Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,803.0 |
4,690.0 |
-113.0 |
-2.4% |
4,981.0 |
High |
4,882.0 |
4,781.0 |
-101.0 |
-2.1% |
5,093.0 |
Low |
4,770.0 |
4,683.0 |
-87.0 |
-1.8% |
4,813.0 |
Close |
4,827.0 |
4,749.0 |
-78.0 |
-1.6% |
4,926.0 |
Range |
112.0 |
98.0 |
-14.0 |
-12.5% |
280.0 |
ATR |
123.6 |
125.1 |
1.5 |
1.2% |
0.0 |
Volume |
106,576 |
127,264 |
20,688 |
19.4% |
162,768 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,031.7 |
4,988.3 |
4,802.9 |
|
R3 |
4,933.7 |
4,890.3 |
4,776.0 |
|
R2 |
4,835.7 |
4,835.7 |
4,767.0 |
|
R1 |
4,792.3 |
4,792.3 |
4,758.0 |
4,814.0 |
PP |
4,737.7 |
4,737.7 |
4,737.7 |
4,748.5 |
S1 |
4,694.3 |
4,694.3 |
4,740.0 |
4,716.0 |
S2 |
4,639.7 |
4,639.7 |
4,731.0 |
|
S3 |
4,541.7 |
4,596.3 |
4,722.1 |
|
S4 |
4,443.7 |
4,498.3 |
4,695.1 |
|
|
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 |
4,937.0 |
4,683.0 |
254.0 |
5.3% |
102.8 |
2.2% |
26% |
False |
True |
65,591 |
10 |
5,154.0 |
4,683.0 |
471.0 |
9.9% |
111.2 |
2.3% |
14% |
False |
True |
50,795 |
20 |
5,186.0 |
4,683.0 |
503.0 |
10.6% |
94.9 |
2.0% |
13% |
False |
True |
37,631 |
40 |
5,186.0 |
4,683.0 |
503.0 |
10.6% |
91.5 |
1.9% |
13% |
False |
True |
31,999 |
60 |
5,357.0 |
4,683.0 |
674.0 |
14.2% |
89.8 |
1.9% |
10% |
False |
True |
30,225 |
80 |
5,745.0 |
4,683.0 |
1,062.0 |
22.4% |
84.9 |
1.8% |
6% |
False |
True |
26,951 |
100 |
6,006.0 |
4,683.0 |
1,323.0 |
27.9% |
75.8 |
1.6% |
5% |
False |
True |
21,582 |
120 |
6,006.0 |
4,683.0 |
1,323.0 |
27.9% |
68.4 |
1.4% |
5% |
False |
True |
17,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,197.5 |
2.618 |
5,037.6 |
1.618 |
4,939.6 |
1.000 |
4,879.0 |
0.618 |
4,841.6 |
HIGH |
4,781.0 |
0.618 |
4,743.6 |
0.500 |
4,732.0 |
0.382 |
4,720.4 |
LOW |
4,683.0 |
0.618 |
4,622.4 |
1.000 |
4,585.0 |
1.618 |
4,524.4 |
2.618 |
4,426.4 |
4.250 |
4,266.5 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,743.3 |
4,807.5 |
PP |
4,737.7 |
4,788.0 |
S1 |
4,732.0 |
4,768.5 |
|