Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,268.00 |
1,228.50 |
-39.50 |
-3.1% |
1,282.50 |
High |
1,276.25 |
1,245.50 |
-30.75 |
-2.4% |
1,305.25 |
Low |
1,224.50 |
1,221.50 |
-3.00 |
-0.2% |
1,217.75 |
Close |
1,227.75 |
1,234.50 |
6.75 |
0.5% |
1,242.50 |
Range |
51.75 |
24.00 |
-27.75 |
-53.6% |
87.50 |
ATR |
27.08 |
26.86 |
-0.22 |
-0.8% |
0.00 |
Volume |
105,956 |
162,251 |
56,295 |
53.1% |
102,885 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.75 |
1,294.25 |
1,247.75 |
|
R3 |
1,281.75 |
1,270.25 |
1,241.00 |
|
R2 |
1,257.75 |
1,257.75 |
1,239.00 |
|
R1 |
1,246.25 |
1,246.25 |
1,236.75 |
1,252.00 |
PP |
1,233.75 |
1,233.75 |
1,233.75 |
1,236.75 |
S1 |
1,222.25 |
1,222.25 |
1,232.25 |
1,228.00 |
S2 |
1,209.75 |
1,209.75 |
1,230.00 |
|
S3 |
1,185.75 |
1,198.25 |
1,228.00 |
|
S4 |
1,161.75 |
1,174.25 |
1,221.25 |
|
|
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 |
5.3% |
36.50 |
3.0% |
25% |
False |
False |
79,698 |
10 |
1,305.25 |
1,217.75 |
87.50 |
7.1% |
28.75 |
2.3% |
19% |
False |
False |
50,830 |
20 |
1,307.25 |
1,217.75 |
89.50 |
7.2% |
24.50 |
2.0% |
19% |
False |
False |
27,732 |
40 |
1,315.25 |
1,204.25 |
111.00 |
9.0% |
24.75 |
2.0% |
27% |
False |
False |
15,785 |
60 |
1,354.75 |
1,202.00 |
152.75 |
12.4% |
25.00 |
2.0% |
21% |
False |
False |
11,480 |
80 |
1,421.75 |
1,202.00 |
219.75 |
17.8% |
22.75 |
1.8% |
15% |
False |
False |
8,680 |
100 |
1,443.50 |
1,202.00 |
241.50 |
19.6% |
20.00 |
1.6% |
13% |
False |
False |
6,951 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.50 |
2.618 |
1,308.25 |
1.618 |
1,284.25 |
1.000 |
1,269.50 |
0.618 |
1,260.25 |
HIGH |
1,245.50 |
0.618 |
1,236.25 |
0.500 |
1,233.50 |
0.382 |
1,230.75 |
LOW |
1,221.50 |
0.618 |
1,206.75 |
1.000 |
1,197.50 |
1.618 |
1,182.75 |
2.618 |
1,158.75 |
4.250 |
1,119.50 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,234.25 |
1,252.50 |
PP |
1,233.75 |
1,246.50 |
S1 |
1,233.50 |
1,240.50 |
|