Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,981.0 |
5,060.0 |
79.0 |
1.6% |
5,120.0 |
High |
5,093.0 |
5,073.0 |
-20.0 |
-0.4% |
5,186.0 |
Low |
4,981.0 |
4,964.0 |
-17.0 |
-0.3% |
4,795.0 |
Close |
5,083.0 |
5,010.0 |
-73.0 |
-1.4% |
4,873.0 |
Range |
112.0 |
109.0 |
-3.0 |
-2.7% |
391.0 |
ATR |
120.5 |
120.4 |
-0.1 |
-0.1% |
0.0 |
Volume |
39,459 |
29,190 |
-10,269 |
-26.0% |
153,319 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,342.7 |
5,285.3 |
5,070.0 |
|
R3 |
5,233.7 |
5,176.3 |
5,040.0 |
|
R2 |
5,124.7 |
5,124.7 |
5,030.0 |
|
R1 |
5,067.3 |
5,067.3 |
5,020.0 |
5,041.5 |
PP |
5,015.7 |
5,015.7 |
5,015.7 |
5,002.8 |
S1 |
4,958.3 |
4,958.3 |
5,000.0 |
4,932.5 |
S2 |
4,906.7 |
4,906.7 |
4,990.0 |
|
S3 |
4,797.7 |
4,849.3 |
4,980.0 |
|
S4 |
4,688.7 |
4,740.3 |
4,950.1 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,124.3 |
5,889.7 |
5,088.1 |
|
R3 |
5,733.3 |
5,498.7 |
4,980.5 |
|
R2 |
5,342.3 |
5,342.3 |
4,944.7 |
|
R1 |
5,107.7 |
5,107.7 |
4,908.8 |
5,029.5 |
PP |
4,951.3 |
4,951.3 |
4,951.3 |
4,912.3 |
S1 |
4,716.7 |
4,716.7 |
4,837.2 |
4,638.5 |
S2 |
4,560.3 |
4,560.3 |
4,801.3 |
|
S3 |
4,169.3 |
4,325.7 |
4,765.5 |
|
S4 |
3,778.3 |
3,934.7 |
4,658.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,154.0 |
4,795.0 |
359.0 |
7.2% |
119.6 |
2.4% |
60% |
False |
False |
35,999 |
10 |
5,186.0 |
4,795.0 |
391.0 |
7.8% |
95.3 |
1.9% |
55% |
False |
False |
29,725 |
20 |
5,186.0 |
4,795.0 |
391.0 |
7.8% |
93.6 |
1.9% |
55% |
False |
False |
27,902 |
40 |
5,186.0 |
4,728.0 |
458.0 |
9.1% |
89.6 |
1.8% |
62% |
False |
False |
27,144 |
60 |
5,454.0 |
4,728.0 |
726.0 |
14.5% |
87.8 |
1.8% |
39% |
False |
False |
27,550 |
80 |
5,975.0 |
4,728.0 |
1,247.0 |
24.9% |
81.0 |
1.6% |
23% |
False |
False |
22,858 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
71.9 |
1.4% |
22% |
False |
False |
18,303 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.5% |
64.6 |
1.3% |
22% |
False |
False |
15,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,536.3 |
2.618 |
5,358.4 |
1.618 |
5,249.4 |
1.000 |
5,182.0 |
0.618 |
5,140.4 |
HIGH |
5,073.0 |
0.618 |
5,031.4 |
0.500 |
5,018.5 |
0.382 |
5,005.6 |
LOW |
4,964.0 |
0.618 |
4,896.6 |
1.000 |
4,855.0 |
1.618 |
4,787.6 |
2.618 |
4,678.6 |
4.250 |
4,500.8 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,018.5 |
4,988.0 |
PP |
5,015.7 |
4,966.0 |
S1 |
5,012.8 |
4,944.0 |
|