Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,251.00 |
1,230.25 |
-20.75 |
-1.7% |
1,263.50 |
High |
1,257.75 |
1,237.75 |
-20.00 |
-1.6% |
1,282.00 |
Low |
1,233.50 |
1,194.50 |
-39.00 |
-3.2% |
1,211.25 |
Close |
1,257.25 |
1,195.00 |
-62.25 |
-5.0% |
1,257.25 |
Range |
24.25 |
43.25 |
19.00 |
78.4% |
70.75 |
ATR |
27.99 |
30.47 |
2.48 |
8.9% |
0.00 |
Volume |
2,062,741 |
1,089,646 |
-973,095 |
-47.2% |
14,610,335 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.75 |
1,310.25 |
1,218.75 |
|
R3 |
1,295.50 |
1,267.00 |
1,207.00 |
|
R2 |
1,252.25 |
1,252.25 |
1,203.00 |
|
R1 |
1,223.75 |
1,223.75 |
1,199.00 |
1,216.50 |
PP |
1,209.00 |
1,209.00 |
1,209.00 |
1,205.50 |
S1 |
1,180.50 |
1,180.50 |
1,191.00 |
1,173.00 |
S2 |
1,165.75 |
1,165.75 |
1,187.00 |
|
S3 |
1,122.50 |
1,137.25 |
1,183.00 |
|
S4 |
1,079.25 |
1,094.00 |
1,171.25 |
|
|
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 |
1,275.00 |
1,194.50 |
80.50 |
6.7% |
37.00 |
3.1% |
1% |
False |
True |
2,548,253 |
10 |
1,303.50 |
1,194.50 |
109.00 |
9.1% |
34.00 |
2.8% |
0% |
False |
True |
2,433,855 |
20 |
1,306.00 |
1,194.50 |
111.50 |
9.3% |
27.50 |
2.3% |
0% |
False |
True |
2,001,323 |
40 |
1,313.50 |
1,194.50 |
119.00 |
10.0% |
25.75 |
2.2% |
0% |
False |
True |
1,972,682 |
60 |
1,343.50 |
1,194.50 |
149.00 |
12.5% |
26.75 |
2.2% |
0% |
False |
True |
2,166,384 |
80 |
1,414.00 |
1,194.50 |
219.50 |
18.4% |
25.25 |
2.1% |
0% |
False |
True |
1,756,834 |
100 |
1,442.25 |
1,194.50 |
247.75 |
20.7% |
24.00 |
2.0% |
0% |
False |
True |
1,406,412 |
120 |
1,442.25 |
1,194.50 |
247.75 |
20.7% |
23.75 |
2.0% |
0% |
False |
True |
1,172,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,421.50 |
2.618 |
1,351.00 |
1.618 |
1,307.75 |
1.000 |
1,281.00 |
0.618 |
1,264.50 |
HIGH |
1,237.75 |
0.618 |
1,221.25 |
0.500 |
1,216.00 |
0.382 |
1,211.00 |
LOW |
1,194.50 |
0.618 |
1,167.75 |
1.000 |
1,151.25 |
1.618 |
1,124.50 |
2.618 |
1,081.25 |
4.250 |
1,010.75 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,216.00 |
1,226.00 |
PP |
1,209.00 |
1,215.75 |
S1 |
1,202.00 |
1,205.50 |
|