Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,007.5 |
5,858.5 |
-149.0 |
-2.5% |
6,000.0 |
High |
6,047.0 |
6,039.0 |
-8.0 |
-0.1% |
6,084.0 |
Low |
5,783.5 |
5,786.0 |
2.5 |
0.0% |
5,783.5 |
Close |
5,827.0 |
5,845.0 |
18.0 |
0.3% |
5,845.0 |
Range |
263.5 |
253.0 |
-10.5 |
-4.0% |
300.5 |
ATR |
163.5 |
169.9 |
6.4 |
3.9% |
0.0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,649.0 |
6,500.0 |
5,984.2 |
|
R3 |
6,396.0 |
6,247.0 |
5,914.6 |
|
R2 |
6,143.0 |
6,143.0 |
5,891.4 |
|
R1 |
5,994.0 |
5,994.0 |
5,868.2 |
5,942.0 |
PP |
5,890.0 |
5,890.0 |
5,890.0 |
5,864.0 |
S1 |
5,741.0 |
5,741.0 |
5,821.8 |
5,689.0 |
S2 |
5,637.0 |
5,637.0 |
5,798.6 |
|
S3 |
5,384.0 |
5,488.0 |
5,775.4 |
|
S4 |
5,131.0 |
5,235.0 |
5,705.9 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,805.7 |
6,625.8 |
6,010.3 |
|
R3 |
6,505.2 |
6,325.3 |
5,927.6 |
|
R2 |
6,204.7 |
6,204.7 |
5,900.1 |
|
R1 |
6,024.8 |
6,024.8 |
5,872.5 |
5,964.5 |
PP |
5,904.2 |
5,904.2 |
5,904.2 |
5,874.0 |
S1 |
5,724.3 |
5,724.3 |
5,817.5 |
5,664.0 |
S2 |
5,603.7 |
5,603.7 |
5,789.9 |
|
S3 |
5,303.2 |
5,423.8 |
5,762.4 |
|
S4 |
5,002.7 |
5,123.3 |
5,679.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,084.0 |
5,783.5 |
300.5 |
5.1% |
195.5 |
3.3% |
20% |
False |
False |
61,404 |
10 |
6,332.0 |
5,783.5 |
548.5 |
9.4% |
168.1 |
2.9% |
11% |
False |
False |
108,667 |
20 |
6,566.0 |
5,783.5 |
782.5 |
13.4% |
154.9 |
2.7% |
8% |
False |
False |
123,687 |
40 |
6,665.0 |
5,783.5 |
881.5 |
15.1% |
139.5 |
2.4% |
7% |
False |
False |
135,785 |
60 |
6,665.0 |
5,783.5 |
881.5 |
15.1% |
145.2 |
2.5% |
7% |
False |
False |
154,512 |
80 |
7,217.0 |
5,783.5 |
1,433.5 |
24.5% |
140.3 |
2.4% |
4% |
False |
False |
130,708 |
100 |
7,340.0 |
5,783.5 |
1,556.5 |
26.6% |
130.4 |
2.2% |
4% |
False |
False |
104,652 |
120 |
7,340.0 |
5,783.5 |
1,556.5 |
26.6% |
126.3 |
2.2% |
4% |
False |
False |
87,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,114.3 |
2.618 |
6,701.4 |
1.618 |
6,448.4 |
1.000 |
6,292.0 |
0.618 |
6,195.4 |
HIGH |
6,039.0 |
0.618 |
5,942.4 |
0.500 |
5,912.5 |
0.382 |
5,882.6 |
LOW |
5,786.0 |
0.618 |
5,629.6 |
1.000 |
5,533.0 |
1.618 |
5,376.6 |
2.618 |
5,123.6 |
4.250 |
4,710.8 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,912.5 |
5,915.3 |
PP |
5,890.0 |
5,891.8 |
S1 |
5,867.5 |
5,868.4 |
|