Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,263.50 |
1,267.00 |
3.50 |
0.3% |
1,282.00 |
High |
1,282.00 |
1,275.00 |
-7.00 |
-0.5% |
1,303.50 |
Low |
1,246.75 |
1,223.50 |
-23.25 |
-1.9% |
1,216.50 |
Close |
1,267.00 |
1,226.50 |
-40.50 |
-3.2% |
1,241.00 |
Range |
35.25 |
51.50 |
16.25 |
46.1% |
87.00 |
ATR |
25.62 |
27.47 |
1.85 |
7.2% |
0.00 |
Volume |
2,958,715 |
3,227,266 |
268,551 |
9.1% |
8,638,574 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.25 |
1,362.75 |
1,254.75 |
|
R3 |
1,344.75 |
1,311.25 |
1,240.75 |
|
R2 |
1,293.25 |
1,293.25 |
1,236.00 |
|
R1 |
1,259.75 |
1,259.75 |
1,231.25 |
1,250.75 |
PP |
1,241.75 |
1,241.75 |
1,241.75 |
1,237.00 |
S1 |
1,208.25 |
1,208.25 |
1,221.75 |
1,199.25 |
S2 |
1,190.25 |
1,190.25 |
1,217.00 |
|
S3 |
1,138.75 |
1,156.75 |
1,212.25 |
|
S4 |
1,087.25 |
1,105.25 |
1,198.25 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.75 |
1,464.75 |
1,288.75 |
|
R3 |
1,427.75 |
1,377.75 |
1,265.00 |
|
R2 |
1,340.75 |
1,340.75 |
1,257.00 |
|
R1 |
1,290.75 |
1,290.75 |
1,249.00 |
1,272.25 |
PP |
1,253.75 |
1,253.75 |
1,253.75 |
1,244.50 |
S1 |
1,203.75 |
1,203.75 |
1,233.00 |
1,185.25 |
S2 |
1,166.75 |
1,166.75 |
1,225.00 |
|
S3 |
1,079.75 |
1,116.75 |
1,217.00 |
|
S4 |
992.75 |
1,029.75 |
1,193.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,282.00 |
1,216.50 |
65.50 |
5.3% |
34.75 |
2.8% |
15% |
False |
False |
2,694,308 |
10 |
1,303.50 |
1,216.50 |
87.00 |
7.1% |
28.00 |
2.3% |
11% |
False |
False |
2,087,610 |
20 |
1,307.75 |
1,216.50 |
91.25 |
7.4% |
24.75 |
2.0% |
11% |
False |
False |
1,921,074 |
40 |
1,313.50 |
1,200.75 |
112.75 |
9.2% |
25.50 |
2.1% |
23% |
False |
False |
2,037,641 |
60 |
1,372.00 |
1,200.75 |
171.25 |
14.0% |
25.75 |
2.1% |
15% |
False |
False |
2,142,068 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.7% |
24.75 |
2.0% |
11% |
False |
False |
1,638,337 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.7% |
23.50 |
1.9% |
11% |
False |
False |
1,311,427 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.7% |
23.50 |
1.9% |
11% |
False |
False |
1,093,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.00 |
2.618 |
1,409.75 |
1.618 |
1,358.25 |
1.000 |
1,326.50 |
0.618 |
1,306.75 |
HIGH |
1,275.00 |
0.618 |
1,255.25 |
0.500 |
1,249.25 |
0.382 |
1,243.25 |
LOW |
1,223.50 |
0.618 |
1,191.75 |
1.000 |
1,172.00 |
1.618 |
1,140.25 |
2.618 |
1,088.75 |
4.250 |
1,004.50 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,249.25 |
1,249.25 |
PP |
1,241.75 |
1,241.75 |
S1 |
1,234.00 |
1,234.00 |
|