Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,365.0 |
5,385.5 |
20.5 |
0.4% |
5,421.0 |
High |
5,407.5 |
5,432.5 |
25.0 |
0.5% |
5,542.5 |
Low |
5,262.5 |
5,322.5 |
60.0 |
1.1% |
5,262.5 |
Close |
5,322.0 |
5,420.0 |
98.0 |
1.8% |
5,420.0 |
Range |
145.0 |
110.0 |
-35.0 |
-24.1% |
280.0 |
ATR |
139.7 |
137.6 |
-2.1 |
-1.5% |
0.0 |
Volume |
141,736 |
151,831 |
10,095 |
7.1% |
792,527 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,721.5 |
5,681.0 |
5,480.5 |
|
R3 |
5,611.5 |
5,571.0 |
5,450.0 |
|
R2 |
5,501.5 |
5,501.5 |
5,440.0 |
|
R1 |
5,461.0 |
5,461.0 |
5,430.0 |
5,481.0 |
PP |
5,391.5 |
5,391.5 |
5,391.5 |
5,402.0 |
S1 |
5,351.0 |
5,351.0 |
5,410.0 |
5,371.0 |
S2 |
5,281.5 |
5,281.5 |
5,400.0 |
|
S3 |
5,171.5 |
5,241.0 |
5,390.0 |
|
S4 |
5,061.5 |
5,131.0 |
5,359.5 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,248.5 |
6,114.0 |
5,574.0 |
|
R3 |
5,968.5 |
5,834.0 |
5,497.0 |
|
R2 |
5,688.5 |
5,688.5 |
5,471.5 |
|
R1 |
5,554.0 |
5,554.0 |
5,445.5 |
5,481.0 |
PP |
5,408.5 |
5,408.5 |
5,408.5 |
5,372.0 |
S1 |
5,274.0 |
5,274.0 |
5,394.5 |
5,201.0 |
S2 |
5,128.5 |
5,128.5 |
5,368.5 |
|
S3 |
4,848.5 |
4,994.0 |
5,343.0 |
|
S4 |
4,568.5 |
4,714.0 |
5,266.0 |
|
|
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 |
5,262.5 |
280.0 |
5.2% |
135.5 |
2.5% |
56% |
False |
False |
158,505 |
10 |
5,656.0 |
5,232.0 |
424.0 |
7.8% |
131.0 |
2.4% |
44% |
False |
False |
130,765 |
20 |
5,658.5 |
5,232.0 |
426.5 |
7.9% |
122.5 |
2.3% |
44% |
False |
False |
108,980 |
40 |
5,658.5 |
5,232.0 |
426.5 |
7.9% |
116.0 |
2.1% |
44% |
False |
False |
104,686 |
60 |
5,758.0 |
5,073.0 |
685.0 |
12.6% |
123.0 |
2.3% |
51% |
False |
False |
109,494 |
80 |
6,262.0 |
5,073.0 |
1,189.0 |
21.9% |
115.0 |
2.1% |
29% |
False |
False |
89,444 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
107.0 |
2.0% |
26% |
False |
False |
71,704 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.9% |
99.0 |
1.8% |
26% |
False |
False |
59,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,900.0 |
2.618 |
5,720.5 |
1.618 |
5,610.5 |
1.000 |
5,542.5 |
0.618 |
5,500.5 |
HIGH |
5,432.5 |
0.618 |
5,390.5 |
0.500 |
5,377.5 |
0.382 |
5,364.5 |
LOW |
5,322.5 |
0.618 |
5,254.5 |
1.000 |
5,212.5 |
1.618 |
5,144.5 |
2.618 |
5,034.5 |
4.250 |
4,855.0 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,406.0 |
5,396.0 |
PP |
5,391.5 |
5,372.5 |
S1 |
5,377.5 |
5,348.5 |
|