
10,967 |
-383 |
-3.4% |
11,340 |
High |
11,350 |
11,094 |
-256 |
-2.3% |
11,583 |
Low |
10,948 |
10,738 |
-210 |
-1.9% |
11,102 |
Close |
10,959 |
11,052 |
93 |
0.8% |
11,458 |
Range |
402 |
356 |
-46 |
-11.4% |
481 |
ATR |
266 |
272 |
6 |
2.4% |
0 |
Volume |
61,639 |
74,071 |
12,432 |
20.2% |
1,223,987 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,029 |
11,897 |
11,248 |
|
R3 |
11,673 |
11,541 |
11,150 |
|
R2 |
11,317 |
11,317 |
11,117 |
|
R1 |
11,185 |
11,185 |
11,085 |
11,251 |
PP |
10,961 |
10,961 |
10,961 |
10,995 |
S1 |
10,829 |
10,829 |
11,019 |
10,895 |
S2 |
10,605 |
10,605 |
10,987 |
|
S3 |
10,249 |
10,473 |
10,954 |
|
S4 |
9,893 |
10,117 |
10,856 |
|
|
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 |
11,498 |
10,738 |
760 |
6.9% |
306 |
2.8% |
41% |
False |
True |
162,302 |
10 |
11,583 |
10,738 |
845 |
7.6% |
288 |
2.6% |
37% |
False |
True |
207,211 |
20 |
11,793 |
10,738 |
1,055 |
9.5% |
250 |
2.3% |
30% |
False |
True |
193,612 |
40 |
11,853 |
10,738 |
1,115 |
10.1% |
239 |
2.2% |
28% |
False |
True |
194,704 |
60 |
11,919 |
10,738 |
1,181 |
10.7% |
239 |
2.2% |
27% |
False |
True |
207,140 |
80 |
12,722 |
10,738 |
1,984 |
18.0% |
225 |
2.0% |
16% |
False |
True |
167,940 |
100 |
13,140 |
10,738 |
2,402 |
21.7% |
213 |
1.9% |
13% |
False |
True |
134,373 |
120 |
13,140 |
10,738 |
2,402 |
21.7% |
205 |
1.8% |
13% |
False |
True |
111,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,607 |
2.618 |
12,026 |
1.618 |
11,670 |
1.000 |
11,450 |
0.618 |
11,314 |
HIGH |
11,094 |
0.618 |
10,958 |
0.500 |
10,916 |
0.382 |
10,874 |
LOW |
10,738 |
0.618 |
10,518 |
1.000 |
10,382 |
1.618 |
10,162 |
2.618 |
9,806 |
4.250 |
9,225 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,007 |
11,118 |
PP |
10,961 |
11,096 |
S1 |
10,916 |
11,074 |
|