Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,195.50 |
1,217.75 |
22.25 |
1.9% |
1,258.50 |
High |
1,221.00 |
1,229.50 |
8.50 |
0.7% |
1,283.75 |
Low |
1,163.00 |
1,157.00 |
-6.00 |
-0.5% |
1,212.25 |
Close |
1,216.25 |
1,163.00 |
-53.25 |
-4.4% |
1,258.50 |
Range |
58.00 |
72.50 |
14.50 |
25.0% |
71.50 |
ATR |
32.21 |
35.08 |
2.88 |
8.9% |
0.00 |
Volume |
3,993,598 |
4,919,112 |
925,514 |
23.2% |
2,664,037 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.75 |
1,354.25 |
1,203.00 |
|
R3 |
1,328.25 |
1,281.75 |
1,183.00 |
|
R2 |
1,255.75 |
1,255.75 |
1,176.25 |
|
R1 |
1,209.25 |
1,209.25 |
1,169.75 |
1,196.25 |
PP |
1,183.25 |
1,183.25 |
1,183.25 |
1,176.50 |
S1 |
1,136.75 |
1,136.75 |
1,156.25 |
1,123.75 |
S2 |
1,110.75 |
1,110.75 |
1,149.75 |
|
S3 |
1,038.25 |
1,064.25 |
1,143.00 |
|
S4 |
965.75 |
991.75 |
1,123.00 |
|
|
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 |
1,259.25 |
1,157.00 |
102.25 |
8.8% |
48.25 |
4.1% |
6% |
False |
True |
2,761,890 |
10 |
1,283.75 |
1,157.00 |
126.75 |
10.9% |
42.25 |
3.6% |
5% |
False |
True |
1,420,794 |
20 |
1,305.25 |
1,157.00 |
148.25 |
12.7% |
31.25 |
2.7% |
4% |
False |
True |
717,222 |
40 |
1,315.25 |
1,157.00 |
158.25 |
13.6% |
27.50 |
2.4% |
4% |
False |
True |
360,485 |
60 |
1,340.25 |
1,157.00 |
183.25 |
15.8% |
27.50 |
2.4% |
3% |
False |
True |
241,589 |
80 |
1,410.25 |
1,157.00 |
253.25 |
21.8% |
25.00 |
2.1% |
2% |
False |
True |
181,293 |
100 |
1,443.50 |
1,157.00 |
286.50 |
24.6% |
22.00 |
1.9% |
2% |
False |
True |
145,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.50 |
2.618 |
1,419.25 |
1.618 |
1,346.75 |
1.000 |
1,302.00 |
0.618 |
1,274.25 |
HIGH |
1,229.50 |
0.618 |
1,201.75 |
0.500 |
1,193.25 |
0.382 |
1,184.75 |
LOW |
1,157.00 |
0.618 |
1,112.25 |
1.000 |
1,084.50 |
1.618 |
1,039.75 |
2.618 |
967.25 |
4.250 |
849.00 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,193.25 |
1,198.00 |
PP |
1,183.25 |
1,186.50 |
S1 |
1,173.00 |
1,174.75 |
|