Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
10,967 |
11,037 |
70 |
0.6% |
11,340 |
High |
11,094 |
11,147 |
53 |
0.5% |
11,583 |
Low |
10,738 |
10,591 |
-147 |
-1.4% |
11,102 |
Close |
11,052 |
10,659 |
-393 |
-3.6% |
11,458 |
Range |
356 |
556 |
200 |
56.2% |
481 |
ATR |
272 |
293 |
20 |
7.4% |
0 |
Volume |
74,071 |
59,003 |
-15,068 |
-20.3% |
1,223,987 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,467 |
12,119 |
10,965 |
|
R3 |
11,911 |
11,563 |
10,812 |
|
R2 |
11,355 |
11,355 |
10,761 |
|
R1 |
11,007 |
11,007 |
10,710 |
10,903 |
PP |
10,799 |
10,799 |
10,799 |
10,747 |
S1 |
10,451 |
10,451 |
10,608 |
10,347 |
S2 |
10,243 |
10,243 |
10,557 |
|
S3 |
9,687 |
9,895 |
10,506 |
|
S4 |
9,131 |
9,339 |
10,353 |
|
|
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 |
10,591 |
907 |
8.5% |
379 |
3.6% |
7% |
False |
True |
117,974 |
10 |
11,583 |
10,591 |
992 |
9.3% |
329 |
3.1% |
7% |
False |
True |
188,703 |
20 |
11,793 |
10,591 |
1,202 |
11.3% |
268 |
2.5% |
6% |
False |
True |
186,187 |
40 |
11,853 |
10,591 |
1,262 |
11.8% |
247 |
2.3% |
5% |
False |
True |
192,509 |
60 |
11,919 |
10,591 |
1,328 |
12.5% |
246 |
2.3% |
5% |
False |
True |
204,804 |
80 |
12,722 |
10,591 |
2,131 |
20.0% |
232 |
2.2% |
3% |
False |
True |
168,676 |
100 |
13,140 |
10,591 |
2,549 |
23.9% |
218 |
2.0% |
3% |
False |
True |
134,962 |
120 |
13,140 |
10,591 |
2,549 |
23.9% |
208 |
1.9% |
3% |
False |
True |
112,475 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,510 |
2.618 |
12,603 |
1.618 |
12,047 |
1.000 |
11,703 |
0.618 |
11,491 |
HIGH |
11,147 |
0.618 |
10,935 |
0.500 |
10,869 |
0.382 |
10,804 |
LOW |
10,591 |
0.618 |
10,248 |
1.000 |
10,035 |
1.618 |
9,692 |
2.618 |
9,136 |
4.250 |
8,228 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,869 |
10,971 |
PP |
10,799 |
10,867 |
S1 |
10,729 |
10,763 |
|