Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,267.00 |
1,228.00 |
-39.00 |
-3.1% |
1,282.00 |
High |
1,275.00 |
1,244.75 |
-30.25 |
-2.4% |
1,303.50 |
Low |
1,223.50 |
1,220.25 |
-3.25 |
-0.3% |
1,216.50 |
Close |
1,226.50 |
1,233.25 |
6.75 |
0.6% |
1,241.00 |
Range |
51.50 |
24.50 |
-27.00 |
-52.4% |
87.00 |
ATR |
27.47 |
27.26 |
-0.21 |
-0.8% |
0.00 |
Volume |
3,227,266 |
3,349,429 |
122,163 |
3.8% |
8,638,574 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.25 |
1,294.25 |
1,246.75 |
|
R3 |
1,281.75 |
1,269.75 |
1,240.00 |
|
R2 |
1,257.25 |
1,257.25 |
1,237.75 |
|
R1 |
1,245.25 |
1,245.25 |
1,235.50 |
1,251.25 |
PP |
1,232.75 |
1,232.75 |
1,232.75 |
1,235.75 |
S1 |
1,220.75 |
1,220.75 |
1,231.00 |
1,226.75 |
S2 |
1,208.25 |
1,208.25 |
1,228.75 |
|
S3 |
1,183.75 |
1,196.25 |
1,226.50 |
|
S4 |
1,159.25 |
1,171.75 |
1,219.75 |
|
|
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% |
36.50 |
3.0% |
26% |
False |
False |
2,906,823 |
10 |
1,303.50 |
1,216.50 |
87.00 |
7.1% |
29.00 |
2.4% |
19% |
False |
False |
2,258,590 |
20 |
1,306.00 |
1,216.50 |
89.50 |
7.3% |
25.00 |
2.0% |
19% |
False |
False |
1,983,688 |
40 |
1,313.50 |
1,202.50 |
111.00 |
9.0% |
25.25 |
2.1% |
28% |
False |
False |
2,054,791 |
60 |
1,372.00 |
1,200.75 |
171.25 |
13.9% |
25.75 |
2.1% |
19% |
False |
False |
2,163,994 |
80 |
1,430.50 |
1,200.75 |
229.75 |
18.6% |
24.75 |
2.0% |
14% |
False |
False |
1,680,177 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.6% |
23.50 |
1.9% |
13% |
False |
False |
1,344,834 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.6% |
23.25 |
1.9% |
13% |
False |
False |
1,121,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,349.00 |
2.618 |
1,309.00 |
1.618 |
1,284.50 |
1.000 |
1,269.25 |
0.618 |
1,260.00 |
HIGH |
1,244.75 |
0.618 |
1,235.50 |
0.500 |
1,232.50 |
0.382 |
1,229.50 |
LOW |
1,220.25 |
0.618 |
1,205.00 |
1.000 |
1,195.75 |
1.618 |
1,180.50 |
2.618 |
1,156.00 |
4.250 |
1,116.00 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,233.00 |
1,251.00 |
PP |
1,232.75 |
1,245.25 |
S1 |
1,232.50 |
1,239.25 |
|