Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,922.0 |
5,193.0 |
271.0 |
5.5% |
5,290.0 |
High |
5,055.5 |
5,285.0 |
229.5 |
4.5% |
5,290.0 |
Low |
4,804.0 |
5,160.5 |
356.5 |
7.4% |
4,804.0 |
Close |
4,886.5 |
5,266.5 |
380.0 |
7.8% |
5,266.5 |
Range |
251.5 |
124.5 |
-127.0 |
-50.5% |
486.0 |
ATR |
169.5 |
185.8 |
16.4 |
9.7% |
0.0 |
Volume |
418,037 |
318,896 |
-99,141 |
-23.7% |
1,672,424 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,611.0 |
5,563.0 |
5,335.0 |
|
R3 |
5,486.5 |
5,438.5 |
5,300.5 |
|
R2 |
5,362.0 |
5,362.0 |
5,289.5 |
|
R1 |
5,314.0 |
5,314.0 |
5,278.0 |
5,338.0 |
PP |
5,237.5 |
5,237.5 |
5,237.5 |
5,249.0 |
S1 |
5,189.5 |
5,189.5 |
5,255.0 |
5,213.5 |
S2 |
5,113.0 |
5,113.0 |
5,243.5 |
|
S3 |
4,988.5 |
5,065.0 |
5,232.5 |
|
S4 |
4,864.0 |
4,940.5 |
5,198.0 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,578.0 |
6,408.5 |
5,534.0 |
|
R3 |
6,092.0 |
5,922.5 |
5,400.0 |
|
R2 |
5,606.0 |
5,606.0 |
5,355.5 |
|
R1 |
5,436.5 |
5,436.5 |
5,311.0 |
5,278.0 |
PP |
5,120.0 |
5,120.0 |
5,120.0 |
5,041.0 |
S1 |
4,950.5 |
4,950.5 |
5,222.0 |
4,792.0 |
S2 |
4,634.0 |
4,634.0 |
5,177.5 |
|
S3 |
4,148.0 |
4,464.5 |
5,133.0 |
|
S4 |
3,662.0 |
3,978.5 |
4,999.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,290.0 |
4,804.0 |
486.0 |
9.2% |
197.0 |
3.7% |
95% |
False |
False |
334,484 |
10 |
5,542.5 |
4,804.0 |
738.5 |
14.0% |
166.0 |
3.2% |
63% |
False |
False |
246,495 |
20 |
5,658.5 |
4,804.0 |
854.5 |
16.2% |
145.5 |
2.8% |
54% |
False |
False |
169,238 |
40 |
5,658.5 |
4,804.0 |
854.5 |
16.2% |
125.5 |
2.4% |
54% |
False |
False |
132,601 |
60 |
5,660.0 |
4,804.0 |
856.0 |
16.3% |
130.0 |
2.5% |
54% |
False |
False |
128,611 |
80 |
6,128.0 |
4,804.0 |
1,324.0 |
25.1% |
122.5 |
2.3% |
35% |
False |
False |
110,318 |
100 |
6,424.5 |
4,804.0 |
1,620.5 |
30.8% |
114.0 |
2.2% |
29% |
False |
False |
88,414 |
120 |
6,424.5 |
4,804.0 |
1,620.5 |
30.8% |
105.0 |
2.0% |
29% |
False |
False |
73,698 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,814.0 |
2.618 |
5,611.0 |
1.618 |
5,486.5 |
1.000 |
5,409.5 |
0.618 |
5,362.0 |
HIGH |
5,285.0 |
0.618 |
5,237.5 |
0.500 |
5,223.0 |
0.382 |
5,208.0 |
LOW |
5,160.5 |
0.618 |
5,083.5 |
1.000 |
5,036.0 |
1.618 |
4,959.0 |
2.618 |
4,834.5 |
4.250 |
4,631.5 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,252.0 |
5,192.5 |
PP |
5,237.5 |
5,118.5 |
S1 |
5,223.0 |
5,044.5 |
|