Trading Metrics calculated at close of trading on 22-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2008 |
22-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
853.0 |
877.0 |
24.0 |
2.8% |
770.0 |
High |
877.9 |
908.2 |
30.3 |
3.5% |
922.0 |
Low |
824.5 |
864.0 |
39.5 |
4.8% |
764.4 |
Close |
861.0 |
904.3 |
43.3 |
5.0% |
861.0 |
Range |
53.4 |
44.2 |
-9.2 |
-17.2% |
157.6 |
ATR |
35.8 |
36.6 |
0.8 |
2.3% |
0.0 |
Volume |
9,297 |
2,230 |
-7,067 |
-76.0% |
37,381 |
|
Daily Pivots for day following 22-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,024.8 |
1,008.7 |
928.6 |
|
R3 |
980.6 |
964.5 |
916.5 |
|
R2 |
936.4 |
936.4 |
912.4 |
|
R1 |
920.3 |
920.3 |
908.4 |
928.4 |
PP |
892.2 |
892.2 |
892.2 |
896.2 |
S1 |
876.1 |
876.1 |
900.2 |
884.2 |
S2 |
848.0 |
848.0 |
896.2 |
|
S3 |
803.8 |
831.9 |
892.1 |
|
S4 |
759.6 |
787.7 |
880.0 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.9 |
1,249.1 |
947.7 |
|
R3 |
1,164.3 |
1,091.5 |
904.3 |
|
R2 |
1,006.7 |
1,006.7 |
889.9 |
|
R1 |
933.9 |
933.9 |
875.4 |
970.3 |
PP |
849.1 |
849.1 |
849.1 |
867.4 |
S1 |
776.3 |
776.3 |
846.6 |
812.7 |
S2 |
691.5 |
691.5 |
832.1 |
|
S3 |
533.9 |
618.7 |
817.7 |
|
S4 |
376.3 |
461.1 |
774.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
922.0 |
772.5 |
149.5 |
16.5% |
59.7 |
6.6% |
88% |
False |
False |
6,866 |
10 |
922.0 |
736.4 |
185.6 |
20.5% |
42.6 |
4.7% |
90% |
False |
False |
6,072 |
20 |
922.0 |
736.4 |
185.6 |
20.5% |
32.0 |
3.5% |
90% |
False |
False |
5,485 |
40 |
937.8 |
736.4 |
201.4 |
22.3% |
27.6 |
3.1% |
83% |
False |
False |
7,067 |
60 |
994.5 |
736.4 |
258.1 |
28.5% |
25.2 |
2.8% |
65% |
False |
False |
5,867 |
80 |
994.5 |
736.4 |
258.1 |
28.5% |
23.3 |
2.6% |
65% |
False |
False |
4,620 |
100 |
994.5 |
736.4 |
258.1 |
28.5% |
21.7 |
2.4% |
65% |
False |
False |
3,800 |
120 |
994.5 |
736.4 |
258.1 |
28.5% |
20.7 |
2.3% |
65% |
False |
False |
3,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,096.1 |
2.618 |
1,023.9 |
1.618 |
979.7 |
1.000 |
952.4 |
0.618 |
935.5 |
HIGH |
908.2 |
0.618 |
891.3 |
0.500 |
886.1 |
0.382 |
880.9 |
LOW |
864.0 |
0.618 |
836.7 |
1.000 |
819.8 |
1.618 |
792.5 |
2.618 |
748.3 |
4.250 |
676.2 |
|
|
Fisher Pivots for day following 22-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
898.2 |
894.0 |
PP |
892.2 |
883.6 |
S1 |
886.1 |
873.3 |
|