Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,037 |
10,656 |
-381 |
-3.5% |
11,340 |
High |
11,147 |
11,086 |
-61 |
-0.5% |
11,583 |
Low |
10,591 |
10,465 |
-126 |
-1.2% |
11,102 |
Close |
10,659 |
10,982 |
323 |
3.0% |
11,458 |
Range |
556 |
621 |
65 |
11.7% |
481 |
ATR |
293 |
316 |
23 |
8.0% |
0 |
Volume |
59,003 |
46,152 |
-12,851 |
-21.8% |
1,223,987 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,707 |
12,466 |
11,324 |
|
R3 |
12,086 |
11,845 |
11,153 |
|
R2 |
11,465 |
11,465 |
11,096 |
|
R1 |
11,224 |
11,224 |
11,039 |
11,345 |
PP |
10,844 |
10,844 |
10,844 |
10,905 |
S1 |
10,603 |
10,603 |
10,925 |
10,724 |
S2 |
10,223 |
10,223 |
10,868 |
|
S3 |
9,602 |
9,982 |
10,811 |
|
S4 |
8,981 |
9,361 |
10,641 |
|
|
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 |
10,465 |
1,033 |
9.4% |
430 |
3.9% |
50% |
False |
True |
76,669 |
10 |
11,583 |
10,465 |
1,118 |
10.2% |
354 |
3.2% |
46% |
False |
True |
172,483 |
20 |
11,793 |
10,465 |
1,328 |
12.1% |
290 |
2.6% |
39% |
False |
True |
179,004 |
40 |
11,853 |
10,465 |
1,388 |
12.6% |
259 |
2.4% |
37% |
False |
True |
189,119 |
60 |
11,919 |
10,465 |
1,454 |
13.2% |
254 |
2.3% |
36% |
False |
True |
203,369 |
80 |
12,722 |
10,465 |
2,257 |
20.6% |
238 |
2.2% |
23% |
False |
True |
169,251 |
100 |
13,140 |
10,465 |
2,675 |
24.4% |
223 |
2.0% |
19% |
False |
True |
135,424 |
120 |
13,140 |
10,465 |
2,675 |
24.4% |
211 |
1.9% |
19% |
False |
True |
112,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,725 |
2.618 |
12,712 |
1.618 |
12,091 |
1.000 |
11,707 |
0.618 |
11,470 |
HIGH |
11,086 |
0.618 |
10,849 |
0.500 |
10,776 |
0.382 |
10,702 |
LOW |
10,465 |
0.618 |
10,081 |
1.000 |
9,844 |
1.618 |
9,460 |
2.618 |
8,839 |
4.250 |
7,826 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,913 |
10,923 |
PP |
10,844 |
10,865 |
S1 |
10,776 |
10,806 |
|