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 |
5,421.0 |
5,462.0 |
41.0 |
0.8% |
5,605.0 |
High |
5,542.5 |
5,535.0 |
-7.5 |
-0.1% |
5,656.0 |
Low |
5,415.0 |
5,344.0 |
-71.0 |
-1.3% |
5,232.0 |
Close |
5,472.0 |
5,425.0 |
-47.0 |
-0.9% |
5,244.0 |
Range |
127.5 |
191.0 |
63.5 |
49.8% |
424.0 |
ATR |
138.2 |
142.0 |
3.8 |
2.7% |
0.0 |
Volume |
163,812 |
182,405 |
18,593 |
11.4% |
515,131 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,007.5 |
5,907.5 |
5,530.0 |
|
R3 |
5,816.5 |
5,716.5 |
5,477.5 |
|
R2 |
5,625.5 |
5,625.5 |
5,460.0 |
|
R1 |
5,525.5 |
5,525.5 |
5,442.5 |
5,480.0 |
PP |
5,434.5 |
5,434.5 |
5,434.5 |
5,412.0 |
S1 |
5,334.5 |
5,334.5 |
5,407.5 |
5,289.0 |
S2 |
5,243.5 |
5,243.5 |
5,390.0 |
|
S3 |
5,052.5 |
5,143.5 |
5,372.5 |
|
S4 |
4,861.5 |
4,952.5 |
5,320.0 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,649.5 |
6,370.5 |
5,477.0 |
|
R3 |
6,225.5 |
5,946.5 |
5,360.5 |
|
R2 |
5,801.5 |
5,801.5 |
5,321.5 |
|
R1 |
5,522.5 |
5,522.5 |
5,283.0 |
5,450.0 |
PP |
5,377.5 |
5,377.5 |
5,377.5 |
5,341.0 |
S1 |
5,098.5 |
5,098.5 |
5,205.0 |
5,026.0 |
S2 |
4,953.5 |
4,953.5 |
5,166.5 |
|
S3 |
4,529.5 |
4,674.5 |
5,127.5 |
|
S4 |
4,105.5 |
4,250.5 |
5,011.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,591.0 |
5,232.0 |
359.0 |
6.6% |
159.0 |
2.9% |
54% |
False |
False |
143,475 |
10 |
5,658.5 |
5,232.0 |
426.5 |
7.9% |
129.0 |
2.4% |
45% |
False |
False |
116,444 |
20 |
5,658.5 |
5,232.0 |
426.5 |
7.9% |
120.0 |
2.2% |
45% |
False |
False |
102,442 |
40 |
5,658.5 |
5,073.0 |
585.5 |
10.8% |
118.5 |
2.2% |
60% |
False |
False |
105,481 |
60 |
5,963.5 |
5,073.0 |
890.5 |
16.4% |
122.5 |
2.3% |
40% |
False |
False |
110,437 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
114.5 |
2.1% |
26% |
False |
False |
83,889 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
105.5 |
1.9% |
26% |
False |
False |
67,244 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
97.5 |
1.8% |
26% |
False |
False |
56,069 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,347.0 |
2.618 |
6,035.0 |
1.618 |
5,844.0 |
1.000 |
5,726.0 |
0.618 |
5,653.0 |
HIGH |
5,535.0 |
0.618 |
5,462.0 |
0.500 |
5,439.5 |
0.382 |
5,417.0 |
LOW |
5,344.0 |
0.618 |
5,226.0 |
1.000 |
5,153.0 |
1.618 |
5,035.0 |
2.618 |
4,844.0 |
4.250 |
4,532.0 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,439.5 |
5,412.5 |
PP |
5,434.5 |
5,400.0 |
S1 |
5,430.0 |
5,387.0 |
|