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 |
6,000.0 |
6,000.0 |
0.0 |
0.0% |
6,221.0 |
High |
6,084.0 |
6,084.0 |
0.0 |
0.0% |
6,332.0 |
Low |
5,940.5 |
5,940.5 |
0.0 |
0.0% |
6,082.5 |
Close |
6,049.5 |
6,049.5 |
0.0 |
0.0% |
6,233.5 |
Range |
143.5 |
143.5 |
0.0 |
0.0% |
249.5 |
ATR |
154.0 |
153.2 |
-0.7 |
-0.5% |
0.0 |
Volume |
307,023 |
0 |
-307,023 |
-100.0% |
779,655 |
|
Daily Pivots for day following 16-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 |
6,263.5 |
5,940.5 |
323.0 |
5.3% |
131.1 |
2.2% |
34% |
False |
True |
178,564 |
10 |
6,530.5 |
5,940.5 |
590.0 |
9.8% |
148.9 |
2.5% |
18% |
False |
True |
169,944 |
20 |
6,566.0 |
5,940.5 |
625.5 |
10.3% |
134.7 |
2.2% |
17% |
False |
True |
144,330 |
40 |
6,665.0 |
5,940.5 |
724.5 |
12.0% |
132.9 |
2.2% |
15% |
False |
True |
147,437 |
60 |
6,703.5 |
5,940.5 |
763.0 |
12.6% |
141.4 |
2.3% |
14% |
False |
True |
163,462 |
80 |
7,217.0 |
5,940.5 |
1,276.5 |
21.1% |
135.6 |
2.2% |
9% |
False |
True |
130,736 |
100 |
7,340.0 |
5,940.5 |
1,399.5 |
23.1% |
125.6 |
2.1% |
8% |
False |
True |
104,661 |
120 |
7,340.0 |
5,940.5 |
1,399.5 |
23.1% |
124.9 |
2.1% |
8% |
False |
True |
87,304 |
|
|
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 16-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 |
|