Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,261.0 |
3,166.0 |
-95.0 |
-2.9% |
3,300.0 |
High |
3,285.0 |
3,182.0 |
-103.0 |
-3.1% |
3,336.0 |
Low |
3,225.0 |
3,089.0 |
-136.0 |
-4.2% |
3,176.0 |
Close |
3,277.0 |
3,144.0 |
-133.0 |
-4.1% |
3,277.0 |
Range |
60.0 |
93.0 |
33.0 |
55.0% |
160.0 |
ATR |
83.0 |
90.5 |
7.5 |
9.0% |
0.0 |
Volume |
1,591,279 |
3,479,886 |
1,888,607 |
118.7% |
9,524,287 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,417.3 |
3,373.7 |
3,195.2 |
|
R3 |
3,324.3 |
3,280.7 |
3,169.6 |
|
R2 |
3,231.3 |
3,231.3 |
3,161.1 |
|
R1 |
3,187.7 |
3,187.7 |
3,152.5 |
3,163.0 |
PP |
3,138.3 |
3,138.3 |
3,138.3 |
3,126.0 |
S1 |
3,094.7 |
3,094.7 |
3,135.5 |
3,070.0 |
S2 |
3,045.3 |
3,045.3 |
3,127.0 |
|
S3 |
2,952.3 |
3,001.7 |
3,118.4 |
|
S4 |
2,859.3 |
2,908.7 |
3,092.9 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.0 |
3,670.0 |
3,365.0 |
|
R3 |
3,583.0 |
3,510.0 |
3,321.0 |
|
R2 |
3,423.0 |
3,423.0 |
3,306.3 |
|
R1 |
3,350.0 |
3,350.0 |
3,291.7 |
3,306.5 |
PP |
3,263.0 |
3,263.0 |
3,263.0 |
3,241.3 |
S1 |
3,190.0 |
3,190.0 |
3,262.3 |
3,146.5 |
S2 |
3,103.0 |
3,103.0 |
3,247.7 |
|
S3 |
2,943.0 |
3,030.0 |
3,233.0 |
|
S4 |
2,783.0 |
2,870.0 |
3,189.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,323.0 |
3,089.0 |
234.0 |
7.4% |
83.8 |
2.7% |
24% |
False |
True |
2,181,156 |
10 |
3,438.0 |
3,089.0 |
349.0 |
11.1% |
85.9 |
2.7% |
16% |
False |
True |
1,996,994 |
20 |
3,438.0 |
3,089.0 |
349.0 |
11.1% |
73.1 |
2.3% |
16% |
False |
True |
1,458,388 |
40 |
3,474.0 |
3,089.0 |
385.0 |
12.2% |
72.0 |
2.3% |
14% |
False |
True |
1,329,825 |
60 |
3,499.0 |
3,089.0 |
410.0 |
13.0% |
76.8 |
2.4% |
13% |
False |
True |
1,476,689 |
80 |
3,822.0 |
3,089.0 |
733.0 |
23.3% |
73.3 |
2.3% |
8% |
False |
True |
1,194,208 |
100 |
3,905.0 |
3,089.0 |
816.0 |
26.0% |
67.9 |
2.2% |
7% |
False |
True |
955,843 |
120 |
3,905.0 |
3,089.0 |
816.0 |
26.0% |
68.0 |
2.2% |
7% |
False |
True |
796,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,577.3 |
2.618 |
3,425.5 |
1.618 |
3,332.5 |
1.000 |
3,275.0 |
0.618 |
3,239.5 |
HIGH |
3,182.0 |
0.618 |
3,146.5 |
0.500 |
3,135.5 |
0.382 |
3,124.5 |
LOW |
3,089.0 |
0.618 |
3,031.5 |
1.000 |
2,996.0 |
1.618 |
2,938.5 |
2.618 |
2,845.5 |
4.250 |
2,693.8 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,141.2 |
3,187.0 |
PP |
3,138.3 |
3,172.7 |
S1 |
3,135.5 |
3,158.3 |
|