Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,056.58 |
10,609.01 |
-447.57 |
-4.0% |
11,224.87 |
High |
11,057.31 |
11,076.44 |
19.13 |
0.2% |
11,577.50 |
Low |
10,595.90 |
10,459.44 |
-136.46 |
-1.3% |
11,098.67 |
Close |
10,609.66 |
11,019.69 |
410.03 |
3.9% |
11,421.99 |
Range |
461.41 |
617.00 |
155.59 |
33.7% |
478.83 |
ATR |
272.37 |
296.98 |
24.62 |
9.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,702.86 |
12,478.27 |
11,359.04 |
|
R3 |
12,085.86 |
11,861.27 |
11,189.37 |
|
R2 |
11,468.86 |
11,468.86 |
11,132.81 |
|
R1 |
11,244.27 |
11,244.27 |
11,076.25 |
11,356.57 |
PP |
10,851.86 |
10,851.86 |
10,851.86 |
10,908.00 |
S1 |
10,627.27 |
10,627.27 |
10,963.13 |
10,739.57 |
S2 |
10,234.86 |
10,234.86 |
10,906.57 |
|
S3 |
9,617.86 |
10,010.27 |
10,850.02 |
|
S4 |
9,000.86 |
9,393.27 |
10,680.34 |
|
|
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 |
10,459.44 |
1,000.49 |
9.1% |
421.48 |
3.8% |
56% |
False |
True |
|
10 |
11,577.50 |
10,459.44 |
1,118.06 |
10.1% |
351.97 |
3.2% |
50% |
False |
True |
|
20 |
11,790.17 |
10,459.44 |
1,330.73 |
12.1% |
280.78 |
2.5% |
42% |
False |
True |
|
40 |
11,867.11 |
10,459.44 |
1,407.67 |
12.8% |
246.92 |
2.2% |
40% |
False |
True |
|
60 |
11,924.19 |
10,459.44 |
1,464.75 |
13.3% |
237.90 |
2.2% |
38% |
False |
True |
|
80 |
12,726.66 |
10,459.44 |
2,267.22 |
20.6% |
222.22 |
2.0% |
25% |
False |
True |
|
100 |
13,136.69 |
10,459.44 |
2,677.25 |
24.3% |
210.25 |
1.9% |
21% |
False |
True |
|
120 |
13,136.69 |
10,459.44 |
2,677.25 |
24.3% |
203.23 |
1.8% |
21% |
False |
True |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,698.69 |
2.618 |
12,691.75 |
1.618 |
12,074.75 |
1.000 |
11,693.44 |
0.618 |
11,457.75 |
HIGH |
11,076.44 |
0.618 |
10,840.75 |
0.500 |
10,767.94 |
0.382 |
10,695.13 |
LOW |
10,459.44 |
0.618 |
10,078.13 |
1.000 |
9,842.44 |
1.618 |
9,461.13 |
2.618 |
8,844.13 |
4.250 |
7,837.19 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
10,935.77 |
10,938.57 |
PP |
10,851.86 |
10,857.45 |
S1 |
10,767.94 |
10,776.33 |
|