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 |
6,000.0 |
5,936.0 |
-64.0 |
-1.1% |
6,221.0 |
High |
6,084.0 |
6,034.0 |
-50.0 |
-0.8% |
6,332.0 |
Low |
5,940.5 |
5,860.0 |
-80.5 |
-1.4% |
6,082.5 |
Close |
6,049.5 |
5,949.5 |
-100.0 |
-1.7% |
6,233.5 |
Range |
143.5 |
174.0 |
30.5 |
21.3% |
249.5 |
ATR |
153.2 |
155.8 |
2.6 |
1.7% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,469.8 |
6,383.7 |
6,045.2 |
|
R3 |
6,295.8 |
6,209.7 |
5,997.4 |
|
R2 |
6,121.8 |
6,121.8 |
5,981.4 |
|
R1 |
6,035.7 |
6,035.7 |
5,965.5 |
6,078.8 |
PP |
5,947.8 |
5,947.8 |
5,947.8 |
5,969.4 |
S1 |
5,861.7 |
5,861.7 |
5,933.6 |
5,904.8 |
S2 |
5,773.8 |
5,773.8 |
5,917.6 |
|
S3 |
5,599.8 |
5,687.7 |
5,901.7 |
|
S4 |
5,425.8 |
5,513.7 |
5,853.8 |
|
|
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 |
6,257.5 |
5,860.0 |
397.5 |
6.7% |
145.6 |
2.4% |
23% |
False |
True |
136,971 |
10 |
6,488.5 |
5,860.0 |
628.5 |
10.6% |
158.0 |
2.7% |
14% |
False |
True |
154,677 |
20 |
6,566.0 |
5,860.0 |
706.0 |
11.9% |
139.5 |
2.3% |
13% |
False |
True |
137,468 |
40 |
6,665.0 |
5,860.0 |
805.0 |
13.5% |
135.2 |
2.3% |
11% |
False |
True |
143,762 |
60 |
6,703.5 |
5,860.0 |
843.5 |
14.2% |
141.3 |
2.4% |
11% |
False |
True |
160,068 |
80 |
7,217.0 |
5,860.0 |
1,357.0 |
22.8% |
136.6 |
2.3% |
7% |
False |
True |
130,733 |
100 |
7,340.0 |
5,860.0 |
1,480.0 |
24.9% |
126.8 |
2.1% |
6% |
False |
True |
104,659 |
120 |
7,340.0 |
5,860.0 |
1,480.0 |
24.9% |
125.2 |
2.1% |
6% |
False |
True |
87,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,773.5 |
2.618 |
6,489.5 |
1.618 |
6,315.5 |
1.000 |
6,208.0 |
0.618 |
6,141.5 |
HIGH |
6,034.0 |
0.618 |
5,967.5 |
0.500 |
5,947.0 |
0.382 |
5,926.5 |
LOW |
5,860.0 |
0.618 |
5,752.5 |
1.000 |
5,686.0 |
1.618 |
5,578.5 |
2.618 |
5,404.5 |
4.250 |
5,120.5 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,948.7 |
5,972.0 |
PP |
5,947.8 |
5,964.5 |
S1 |
5,947.0 |
5,957.0 |
|