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 |
11,416.37 |
10,905.62 |
-510.75 |
-4.5% |
11,224.87 |
High |
11,416.45 |
11,093.22 |
-323.23 |
-2.8% |
11,577.50 |
Low |
10,917.51 |
10,742.70 |
-174.81 |
-1.6% |
11,098.67 |
Close |
10,917.51 |
11,059.02 |
141.51 |
1.3% |
11,421.99 |
Range |
498.94 |
350.52 |
-148.42 |
-29.7% |
478.83 |
ATR |
250.55 |
257.69 |
7.14 |
2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,016.54 |
11,888.30 |
11,251.81 |
|
R3 |
11,666.02 |
11,537.78 |
11,155.41 |
|
R2 |
11,315.50 |
11,315.50 |
11,123.28 |
|
R1 |
11,187.26 |
11,187.26 |
11,091.15 |
11,251.38 |
PP |
10,964.98 |
10,964.98 |
10,964.98 |
10,997.04 |
S1 |
10,836.74 |
10,836.74 |
11,026.89 |
10,900.86 |
S2 |
10,614.46 |
10,614.46 |
10,994.76 |
|
S3 |
10,263.94 |
10,486.22 |
10,962.63 |
|
S4 |
9,913.42 |
10,135.70 |
10,866.23 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,802.54 |
12,591.10 |
11,685.35 |
|
R3 |
12,323.71 |
12,112.27 |
11,553.67 |
|
R2 |
11,844.88 |
11,844.88 |
11,509.78 |
|
R1 |
11,633.44 |
11,633.44 |
11,465.88 |
11,739.16 |
PP |
11,366.05 |
11,366.05 |
11,366.05 |
11,418.92 |
S1 |
11,154.61 |
11,154.61 |
11,378.10 |
11,260.33 |
S2 |
10,887.22 |
10,887.22 |
11,334.20 |
|
S3 |
10,408.39 |
10,675.78 |
11,290.31 |
|
S4 |
9,929.56 |
10,196.95 |
11,158.63 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,459.93 |
10,742.70 |
717.23 |
6.5% |
308.27 |
2.8% |
44% |
False |
True |
|
10 |
11,577.50 |
10,742.70 |
834.80 |
7.5% |
293.56 |
2.7% |
38% |
False |
True |
|
20 |
11,790.17 |
10,742.70 |
1,047.47 |
9.5% |
243.03 |
2.2% |
30% |
False |
True |
|
40 |
11,867.11 |
10,742.70 |
1,124.41 |
10.2% |
229.18 |
2.1% |
28% |
False |
True |
|
60 |
11,924.19 |
10,742.70 |
1,181.49 |
10.7% |
224.10 |
2.0% |
27% |
False |
True |
|
80 |
12,726.66 |
10,742.70 |
1,983.96 |
17.9% |
212.38 |
1.9% |
16% |
False |
True |
|
100 |
13,136.69 |
10,742.70 |
2,393.99 |
21.6% |
201.94 |
1.8% |
13% |
False |
True |
|
120 |
13,136.69 |
10,742.70 |
2,393.99 |
21.6% |
197.04 |
1.8% |
13% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,582.93 |
2.618 |
12,010.88 |
1.618 |
11,660.36 |
1.000 |
11,443.74 |
0.618 |
11,309.84 |
HIGH |
11,093.22 |
0.618 |
10,959.32 |
0.500 |
10,917.96 |
0.382 |
10,876.60 |
LOW |
10,742.70 |
0.618 |
10,526.08 |
1.000 |
10,392.18 |
1.618 |
10,175.56 |
2.618 |
9,825.04 |
4.250 |
9,252.99 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,012.00 |
11,101.32 |
PP |
10,964.98 |
11,087.22 |
S1 |
10,917.96 |
11,073.12 |
|