Trading Metrics calculated at close of trading on 11-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2008 |
11-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,228.00 |
1,232.25 |
4.25 |
0.3% |
1,282.00 |
High |
1,244.75 |
1,252.75 |
8.00 |
0.6% |
1,303.50 |
Low |
1,220.25 |
1,211.25 |
-9.00 |
-0.7% |
1,216.50 |
Close |
1,233.25 |
1,251.00 |
17.75 |
1.4% |
1,241.00 |
Range |
24.50 |
41.50 |
17.00 |
69.4% |
87.00 |
ATR |
27.26 |
28.28 |
1.02 |
3.7% |
0.00 |
Volume |
3,349,429 |
3,012,184 |
-337,245 |
-10.1% |
8,638,574 |
|
Daily Pivots for day following 11-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,362.75 |
1,348.50 |
1,273.75 |
|
R3 |
1,321.25 |
1,307.00 |
1,262.50 |
|
R2 |
1,279.75 |
1,279.75 |
1,258.50 |
|
R1 |
1,265.50 |
1,265.50 |
1,254.75 |
1,272.50 |
PP |
1,238.25 |
1,238.25 |
1,238.25 |
1,242.00 |
S1 |
1,224.00 |
1,224.00 |
1,247.25 |
1,231.00 |
S2 |
1,196.75 |
1,196.75 |
1,243.50 |
|
S3 |
1,155.25 |
1,182.50 |
1,239.50 |
|
S4 |
1,113.75 |
1,141.00 |
1,228.25 |
|
|
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 |
1,211.25 |
70.75 |
5.7% |
36.25 |
2.9% |
56% |
False |
True |
3,077,392 |
10 |
1,303.50 |
1,211.25 |
92.25 |
7.4% |
31.25 |
2.5% |
43% |
False |
True |
2,414,196 |
20 |
1,306.00 |
1,211.25 |
94.75 |
7.6% |
26.00 |
2.1% |
42% |
False |
True |
2,047,120 |
40 |
1,313.50 |
1,211.25 |
102.25 |
8.2% |
25.25 |
2.0% |
39% |
False |
True |
2,038,523 |
60 |
1,355.50 |
1,200.75 |
154.75 |
12.4% |
26.25 |
2.1% |
32% |
False |
False |
2,185,736 |
80 |
1,422.50 |
1,200.75 |
221.75 |
17.7% |
25.00 |
2.0% |
23% |
False |
False |
1,717,696 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.75 |
1.9% |
21% |
False |
False |
1,374,948 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.50 |
1.9% |
21% |
False |
False |
1,146,474 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,429.00 |
2.618 |
1,361.50 |
1.618 |
1,320.00 |
1.000 |
1,294.25 |
0.618 |
1,278.50 |
HIGH |
1,252.75 |
0.618 |
1,237.00 |
0.500 |
1,232.00 |
0.382 |
1,227.00 |
LOW |
1,211.25 |
0.618 |
1,185.50 |
1.000 |
1,169.75 |
1.618 |
1,144.00 |
2.618 |
1,102.50 |
4.250 |
1,035.00 |
|
|
Fisher Pivots for day following 11-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,244.75 |
1,248.50 |
PP |
1,238.25 |
1,245.75 |
S1 |
1,232.00 |
1,243.00 |
|