Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,290.0 |
5,115.0 |
-175.0 |
-3.3% |
5,421.0 |
High |
5,290.0 |
5,145.0 |
-145.0 |
-2.7% |
5,542.5 |
Low |
5,108.5 |
4,959.5 |
-149.0 |
-2.9% |
5,262.5 |
Close |
5,208.5 |
5,011.5 |
-197.0 |
-3.8% |
5,420.0 |
Range |
181.5 |
185.5 |
4.0 |
2.2% |
280.0 |
ATR |
150.0 |
157.1 |
7.1 |
4.7% |
0.0 |
Volume |
142,745 |
317,208 |
174,463 |
122.2% |
792,527 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,595.0 |
5,489.0 |
5,113.5 |
|
R3 |
5,409.5 |
5,303.5 |
5,062.5 |
|
R2 |
5,224.0 |
5,224.0 |
5,045.5 |
|
R1 |
5,118.0 |
5,118.0 |
5,028.5 |
5,078.0 |
PP |
5,038.5 |
5,038.5 |
5,038.5 |
5,019.0 |
S1 |
4,932.5 |
4,932.5 |
4,994.5 |
4,893.0 |
S2 |
4,853.0 |
4,853.0 |
4,977.5 |
|
S3 |
4,667.5 |
4,747.0 |
4,960.5 |
|
S4 |
4,482.0 |
4,561.5 |
4,909.5 |
|
|
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 |
5,434.5 |
4,959.5 |
475.0 |
9.5% |
145.0 |
2.9% |
11% |
False |
True |
181,252 |
10 |
5,591.0 |
4,959.5 |
631.5 |
12.6% |
152.0 |
3.0% |
8% |
False |
True |
162,364 |
20 |
5,658.5 |
4,959.5 |
699.0 |
13.9% |
130.0 |
2.6% |
7% |
False |
True |
122,370 |
40 |
5,658.5 |
4,959.5 |
699.0 |
13.9% |
118.5 |
2.4% |
7% |
False |
True |
109,373 |
60 |
5,717.5 |
4,959.5 |
758.0 |
15.1% |
125.5 |
2.5% |
7% |
False |
True |
113,335 |
80 |
6,172.5 |
4,959.5 |
1,213.0 |
24.2% |
118.0 |
2.4% |
4% |
False |
True |
95,174 |
100 |
6,424.5 |
4,959.5 |
1,465.0 |
29.2% |
109.0 |
2.2% |
4% |
False |
True |
76,300 |
120 |
6,424.5 |
4,959.5 |
1,465.0 |
29.2% |
101.0 |
2.0% |
4% |
False |
True |
63,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,933.5 |
2.618 |
5,630.5 |
1.618 |
5,445.0 |
1.000 |
5,330.5 |
0.618 |
5,259.5 |
HIGH |
5,145.0 |
0.618 |
5,074.0 |
0.500 |
5,052.0 |
0.382 |
5,030.5 |
LOW |
4,959.5 |
0.618 |
4,845.0 |
1.000 |
4,774.0 |
1.618 |
4,659.5 |
2.618 |
4,474.0 |
4.250 |
4,171.0 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,052.0 |
5,196.0 |
PP |
5,038.5 |
5,134.5 |
S1 |
5,025.0 |
5,073.0 |
|