Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,213.00 |
1,188.00 |
-25.00 |
-2.1% |
1,235.00 |
High |
1,222.75 |
1,210.25 |
-12.50 |
-1.0% |
1,291.25 |
Low |
1,185.50 |
1,180.25 |
-5.25 |
-0.4% |
1,136.25 |
Close |
1,187.00 |
1,193.00 |
6.00 |
0.5% |
1,246.00 |
Range |
37.25 |
30.00 |
-7.25 |
-19.5% |
155.00 |
ATR |
41.91 |
41.06 |
-0.85 |
-2.0% |
0.00 |
Volume |
2,758,953 |
3,098,102 |
339,149 |
12.3% |
22,519,661 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,284.50 |
1,268.75 |
1,209.50 |
|
R3 |
1,254.50 |
1,238.75 |
1,201.25 |
|
R2 |
1,224.50 |
1,224.50 |
1,198.50 |
|
R1 |
1,208.75 |
1,208.75 |
1,195.75 |
1,216.50 |
PP |
1,194.50 |
1,194.50 |
1,194.50 |
1,198.50 |
S1 |
1,178.75 |
1,178.75 |
1,190.25 |
1,186.50 |
S2 |
1,164.50 |
1,164.50 |
1,187.50 |
|
S3 |
1,134.50 |
1,148.75 |
1,184.75 |
|
S4 |
1,104.50 |
1,118.75 |
1,176.50 |
|
|
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 |
13.0% |
56.75 |
4.8% |
37% |
False |
False |
4,182,533 |
10 |
1,291.25 |
1,136.25 |
155.00 |
13.0% |
52.50 |
4.4% |
37% |
False |
False |
3,472,212 |
20 |
1,305.25 |
1,136.25 |
169.00 |
14.2% |
40.50 |
3.4% |
34% |
False |
False |
1,761,521 |
40 |
1,315.25 |
1,136.25 |
179.00 |
15.0% |
31.50 |
2.6% |
32% |
False |
False |
882,813 |
60 |
1,315.25 |
1,136.25 |
179.00 |
15.0% |
30.25 |
2.5% |
32% |
False |
False |
589,804 |
80 |
1,410.25 |
1,136.25 |
274.00 |
23.0% |
28.00 |
2.3% |
21% |
False |
False |
442,667 |
100 |
1,443.50 |
1,136.25 |
307.25 |
25.8% |
24.25 |
2.0% |
18% |
False |
False |
354,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,337.75 |
2.618 |
1,288.75 |
1.618 |
1,258.75 |
1.000 |
1,240.25 |
0.618 |
1,228.75 |
HIGH |
1,210.25 |
0.618 |
1,198.75 |
0.500 |
1,195.25 |
0.382 |
1,191.75 |
LOW |
1,180.25 |
0.618 |
1,161.75 |
1.000 |
1,150.25 |
1.618 |
1,131.75 |
2.618 |
1,101.75 |
4.250 |
1,052.75 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,195.25 |
1,215.25 |
PP |
1,194.50 |
1,207.75 |
S1 |
1,193.75 |
1,200.50 |
|