Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,188.00 |
1,192.25 |
4.25 |
0.4% |
1,235.00 |
High |
1,210.25 |
1,224.75 |
14.50 |
1.2% |
1,291.25 |
Low |
1,180.25 |
1,186.00 |
5.75 |
0.5% |
1,136.25 |
Close |
1,193.00 |
1,213.50 |
20.50 |
1.7% |
1,246.00 |
Range |
30.00 |
38.75 |
8.75 |
29.2% |
155.00 |
ATR |
41.06 |
40.90 |
-0.17 |
-0.4% |
0.00 |
Volume |
3,098,102 |
2,403,254 |
-694,848 |
-22.4% |
22,519,661 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,324.25 |
1,307.75 |
1,234.75 |
|
R3 |
1,285.50 |
1,269.00 |
1,224.25 |
|
R2 |
1,246.75 |
1,246.75 |
1,220.50 |
|
R1 |
1,230.25 |
1,230.25 |
1,217.00 |
1,238.50 |
PP |
1,208.00 |
1,208.00 |
1,208.00 |
1,212.25 |
S1 |
1,191.50 |
1,191.50 |
1,210.00 |
1,199.75 |
S2 |
1,169.25 |
1,169.25 |
1,206.50 |
|
S3 |
1,130.50 |
1,152.75 |
1,202.75 |
|
S4 |
1,091.75 |
1,114.00 |
1,192.25 |
|
|
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 |
1,180.25 |
111.00 |
9.1% |
48.00 |
4.0% |
30% |
False |
False |
3,656,133 |
10 |
1,291.25 |
1,136.25 |
155.00 |
12.8% |
52.00 |
4.3% |
50% |
False |
False |
3,686,972 |
20 |
1,305.25 |
1,136.25 |
169.00 |
13.9% |
41.50 |
3.4% |
46% |
False |
False |
1,879,786 |
40 |
1,315.25 |
1,136.25 |
179.00 |
14.8% |
31.75 |
2.6% |
43% |
False |
False |
942,828 |
60 |
1,315.25 |
1,136.25 |
179.00 |
14.8% |
30.25 |
2.5% |
43% |
False |
False |
629,751 |
80 |
1,410.25 |
1,136.25 |
274.00 |
22.6% |
28.25 |
2.3% |
28% |
False |
False |
472,702 |
100 |
1,443.50 |
1,136.25 |
307.25 |
25.3% |
24.75 |
2.0% |
25% |
False |
False |
378,203 |
120 |
1,443.50 |
1,136.25 |
307.25 |
25.3% |
22.00 |
1.8% |
25% |
False |
False |
315,172 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,389.50 |
2.618 |
1,326.25 |
1.618 |
1,287.50 |
1.000 |
1,263.50 |
0.618 |
1,248.75 |
HIGH |
1,224.75 |
0.618 |
1,210.00 |
0.500 |
1,205.50 |
0.382 |
1,200.75 |
LOW |
1,186.00 |
0.618 |
1,162.00 |
1.000 |
1,147.25 |
1.618 |
1,123.25 |
2.618 |
1,084.50 |
4.250 |
1,021.25 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,210.75 |
1,209.75 |
PP |
1,208.00 |
1,206.25 |
S1 |
1,205.50 |
1,202.50 |
|