Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,462.0 |
5,396.5 |
-65.5 |
-1.2% |
5,605.0 |
High |
5,535.0 |
5,434.5 |
-100.5 |
-1.8% |
5,656.0 |
Low |
5,344.0 |
5,330.5 |
-13.5 |
-0.3% |
5,232.0 |
Close |
5,425.0 |
5,373.0 |
-52.0 |
-1.0% |
5,244.0 |
Range |
191.0 |
104.0 |
-87.0 |
-45.5% |
424.0 |
ATR |
142.0 |
139.3 |
-2.7 |
-1.9% |
0.0 |
Volume |
182,405 |
152,743 |
-29,662 |
-16.3% |
515,131 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,691.5 |
5,636.0 |
5,430.0 |
|
R3 |
5,587.5 |
5,532.0 |
5,401.5 |
|
R2 |
5,483.5 |
5,483.5 |
5,392.0 |
|
R1 |
5,428.0 |
5,428.0 |
5,382.5 |
5,404.0 |
PP |
5,379.5 |
5,379.5 |
5,379.5 |
5,367.0 |
S1 |
5,324.0 |
5,324.0 |
5,363.5 |
5,300.0 |
S2 |
5,275.5 |
5,275.5 |
5,354.0 |
|
S3 |
5,171.5 |
5,220.0 |
5,344.5 |
|
S4 |
5,067.5 |
5,116.0 |
5,316.0 |
|
|
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 |
5,550.5 |
5,232.0 |
318.5 |
5.9% |
158.0 |
2.9% |
44% |
False |
False |
153,869 |
10 |
5,658.5 |
5,232.0 |
426.5 |
7.9% |
126.0 |
2.3% |
33% |
False |
False |
121,724 |
20 |
5,658.5 |
5,232.0 |
426.5 |
7.9% |
120.5 |
2.2% |
33% |
False |
False |
105,037 |
40 |
5,658.5 |
5,206.0 |
452.5 |
8.4% |
117.5 |
2.2% |
37% |
False |
False |
105,027 |
60 |
5,869.5 |
5,073.0 |
796.5 |
14.8% |
122.0 |
2.3% |
38% |
False |
False |
111,290 |
80 |
6,386.0 |
5,073.0 |
1,313.0 |
24.4% |
115.0 |
2.1% |
23% |
False |
False |
85,795 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
105.5 |
2.0% |
22% |
False |
False |
68,771 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
97.5 |
1.8% |
22% |
False |
False |
57,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,876.5 |
2.618 |
5,707.0 |
1.618 |
5,603.0 |
1.000 |
5,538.5 |
0.618 |
5,499.0 |
HIGH |
5,434.5 |
0.618 |
5,395.0 |
0.500 |
5,382.5 |
0.382 |
5,370.0 |
LOW |
5,330.5 |
0.618 |
5,266.0 |
1.000 |
5,226.5 |
1.618 |
5,162.0 |
2.618 |
5,058.0 |
4.250 |
4,888.5 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,382.5 |
5,436.5 |
PP |
5,379.5 |
5,415.5 |
S1 |
5,376.0 |
5,394.0 |
|