Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,232.25 |
1,251.00 |
18.75 |
1.5% |
1,263.50 |
High |
1,252.75 |
1,257.75 |
5.00 |
0.4% |
1,282.00 |
Low |
1,211.25 |
1,233.50 |
22.25 |
1.8% |
1,211.25 |
Close |
1,251.00 |
1,257.25 |
6.25 |
0.5% |
1,257.25 |
Range |
41.50 |
24.25 |
-17.25 |
-41.6% |
70.75 |
ATR |
28.28 |
27.99 |
-0.29 |
-1.0% |
0.00 |
Volume |
3,012,184 |
2,062,741 |
-949,443 |
-31.5% |
14,610,335 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.25 |
1,314.00 |
1,270.50 |
|
R3 |
1,298.00 |
1,289.75 |
1,264.00 |
|
R2 |
1,273.75 |
1,273.75 |
1,261.75 |
|
R1 |
1,265.50 |
1,265.50 |
1,259.50 |
1,269.50 |
PP |
1,249.50 |
1,249.50 |
1,249.50 |
1,251.50 |
S1 |
1,241.25 |
1,241.25 |
1,255.00 |
1,245.50 |
S2 |
1,225.25 |
1,225.25 |
1,252.75 |
|
S3 |
1,201.00 |
1,217.00 |
1,250.50 |
|
S4 |
1,176.75 |
1,192.75 |
1,244.00 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.50 |
1,430.50 |
1,296.25 |
|
R3 |
1,391.75 |
1,359.75 |
1,276.75 |
|
R2 |
1,321.00 |
1,321.00 |
1,270.25 |
|
R1 |
1,289.00 |
1,289.00 |
1,263.75 |
1,269.50 |
PP |
1,250.25 |
1,250.25 |
1,250.25 |
1,240.50 |
S1 |
1,218.25 |
1,218.25 |
1,250.75 |
1,199.00 |
S2 |
1,179.50 |
1,179.50 |
1,244.25 |
|
S3 |
1,108.75 |
1,147.50 |
1,237.75 |
|
S4 |
1,038.00 |
1,076.75 |
1,218.25 |
|
|
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 |
5.6% |
35.50 |
2.8% |
65% |
False |
False |
2,922,067 |
10 |
1,303.50 |
1,211.25 |
92.25 |
7.3% |
31.25 |
2.5% |
50% |
False |
False |
2,476,250 |
20 |
1,306.00 |
1,211.25 |
94.75 |
7.5% |
26.00 |
2.1% |
49% |
False |
False |
2,041,035 |
40 |
1,313.50 |
1,211.25 |
102.25 |
8.1% |
25.25 |
2.0% |
45% |
False |
False |
2,017,753 |
60 |
1,349.75 |
1,200.75 |
149.00 |
11.9% |
26.25 |
2.1% |
38% |
False |
False |
2,186,467 |
80 |
1,414.00 |
1,200.75 |
213.25 |
17.0% |
25.00 |
2.0% |
26% |
False |
False |
1,743,336 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.2% |
24.00 |
1.9% |
23% |
False |
False |
1,395,559 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.2% |
23.50 |
1.9% |
23% |
False |
False |
1,163,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,360.75 |
2.618 |
1,321.25 |
1.618 |
1,297.00 |
1.000 |
1,282.00 |
0.618 |
1,272.75 |
HIGH |
1,257.75 |
0.618 |
1,248.50 |
0.500 |
1,245.50 |
0.382 |
1,242.75 |
LOW |
1,233.50 |
0.618 |
1,218.50 |
1.000 |
1,209.25 |
1.618 |
1,194.25 |
2.618 |
1,170.00 |
4.250 |
1,130.50 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,253.50 |
1,249.75 |
PP |
1,249.50 |
1,242.00 |
S1 |
1,245.50 |
1,234.50 |
|