Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,192.25 |
1,212.25 |
20.00 |
1.7% |
1,244.00 |
High |
1,224.75 |
1,221.25 |
-3.50 |
-0.3% |
1,250.25 |
Low |
1,186.00 |
1,184.75 |
-1.25 |
-0.1% |
1,180.25 |
Close |
1,213.50 |
1,214.50 |
1.00 |
0.1% |
1,214.50 |
Range |
38.75 |
36.50 |
-2.25 |
-5.8% |
70.00 |
ATR |
40.90 |
40.58 |
-0.31 |
-0.8% |
0.00 |
Volume |
2,403,254 |
2,740,073 |
336,819 |
14.0% |
15,007,798 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.25 |
1,302.00 |
1,234.50 |
|
R3 |
1,279.75 |
1,265.50 |
1,224.50 |
|
R2 |
1,243.25 |
1,243.25 |
1,221.25 |
|
R1 |
1,229.00 |
1,229.00 |
1,217.75 |
1,236.00 |
PP |
1,206.75 |
1,206.75 |
1,206.75 |
1,210.50 |
S1 |
1,192.50 |
1,192.50 |
1,211.25 |
1,199.50 |
S2 |
1,170.25 |
1,170.25 |
1,207.75 |
|
S3 |
1,133.75 |
1,156.00 |
1,204.50 |
|
S4 |
1,097.25 |
1,119.50 |
1,194.50 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,425.00 |
1,389.75 |
1,253.00 |
|
R3 |
1,355.00 |
1,319.75 |
1,233.75 |
|
R2 |
1,285.00 |
1,285.00 |
1,227.25 |
|
R1 |
1,249.75 |
1,249.75 |
1,221.00 |
1,232.50 |
PP |
1,215.00 |
1,215.00 |
1,215.00 |
1,206.25 |
S1 |
1,179.75 |
1,179.75 |
1,208.00 |
1,162.50 |
S2 |
1,145.00 |
1,145.00 |
1,201.75 |
|
S3 |
1,075.00 |
1,109.75 |
1,195.25 |
|
S4 |
1,005.00 |
1,039.75 |
1,176.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,250.25 |
1,180.25 |
70.00 |
5.8% |
37.50 |
3.1% |
49% |
False |
False |
3,001,559 |
10 |
1,291.25 |
1,136.25 |
155.00 |
12.8% |
53.25 |
4.4% |
50% |
False |
False |
3,752,745 |
20 |
1,305.25 |
1,136.25 |
169.00 |
13.9% |
42.25 |
3.5% |
46% |
False |
False |
2,015,511 |
40 |
1,315.25 |
1,136.25 |
179.00 |
14.7% |
32.25 |
2.6% |
44% |
False |
False |
1,011,248 |
60 |
1,315.25 |
1,136.25 |
179.00 |
14.7% |
30.50 |
2.5% |
44% |
False |
False |
675,376 |
80 |
1,410.25 |
1,136.25 |
274.00 |
22.6% |
28.50 |
2.3% |
29% |
False |
False |
506,953 |
100 |
1,443.50 |
1,136.25 |
307.25 |
25.3% |
25.00 |
2.1% |
25% |
False |
False |
405,604 |
120 |
1,443.50 |
1,136.25 |
307.25 |
25.3% |
22.25 |
1.8% |
25% |
False |
False |
338,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,376.50 |
2.618 |
1,316.75 |
1.618 |
1,280.25 |
1.000 |
1,257.75 |
0.618 |
1,243.75 |
HIGH |
1,221.25 |
0.618 |
1,207.25 |
0.500 |
1,203.00 |
0.382 |
1,198.75 |
LOW |
1,184.75 |
0.618 |
1,162.25 |
1.000 |
1,148.25 |
1.618 |
1,125.75 |
2.618 |
1,089.25 |
4.250 |
1,029.50 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,210.75 |
1,210.50 |
PP |
1,206.75 |
1,206.50 |
S1 |
1,203.00 |
1,202.50 |
|