Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,217.75 |
1,167.00 |
-50.75 |
-4.2% |
1,258.50 |
High |
1,229.50 |
1,218.75 |
-10.75 |
-0.9% |
1,283.75 |
Low |
1,157.00 |
1,136.25 |
-20.75 |
-1.8% |
1,212.25 |
Close |
1,163.00 |
1,203.25 |
40.25 |
3.5% |
1,258.50 |
Range |
72.50 |
82.50 |
10.00 |
13.8% |
71.50 |
ATR |
35.08 |
38.47 |
3.39 |
9.7% |
0.00 |
Volume |
4,919,112 |
5,035,252 |
116,140 |
2.4% |
2,664,037 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.50 |
1,401.00 |
1,248.50 |
|
R3 |
1,351.00 |
1,318.50 |
1,226.00 |
|
R2 |
1,268.50 |
1,268.50 |
1,218.50 |
|
R1 |
1,236.00 |
1,236.00 |
1,210.75 |
1,252.25 |
PP |
1,186.00 |
1,186.00 |
1,186.00 |
1,194.25 |
S1 |
1,153.50 |
1,153.50 |
1,195.75 |
1,169.75 |
S2 |
1,103.50 |
1,103.50 |
1,188.00 |
|
S3 |
1,021.00 |
1,071.00 |
1,180.50 |
|
S4 |
938.50 |
988.50 |
1,158.00 |
|
|
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 |
1,136.25 |
123.00 |
10.2% |
56.25 |
4.7% |
54% |
False |
True |
3,717,811 |
10 |
1,283.75 |
1,136.25 |
147.50 |
12.3% |
46.25 |
3.8% |
45% |
False |
True |
1,921,122 |
20 |
1,305.25 |
1,136.25 |
169.00 |
14.0% |
34.50 |
2.9% |
40% |
False |
True |
968,813 |
40 |
1,315.25 |
1,136.25 |
179.00 |
14.9% |
29.00 |
2.4% |
37% |
False |
True |
486,249 |
60 |
1,322.75 |
1,136.25 |
186.50 |
15.5% |
28.50 |
2.4% |
36% |
False |
True |
325,386 |
80 |
1,410.25 |
1,136.25 |
274.00 |
22.8% |
25.75 |
2.1% |
24% |
False |
True |
244,234 |
100 |
1,443.50 |
1,136.25 |
307.25 |
25.5% |
22.75 |
1.9% |
22% |
False |
True |
195,398 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,569.50 |
2.618 |
1,434.75 |
1.618 |
1,352.25 |
1.000 |
1,301.25 |
0.618 |
1,269.75 |
HIGH |
1,218.75 |
0.618 |
1,187.25 |
0.500 |
1,177.50 |
0.382 |
1,167.75 |
LOW |
1,136.25 |
0.618 |
1,085.25 |
1.000 |
1,053.75 |
1.618 |
1,002.75 |
2.618 |
920.25 |
4.250 |
785.50 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,194.75 |
1,196.50 |
PP |
1,186.00 |
1,189.75 |
S1 |
1,177.50 |
1,183.00 |
|