Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,230.25 |
1,196.75 |
-33.50 |
-2.7% |
1,263.50 |
High |
1,237.75 |
1,219.00 |
-18.75 |
-1.5% |
1,282.00 |
Low |
1,194.50 |
1,161.75 |
-32.75 |
-2.7% |
1,211.25 |
Close |
1,195.00 |
1,214.25 |
19.25 |
1.6% |
1,257.25 |
Range |
43.25 |
57.25 |
14.00 |
32.4% |
70.75 |
ATR |
30.47 |
32.38 |
1.91 |
6.3% |
0.00 |
Volume |
1,089,646 |
1,197,521 |
107,875 |
9.9% |
14,610,335 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,370.00 |
1,349.50 |
1,245.75 |
|
R3 |
1,312.75 |
1,292.25 |
1,230.00 |
|
R2 |
1,255.50 |
1,255.50 |
1,224.75 |
|
R1 |
1,235.00 |
1,235.00 |
1,219.50 |
1,245.25 |
PP |
1,198.25 |
1,198.25 |
1,198.25 |
1,203.50 |
S1 |
1,177.75 |
1,177.75 |
1,209.00 |
1,188.00 |
S2 |
1,141.00 |
1,141.00 |
1,203.75 |
|
S3 |
1,083.75 |
1,120.50 |
1,198.50 |
|
S4 |
1,026.50 |
1,063.25 |
1,182.75 |
|
|
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 |
1,257.75 |
1,161.75 |
96.00 |
7.9% |
38.25 |
3.1% |
55% |
False |
True |
2,142,304 |
10 |
1,282.00 |
1,161.75 |
120.25 |
9.9% |
36.50 |
3.0% |
44% |
False |
True |
2,418,306 |
20 |
1,303.50 |
1,161.75 |
141.75 |
11.7% |
28.75 |
2.4% |
37% |
False |
True |
1,987,503 |
40 |
1,313.50 |
1,161.75 |
151.75 |
12.5% |
26.75 |
2.2% |
35% |
False |
True |
1,954,595 |
60 |
1,337.75 |
1,161.75 |
176.00 |
14.5% |
27.25 |
2.2% |
30% |
False |
True |
2,147,076 |
80 |
1,414.00 |
1,161.75 |
252.25 |
20.8% |
25.75 |
2.1% |
21% |
False |
True |
1,771,726 |
100 |
1,442.25 |
1,161.75 |
280.50 |
23.1% |
24.50 |
2.0% |
19% |
False |
True |
1,418,356 |
120 |
1,442.25 |
1,161.75 |
280.50 |
23.1% |
24.00 |
2.0% |
19% |
False |
True |
1,182,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,462.25 |
2.618 |
1,369.00 |
1.618 |
1,311.75 |
1.000 |
1,276.25 |
0.618 |
1,254.50 |
HIGH |
1,219.00 |
0.618 |
1,197.25 |
0.500 |
1,190.50 |
0.382 |
1,183.50 |
LOW |
1,161.75 |
0.618 |
1,126.25 |
1.000 |
1,104.50 |
1.618 |
1,069.00 |
2.618 |
1,011.75 |
4.250 |
918.50 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,206.25 |
1,212.75 |
PP |
1,198.25 |
1,211.25 |
S1 |
1,190.50 |
1,209.75 |
|