Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,809.0 |
4,603.0 |
-206.0 |
-4.3% |
4,981.0 |
High |
4,837.0 |
4,616.0 |
-221.0 |
-4.6% |
5,093.0 |
Low |
4,699.0 |
4,536.0 |
-163.0 |
-3.5% |
4,813.0 |
Close |
4,730.0 |
4,542.0 |
-188.0 |
-4.0% |
4,926.0 |
Range |
138.0 |
80.0 |
-58.0 |
-42.0% |
280.0 |
ATR |
126.0 |
130.9 |
4.9 |
3.9% |
0.0 |
Volume |
81,862 |
5,540 |
-76,322 |
-93.2% |
162,768 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,804.7 |
4,753.3 |
4,586.0 |
|
R3 |
4,724.7 |
4,673.3 |
4,564.0 |
|
R2 |
4,644.7 |
4,644.7 |
4,556.7 |
|
R1 |
4,593.3 |
4,593.3 |
4,549.3 |
4,579.0 |
PP |
4,564.7 |
4,564.7 |
4,564.7 |
4,557.5 |
S1 |
4,513.3 |
4,513.3 |
4,534.7 |
4,499.0 |
S2 |
4,484.7 |
4,484.7 |
4,527.3 |
|
S3 |
4,404.7 |
4,433.3 |
4,520.0 |
|
S4 |
4,324.7 |
4,353.3 |
4,498.0 |
|
|
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 |
4,932.0 |
4,536.0 |
396.0 |
8.7% |
105.8 |
2.3% |
2% |
False |
True |
70,557 |
10 |
5,093.0 |
4,536.0 |
557.0 |
12.3% |
105.4 |
2.3% |
1% |
False |
True |
52,158 |
20 |
5,186.0 |
4,536.0 |
650.0 |
14.3% |
96.6 |
2.1% |
1% |
False |
True |
39,653 |
40 |
5,186.0 |
4,536.0 |
650.0 |
14.3% |
92.3 |
2.0% |
1% |
False |
True |
32,762 |
60 |
5,328.0 |
4,536.0 |
792.0 |
17.4% |
91.1 |
2.0% |
1% |
False |
True |
30,792 |
80 |
5,733.0 |
4,536.0 |
1,197.0 |
26.4% |
86.6 |
1.9% |
1% |
False |
True |
28,037 |
100 |
6,006.0 |
4,536.0 |
1,470.0 |
32.4% |
77.4 |
1.7% |
0% |
False |
True |
22,455 |
120 |
6,006.0 |
4,536.0 |
1,470.0 |
32.4% |
69.9 |
1.5% |
0% |
False |
True |
18,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,956.0 |
2.618 |
4,825.4 |
1.618 |
4,745.4 |
1.000 |
4,696.0 |
0.618 |
4,665.4 |
HIGH |
4,616.0 |
0.618 |
4,585.4 |
0.500 |
4,576.0 |
0.382 |
4,566.6 |
LOW |
4,536.0 |
0.618 |
4,486.6 |
1.000 |
4,456.0 |
1.618 |
4,406.6 |
2.618 |
4,326.6 |
4.250 |
4,196.0 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,576.0 |
4,686.5 |
PP |
4,564.7 |
4,638.3 |
S1 |
4,553.3 |
4,590.2 |
|