Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,115.5 |
5,100.0 |
-15.5 |
-0.3% |
5,445.0 |
High |
5,172.5 |
5,159.0 |
-13.5 |
-0.3% |
5,571.5 |
Low |
4,995.0 |
4,915.5 |
-79.5 |
-1.6% |
5,292.0 |
Close |
5,041.5 |
4,946.5 |
-95.0 |
-1.9% |
5,450.0 |
Range |
177.5 |
243.5 |
66.0 |
37.2% |
279.5 |
ATR |
143.4 |
150.5 |
7.2 |
5.0% |
0.0 |
Volume |
125,487 |
258,387 |
132,900 |
105.9% |
38,388 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,737.5 |
5,585.5 |
5,080.5 |
|
R3 |
5,494.0 |
5,342.0 |
5,013.5 |
|
R2 |
5,250.5 |
5,250.5 |
4,991.0 |
|
R1 |
5,098.5 |
5,098.5 |
4,969.0 |
5,053.0 |
PP |
5,007.0 |
5,007.0 |
5,007.0 |
4,984.0 |
S1 |
4,855.0 |
4,855.0 |
4,924.0 |
4,809.0 |
S2 |
4,763.5 |
4,763.5 |
4,902.0 |
|
S3 |
4,520.0 |
4,611.5 |
4,879.5 |
|
S4 |
4,276.5 |
4,368.0 |
4,812.5 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,276.5 |
6,142.5 |
5,603.5 |
|
R3 |
5,997.0 |
5,863.0 |
5,527.0 |
|
R2 |
5,717.5 |
5,717.5 |
5,501.0 |
|
R1 |
5,583.5 |
5,583.5 |
5,475.5 |
5,650.5 |
PP |
5,438.0 |
5,438.0 |
5,438.0 |
5,471.0 |
S1 |
5,304.0 |
5,304.0 |
5,424.5 |
5,371.0 |
S2 |
5,158.5 |
5,158.5 |
5,399.0 |
|
S3 |
4,879.0 |
5,024.5 |
5,373.0 |
|
S4 |
4,599.5 |
4,745.0 |
5,296.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,460.0 |
4,915.5 |
544.5 |
11.0% |
171.5 |
3.5% |
6% |
False |
True |
90,887 |
10 |
5,582.0 |
4,915.5 |
666.5 |
13.5% |
161.0 |
3.3% |
5% |
False |
True |
45,902 |
20 |
5,690.0 |
4,915.5 |
774.5 |
15.7% |
122.0 |
2.5% |
4% |
False |
True |
23,085 |
40 |
5,690.0 |
4,915.5 |
774.5 |
15.7% |
98.5 |
2.0% |
4% |
False |
True |
11,696 |
60 |
5,729.5 |
4,915.5 |
814.0 |
16.5% |
92.0 |
1.9% |
4% |
False |
True |
7,863 |
80 |
6,146.0 |
4,915.5 |
1,230.5 |
24.9% |
76.0 |
1.5% |
3% |
False |
True |
5,900 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,194.0 |
2.618 |
5,796.5 |
1.618 |
5,553.0 |
1.000 |
5,402.5 |
0.618 |
5,309.5 |
HIGH |
5,159.0 |
0.618 |
5,066.0 |
0.500 |
5,037.0 |
0.382 |
5,008.5 |
LOW |
4,915.5 |
0.618 |
4,765.0 |
1.000 |
4,672.0 |
1.618 |
4,521.5 |
2.618 |
4,278.0 |
4.250 |
3,880.5 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,037.0 |
5,120.0 |
PP |
5,007.0 |
5,062.5 |
S1 |
4,977.0 |
5,004.5 |
|