Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,232.0 |
6,000.0 |
-232.0 |
-3.7% |
6,221.0 |
High |
6,257.5 |
6,084.0 |
-173.5 |
-2.8% |
6,332.0 |
Low |
6,159.5 |
5,940.5 |
-219.0 |
-3.6% |
6,082.5 |
Close |
6,233.5 |
6,049.5 |
-184.0 |
-3.0% |
6,233.5 |
Range |
98.0 |
143.5 |
45.5 |
46.4% |
249.5 |
ATR |
143.3 |
154.0 |
10.7 |
7.5% |
0.0 |
Volume |
167,672 |
307,023 |
139,351 |
83.1% |
779,655 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,455.2 |
6,395.8 |
6,128.4 |
|
R3 |
6,311.7 |
6,252.3 |
6,089.0 |
|
R2 |
6,168.2 |
6,168.2 |
6,075.8 |
|
R1 |
6,108.8 |
6,108.8 |
6,062.7 |
6,138.5 |
PP |
6,024.7 |
6,024.7 |
6,024.7 |
6,039.5 |
S1 |
5,965.3 |
5,965.3 |
6,036.3 |
5,995.0 |
S2 |
5,881.2 |
5,881.2 |
6,023.2 |
|
S3 |
5,737.7 |
5,821.8 |
6,010.0 |
|
S4 |
5,594.2 |
5,678.3 |
5,970.6 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,964.5 |
6,848.5 |
6,370.7 |
|
R3 |
6,715.0 |
6,599.0 |
6,302.1 |
|
R2 |
6,465.5 |
6,465.5 |
6,279.2 |
|
R1 |
6,349.5 |
6,349.5 |
6,256.4 |
6,407.5 |
PP |
6,216.0 |
6,216.0 |
6,216.0 |
6,245.0 |
S1 |
6,100.0 |
6,100.0 |
6,210.6 |
6,158.0 |
S2 |
5,966.5 |
5,966.5 |
6,187.8 |
|
S3 |
5,717.0 |
5,850.5 |
6,164.9 |
|
S4 |
5,467.5 |
5,601.0 |
6,096.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,332.0 |
5,940.5 |
391.5 |
6.5% |
137.2 |
2.3% |
28% |
False |
True |
217,335 |
10 |
6,566.0 |
5,940.5 |
625.5 |
10.3% |
152.4 |
2.5% |
17% |
False |
True |
187,506 |
20 |
6,566.0 |
5,940.5 |
625.5 |
10.3% |
134.0 |
2.2% |
17% |
False |
True |
152,647 |
40 |
6,665.0 |
5,940.5 |
724.5 |
12.0% |
133.9 |
2.2% |
15% |
False |
True |
151,253 |
60 |
6,703.5 |
5,940.5 |
763.0 |
12.6% |
140.0 |
2.3% |
14% |
False |
True |
165,514 |
80 |
7,217.0 |
5,940.5 |
1,276.5 |
21.1% |
134.4 |
2.2% |
9% |
False |
True |
130,739 |
100 |
7,340.0 |
5,940.5 |
1,399.5 |
23.1% |
125.1 |
2.1% |
8% |
False |
True |
104,665 |
120 |
7,340.0 |
5,940.5 |
1,399.5 |
23.1% |
124.6 |
2.1% |
8% |
False |
True |
87,306 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,693.9 |
2.618 |
6,459.7 |
1.618 |
6,316.2 |
1.000 |
6,227.5 |
0.618 |
6,172.7 |
HIGH |
6,084.0 |
0.618 |
6,029.2 |
0.500 |
6,012.3 |
0.382 |
5,995.3 |
LOW |
5,940.5 |
0.618 |
5,851.8 |
1.000 |
5,797.0 |
1.618 |
5,708.3 |
2.618 |
5,564.8 |
4.250 |
5,330.6 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,037.1 |
6,099.0 |
PP |
6,024.7 |
6,082.5 |
S1 |
6,012.3 |
6,066.0 |
|