Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,396.5 |
5,365.0 |
-31.5 |
-0.6% |
5,605.0 |
High |
5,434.5 |
5,407.5 |
-27.0 |
-0.5% |
5,656.0 |
Low |
5,330.5 |
5,262.5 |
-68.0 |
-1.3% |
5,232.0 |
Close |
5,373.0 |
5,322.0 |
-51.0 |
-0.9% |
5,244.0 |
Range |
104.0 |
145.0 |
41.0 |
39.4% |
424.0 |
ATR |
139.3 |
139.7 |
0.4 |
0.3% |
0.0 |
Volume |
152,743 |
141,736 |
-11,007 |
-7.2% |
515,131 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,765.5 |
5,689.0 |
5,402.0 |
|
R3 |
5,620.5 |
5,544.0 |
5,362.0 |
|
R2 |
5,475.5 |
5,475.5 |
5,348.5 |
|
R1 |
5,399.0 |
5,399.0 |
5,335.5 |
5,365.0 |
PP |
5,330.5 |
5,330.5 |
5,330.5 |
5,313.5 |
S1 |
5,254.0 |
5,254.0 |
5,308.5 |
5,220.0 |
S2 |
5,185.5 |
5,185.5 |
5,295.5 |
|
S3 |
5,040.5 |
5,109.0 |
5,282.0 |
|
S4 |
4,895.5 |
4,964.0 |
5,242.0 |
|
|
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 |
5,542.5 |
5,232.0 |
310.5 |
5.8% |
140.5 |
2.6% |
29% |
False |
False |
155,461 |
10 |
5,658.5 |
5,232.0 |
426.5 |
8.0% |
126.5 |
2.4% |
21% |
False |
False |
125,818 |
20 |
5,658.5 |
5,232.0 |
426.5 |
8.0% |
123.0 |
2.3% |
21% |
False |
False |
106,654 |
40 |
5,658.5 |
5,221.5 |
437.0 |
8.2% |
117.5 |
2.2% |
23% |
False |
False |
104,684 |
60 |
5,817.5 |
5,073.0 |
744.5 |
14.0% |
123.0 |
2.3% |
33% |
False |
False |
110,111 |
80 |
6,296.0 |
5,073.0 |
1,223.0 |
23.0% |
114.5 |
2.2% |
20% |
False |
False |
87,550 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
106.5 |
2.0% |
18% |
False |
False |
70,188 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
25.4% |
98.0 |
1.8% |
18% |
False |
False |
58,497 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,024.0 |
2.618 |
5,787.0 |
1.618 |
5,642.0 |
1.000 |
5,552.5 |
0.618 |
5,497.0 |
HIGH |
5,407.5 |
0.618 |
5,352.0 |
0.500 |
5,335.0 |
0.382 |
5,318.0 |
LOW |
5,262.5 |
0.618 |
5,173.0 |
1.000 |
5,117.5 |
1.618 |
5,028.0 |
2.618 |
4,883.0 |
4.250 |
4,646.0 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,335.0 |
5,399.0 |
PP |
5,330.5 |
5,373.0 |
S1 |
5,326.5 |
5,347.5 |
|