Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,923.0 |
4,897.0 |
-26.0 |
-0.5% |
4,981.0 |
High |
4,930.0 |
4,932.0 |
2.0 |
0.0% |
5,093.0 |
Low |
4,813.0 |
4,831.0 |
18.0 |
0.4% |
4,813.0 |
Close |
4,834.0 |
4,926.0 |
92.0 |
1.9% |
4,926.0 |
Range |
117.0 |
101.0 |
-16.0 |
-13.7% |
280.0 |
ATR |
122.7 |
121.1 |
-1.5 |
-1.3% |
0.0 |
Volume |
27,495 |
31,546 |
4,051 |
14.7% |
162,768 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,199.3 |
5,163.7 |
4,981.6 |
|
R3 |
5,098.3 |
5,062.7 |
4,953.8 |
|
R2 |
4,997.3 |
4,997.3 |
4,944.5 |
|
R1 |
4,961.7 |
4,961.7 |
4,935.3 |
4,979.5 |
PP |
4,896.3 |
4,896.3 |
4,896.3 |
4,905.3 |
S1 |
4,860.7 |
4,860.7 |
4,916.7 |
4,878.5 |
S2 |
4,795.3 |
4,795.3 |
4,907.5 |
|
S3 |
4,694.3 |
4,759.7 |
4,898.2 |
|
S4 |
4,593.3 |
4,658.7 |
4,870.5 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,784.0 |
5,635.0 |
5,080.0 |
|
R3 |
5,504.0 |
5,355.0 |
5,003.0 |
|
R2 |
5,224.0 |
5,224.0 |
4,977.3 |
|
R1 |
5,075.0 |
5,075.0 |
4,951.7 |
5,009.5 |
PP |
4,944.0 |
4,944.0 |
4,944.0 |
4,911.3 |
S1 |
4,795.0 |
4,795.0 |
4,900.3 |
4,729.5 |
S2 |
4,664.0 |
4,664.0 |
4,874.7 |
|
S3 |
4,384.0 |
4,515.0 |
4,849.0 |
|
S4 |
4,104.0 |
4,235.0 |
4,772.0 |
|
|
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 |
4,813.0 |
280.0 |
5.7% |
105.0 |
2.1% |
40% |
False |
False |
32,553 |
10 |
5,186.0 |
4,795.0 |
391.0 |
7.9% |
103.2 |
2.1% |
34% |
False |
False |
31,608 |
20 |
5,186.0 |
4,795.0 |
391.0 |
7.9% |
93.7 |
1.9% |
34% |
False |
False |
28,628 |
40 |
5,186.0 |
4,728.0 |
458.0 |
9.3% |
90.7 |
1.8% |
43% |
False |
False |
27,484 |
60 |
5,357.0 |
4,728.0 |
629.0 |
12.8% |
88.9 |
1.8% |
31% |
False |
False |
27,100 |
80 |
5,777.0 |
4,728.0 |
1,049.0 |
21.3% |
82.8 |
1.7% |
19% |
False |
False |
24,029 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
74.4 |
1.5% |
15% |
False |
False |
19,243 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.9% |
66.7 |
1.4% |
15% |
False |
False |
16,043 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,361.3 |
2.618 |
5,196.4 |
1.618 |
5,095.4 |
1.000 |
5,033.0 |
0.618 |
4,994.4 |
HIGH |
4,932.0 |
0.618 |
4,893.4 |
0.500 |
4,881.5 |
0.382 |
4,869.6 |
LOW |
4,831.0 |
0.618 |
4,768.6 |
1.000 |
4,730.0 |
1.618 |
4,667.6 |
2.618 |
4,566.6 |
4.250 |
4,401.8 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,911.2 |
4,909.0 |
PP |
4,896.3 |
4,892.0 |
S1 |
4,881.5 |
4,875.0 |
|