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 |
1,252.00 |
1,235.00 |
-17.00 |
-1.4% |
1,258.50 |
High |
1,259.25 |
1,239.25 |
-20.00 |
-1.6% |
1,283.75 |
Low |
1,234.50 |
1,195.50 |
-39.00 |
-3.2% |
1,212.25 |
Close |
1,258.50 |
1,196.00 |
-62.50 |
-5.0% |
1,258.50 |
Range |
24.75 |
43.75 |
19.00 |
76.8% |
71.50 |
ATR |
27.70 |
30.22 |
2.52 |
9.1% |
0.00 |
Volume |
2,082,338 |
2,558,755 |
476,417 |
22.9% |
2,664,037 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,341.50 |
1,312.50 |
1,220.00 |
|
R3 |
1,297.75 |
1,268.75 |
1,208.00 |
|
R2 |
1,254.00 |
1,254.00 |
1,204.00 |
|
R1 |
1,225.00 |
1,225.00 |
1,200.00 |
1,217.50 |
PP |
1,210.25 |
1,210.25 |
1,210.25 |
1,206.50 |
S1 |
1,181.25 |
1,181.25 |
1,192.00 |
1,174.00 |
S2 |
1,166.50 |
1,166.50 |
1,188.00 |
|
S3 |
1,122.75 |
1,137.50 |
1,184.00 |
|
S4 |
1,079.00 |
1,093.75 |
1,172.00 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.00 |
1,433.75 |
1,297.75 |
|
R3 |
1,394.50 |
1,362.25 |
1,278.25 |
|
R2 |
1,323.00 |
1,323.00 |
1,271.50 |
|
R1 |
1,290.75 |
1,290.75 |
1,265.00 |
1,294.25 |
PP |
1,251.50 |
1,251.50 |
1,251.50 |
1,253.25 |
S1 |
1,219.25 |
1,219.25 |
1,252.00 |
1,222.75 |
S2 |
1,180.00 |
1,180.00 |
1,245.50 |
|
S3 |
1,108.50 |
1,147.75 |
1,238.75 |
|
S4 |
1,037.00 |
1,076.25 |
1,219.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,276.25 |
1,195.50 |
80.75 |
6.8% |
37.25 |
3.1% |
1% |
False |
True |
1,032,990 |
10 |
1,305.25 |
1,195.50 |
109.75 |
9.2% |
34.00 |
2.8% |
0% |
False |
True |
532,567 |
20 |
1,307.25 |
1,195.50 |
111.75 |
9.3% |
27.25 |
2.3% |
0% |
False |
True |
272,038 |
40 |
1,315.25 |
1,195.50 |
119.75 |
10.0% |
25.25 |
2.1% |
0% |
False |
True |
137,813 |
60 |
1,340.25 |
1,195.50 |
144.75 |
12.1% |
25.75 |
2.2% |
0% |
False |
True |
93,081 |
80 |
1,410.25 |
1,195.50 |
214.75 |
18.0% |
23.50 |
2.0% |
0% |
False |
True |
69,887 |
100 |
1,443.50 |
1,195.50 |
248.00 |
20.7% |
20.75 |
1.7% |
0% |
False |
True |
55,918 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,425.25 |
2.618 |
1,353.75 |
1.618 |
1,310.00 |
1.000 |
1,283.00 |
0.618 |
1,266.25 |
HIGH |
1,239.25 |
0.618 |
1,222.50 |
0.500 |
1,217.50 |
0.382 |
1,212.25 |
LOW |
1,195.50 |
0.618 |
1,168.50 |
1.000 |
1,151.75 |
1.618 |
1,124.75 |
2.618 |
1,081.00 |
4.250 |
1,009.50 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,217.50 |
1,227.50 |
PP |
1,210.25 |
1,217.00 |
S1 |
1,203.00 |
1,206.50 |
|