Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,244.00 |
1,213.00 |
-31.00 |
-2.5% |
1,235.00 |
High |
1,250.25 |
1,222.75 |
-27.50 |
-2.2% |
1,291.25 |
Low |
1,205.25 |
1,185.50 |
-19.75 |
-1.6% |
1,136.25 |
Close |
1,213.75 |
1,187.00 |
-26.75 |
-2.2% |
1,246.00 |
Range |
45.00 |
37.25 |
-7.75 |
-17.2% |
155.00 |
ATR |
42.27 |
41.91 |
-0.36 |
-0.8% |
0.00 |
Volume |
4,007,416 |
2,758,953 |
-1,248,463 |
-31.2% |
22,519,661 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.25 |
1,285.75 |
1,207.50 |
|
R3 |
1,273.00 |
1,248.50 |
1,197.25 |
|
R2 |
1,235.75 |
1,235.75 |
1,193.75 |
|
R1 |
1,211.25 |
1,211.25 |
1,190.50 |
1,205.00 |
PP |
1,198.50 |
1,198.50 |
1,198.50 |
1,195.25 |
S1 |
1,174.00 |
1,174.00 |
1,183.50 |
1,167.50 |
S2 |
1,161.25 |
1,161.25 |
1,180.25 |
|
S3 |
1,124.00 |
1,136.75 |
1,176.75 |
|
S4 |
1,086.75 |
1,099.50 |
1,166.50 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,689.50 |
1,622.75 |
1,331.25 |
|
R3 |
1,534.50 |
1,467.75 |
1,288.50 |
|
R2 |
1,379.50 |
1,379.50 |
1,274.50 |
|
R1 |
1,312.75 |
1,312.75 |
1,260.25 |
1,346.00 |
PP |
1,224.50 |
1,224.50 |
1,224.50 |
1,241.25 |
S1 |
1,157.75 |
1,157.75 |
1,231.75 |
1,191.00 |
S2 |
1,069.50 |
1,069.50 |
1,217.50 |
|
S3 |
914.50 |
1,002.75 |
1,203.50 |
|
S4 |
759.50 |
847.75 |
1,160.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,291.25 |
1,136.25 |
155.00 |
13.1% |
65.25 |
5.5% |
33% |
False |
False |
4,546,735 |
10 |
1,291.25 |
1,136.25 |
155.00 |
13.1% |
51.75 |
4.4% |
33% |
False |
False |
3,178,626 |
20 |
1,305.25 |
1,136.25 |
169.00 |
14.2% |
39.75 |
3.4% |
30% |
False |
False |
1,606,812 |
40 |
1,315.25 |
1,136.25 |
179.00 |
15.1% |
31.50 |
2.7% |
28% |
False |
False |
805,420 |
60 |
1,315.25 |
1,136.25 |
179.00 |
15.1% |
30.25 |
2.5% |
28% |
False |
False |
538,188 |
80 |
1,410.25 |
1,136.25 |
274.00 |
23.1% |
27.75 |
2.3% |
19% |
False |
False |
403,972 |
100 |
1,443.50 |
1,136.25 |
307.25 |
25.9% |
24.25 |
2.0% |
17% |
False |
False |
323,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,381.00 |
2.618 |
1,320.25 |
1.618 |
1,283.00 |
1.000 |
1,260.00 |
0.618 |
1,245.75 |
HIGH |
1,222.75 |
0.618 |
1,208.50 |
0.500 |
1,204.00 |
0.382 |
1,199.75 |
LOW |
1,185.50 |
0.618 |
1,162.50 |
1.000 |
1,148.25 |
1.618 |
1,125.25 |
2.618 |
1,088.00 |
4.250 |
1,027.25 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,204.00 |
1,238.50 |
PP |
1,198.50 |
1,221.25 |
S1 |
1,192.75 |
1,204.00 |
|