Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,258.50 |
1,268.00 |
9.50 |
0.8% |
1,282.50 |
High |
1,283.75 |
1,276.25 |
-7.50 |
-0.6% |
1,305.25 |
Low |
1,248.50 |
1,224.50 |
-24.00 |
-1.9% |
1,217.75 |
Close |
1,268.50 |
1,227.75 |
-40.75 |
-3.2% |
1,242.50 |
Range |
35.25 |
51.75 |
16.50 |
46.8% |
87.50 |
ATR |
25.19 |
27.08 |
1.90 |
7.5% |
0.00 |
Volume |
57,842 |
105,956 |
48,114 |
83.2% |
102,885 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,398.00 |
1,364.75 |
1,256.25 |
|
R3 |
1,346.25 |
1,313.00 |
1,242.00 |
|
R2 |
1,294.50 |
1,294.50 |
1,237.25 |
|
R1 |
1,261.25 |
1,261.25 |
1,232.50 |
1,252.00 |
PP |
1,242.75 |
1,242.75 |
1,242.75 |
1,238.25 |
S1 |
1,209.50 |
1,209.50 |
1,223.00 |
1,200.25 |
S2 |
1,191.00 |
1,191.00 |
1,218.25 |
|
S3 |
1,139.25 |
1,157.75 |
1,213.50 |
|
S4 |
1,087.50 |
1,106.00 |
1,199.25 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.75 |
1,467.50 |
1,290.50 |
|
R3 |
1,430.25 |
1,380.00 |
1,266.50 |
|
R2 |
1,342.75 |
1,342.75 |
1,258.50 |
|
R1 |
1,292.50 |
1,292.50 |
1,250.50 |
1,274.00 |
PP |
1,255.25 |
1,255.25 |
1,255.25 |
1,245.75 |
S1 |
1,205.00 |
1,205.00 |
1,234.50 |
1,186.50 |
S2 |
1,167.75 |
1,167.75 |
1,226.50 |
|
S3 |
1,080.25 |
1,117.50 |
1,218.50 |
|
S4 |
992.75 |
1,030.00 |
1,194.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,283.75 |
1,217.75 |
66.00 |
5.4% |
34.75 |
2.8% |
15% |
False |
False |
51,263 |
10 |
1,305.25 |
1,217.75 |
87.50 |
7.1% |
27.75 |
2.3% |
11% |
False |
False |
34,997 |
20 |
1,309.00 |
1,217.75 |
91.25 |
7.4% |
24.50 |
2.0% |
11% |
False |
False |
19,836 |
40 |
1,315.25 |
1,202.00 |
113.25 |
9.2% |
25.00 |
2.0% |
23% |
False |
False |
11,808 |
60 |
1,371.75 |
1,202.00 |
169.75 |
13.8% |
24.75 |
2.0% |
15% |
False |
False |
8,776 |
80 |
1,431.50 |
1,202.00 |
229.50 |
18.7% |
22.50 |
1.8% |
11% |
False |
False |
6,652 |
100 |
1,443.50 |
1,202.00 |
241.50 |
19.7% |
20.00 |
1.6% |
11% |
False |
False |
5,329 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,496.25 |
2.618 |
1,411.75 |
1.618 |
1,360.00 |
1.000 |
1,328.00 |
0.618 |
1,308.25 |
HIGH |
1,276.25 |
0.618 |
1,256.50 |
0.500 |
1,250.50 |
0.382 |
1,244.25 |
LOW |
1,224.50 |
0.618 |
1,192.50 |
1.000 |
1,172.75 |
1.618 |
1,140.75 |
2.618 |
1,089.00 |
4.250 |
1,004.50 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,250.50 |
1,250.75 |
PP |
1,242.75 |
1,243.00 |
S1 |
1,235.25 |
1,235.50 |
|