Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,228.50 |
1,234.00 |
5.50 |
0.4% |
1,282.50 |
High |
1,245.50 |
1,254.00 |
8.50 |
0.7% |
1,305.25 |
Low |
1,221.50 |
1,212.25 |
-9.25 |
-0.8% |
1,217.75 |
Close |
1,234.50 |
1,252.00 |
17.50 |
1.4% |
1,242.50 |
Range |
24.00 |
41.75 |
17.75 |
74.0% |
87.50 |
ATR |
26.86 |
27.93 |
1.06 |
4.0% |
0.00 |
Volume |
162,251 |
255,650 |
93,399 |
57.6% |
102,885 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,364.75 |
1,350.00 |
1,275.00 |
|
R3 |
1,323.00 |
1,308.25 |
1,263.50 |
|
R2 |
1,281.25 |
1,281.25 |
1,259.75 |
|
R1 |
1,266.50 |
1,266.50 |
1,255.75 |
1,274.00 |
PP |
1,239.50 |
1,239.50 |
1,239.50 |
1,243.00 |
S1 |
1,224.75 |
1,224.75 |
1,248.25 |
1,232.00 |
S2 |
1,197.75 |
1,197.75 |
1,244.25 |
|
S3 |
1,156.00 |
1,183.00 |
1,240.50 |
|
S4 |
1,114.25 |
1,141.25 |
1,229.00 |
|
|
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 |
1,212.25 |
71.50 |
5.7% |
36.25 |
2.9% |
56% |
False |
True |
124,434 |
10 |
1,305.25 |
1,212.25 |
93.00 |
7.4% |
31.00 |
2.5% |
43% |
False |
True |
72,599 |
20 |
1,307.25 |
1,212.25 |
95.00 |
7.6% |
25.75 |
2.1% |
42% |
False |
True |
40,328 |
40 |
1,315.25 |
1,212.25 |
103.00 |
8.2% |
24.75 |
2.0% |
39% |
False |
True |
21,992 |
60 |
1,351.75 |
1,202.00 |
149.75 |
12.0% |
25.25 |
2.0% |
33% |
False |
False |
15,734 |
80 |
1,410.25 |
1,202.00 |
208.25 |
16.6% |
23.00 |
1.8% |
24% |
False |
False |
11,876 |
100 |
1,443.50 |
1,202.00 |
241.50 |
19.3% |
20.25 |
1.6% |
21% |
False |
False |
9,508 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.50 |
2.618 |
1,363.25 |
1.618 |
1,321.50 |
1.000 |
1,295.75 |
0.618 |
1,279.75 |
HIGH |
1,254.00 |
0.618 |
1,238.00 |
0.500 |
1,233.00 |
0.382 |
1,228.25 |
LOW |
1,212.25 |
0.618 |
1,186.50 |
1.000 |
1,170.50 |
1.618 |
1,144.75 |
2.618 |
1,103.00 |
4.250 |
1,034.75 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,245.75 |
1,249.50 |
PP |
1,239.50 |
1,246.75 |
S1 |
1,233.00 |
1,244.25 |
|