Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,860.0 |
4,923.0 |
63.0 |
1.3% |
5,120.0 |
High |
4,937.0 |
4,930.0 |
-7.0 |
-0.1% |
5,186.0 |
Low |
4,851.0 |
4,813.0 |
-38.0 |
-0.8% |
4,795.0 |
Close |
4,913.0 |
4,834.0 |
-79.0 |
-1.6% |
4,873.0 |
Range |
86.0 |
117.0 |
31.0 |
36.0% |
391.0 |
ATR |
123.1 |
122.7 |
-0.4 |
-0.4% |
0.0 |
Volume |
35,078 |
27,495 |
-7,583 |
-21.6% |
153,319 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,210.0 |
5,139.0 |
4,898.4 |
|
R3 |
5,093.0 |
5,022.0 |
4,866.2 |
|
R2 |
4,976.0 |
4,976.0 |
4,855.5 |
|
R1 |
4,905.0 |
4,905.0 |
4,844.7 |
4,882.0 |
PP |
4,859.0 |
4,859.0 |
4,859.0 |
4,847.5 |
S1 |
4,788.0 |
4,788.0 |
4,823.3 |
4,765.0 |
S2 |
4,742.0 |
4,742.0 |
4,812.6 |
|
S3 |
4,625.0 |
4,671.0 |
4,801.8 |
|
S4 |
4,508.0 |
4,554.0 |
4,769.7 |
|
|
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 |
5,093.0 |
4,795.0 |
298.0 |
6.2% |
105.0 |
2.2% |
13% |
False |
False |
33,759 |
10 |
5,186.0 |
4,795.0 |
391.0 |
8.1% |
99.6 |
2.1% |
10% |
False |
False |
30,931 |
20 |
5,186.0 |
4,795.0 |
391.0 |
8.1% |
91.5 |
1.9% |
10% |
False |
False |
27,929 |
40 |
5,186.0 |
4,728.0 |
458.0 |
9.5% |
90.8 |
1.9% |
23% |
False |
False |
27,198 |
60 |
5,373.0 |
4,728.0 |
645.0 |
13.3% |
88.8 |
1.8% |
16% |
False |
False |
27,063 |
80 |
5,883.0 |
4,728.0 |
1,155.0 |
23.9% |
82.6 |
1.7% |
9% |
False |
False |
23,637 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.4% |
73.4 |
1.5% |
8% |
False |
False |
18,928 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.4% |
65.9 |
1.4% |
8% |
False |
False |
15,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,427.3 |
2.618 |
5,236.3 |
1.618 |
5,119.3 |
1.000 |
5,047.0 |
0.618 |
5,002.3 |
HIGH |
4,930.0 |
0.618 |
4,885.3 |
0.500 |
4,871.5 |
0.382 |
4,857.7 |
LOW |
4,813.0 |
0.618 |
4,740.7 |
1.000 |
4,696.0 |
1.618 |
4,623.7 |
2.618 |
4,506.7 |
4.250 |
4,315.8 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,871.5 |
4,943.0 |
PP |
4,859.0 |
4,906.7 |
S1 |
4,846.5 |
4,870.3 |
|