Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,196.75 |
1,215.50 |
18.75 |
1.6% |
1,263.50 |
High |
1,219.00 |
1,227.75 |
8.75 |
0.7% |
1,282.00 |
Low |
1,161.75 |
1,154.50 |
-7.25 |
-0.6% |
1,211.25 |
Close |
1,214.25 |
1,160.75 |
-53.50 |
-4.4% |
1,257.25 |
Range |
57.25 |
73.25 |
16.00 |
27.9% |
70.75 |
ATR |
32.38 |
35.30 |
2.92 |
9.0% |
0.00 |
Volume |
1,197,521 |
1,159,272 |
-38,249 |
-3.2% |
14,610,335 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,400.75 |
1,354.00 |
1,201.00 |
|
R3 |
1,327.50 |
1,280.75 |
1,181.00 |
|
R2 |
1,254.25 |
1,254.25 |
1,174.25 |
|
R1 |
1,207.50 |
1,207.50 |
1,167.50 |
1,194.25 |
PP |
1,181.00 |
1,181.00 |
1,181.00 |
1,174.50 |
S1 |
1,134.25 |
1,134.25 |
1,154.00 |
1,121.00 |
S2 |
1,107.75 |
1,107.75 |
1,147.25 |
|
S3 |
1,034.50 |
1,061.00 |
1,140.50 |
|
S4 |
961.25 |
987.75 |
1,120.50 |
|
|
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 |
1,154.50 |
103.25 |
8.9% |
48.00 |
4.1% |
6% |
False |
True |
1,704,272 |
10 |
1,282.00 |
1,154.50 |
127.50 |
11.0% |
42.25 |
3.6% |
5% |
False |
True |
2,305,547 |
20 |
1,303.50 |
1,154.50 |
149.00 |
12.8% |
31.50 |
2.7% |
4% |
False |
True |
1,960,549 |
40 |
1,313.50 |
1,154.50 |
159.00 |
13.7% |
28.00 |
2.4% |
4% |
False |
True |
1,945,173 |
60 |
1,337.75 |
1,154.50 |
183.25 |
15.8% |
28.25 |
2.4% |
3% |
False |
True |
2,127,681 |
80 |
1,414.00 |
1,154.50 |
259.50 |
22.4% |
26.50 |
2.3% |
2% |
False |
True |
1,786,140 |
100 |
1,442.25 |
1,154.50 |
287.75 |
24.8% |
25.00 |
2.2% |
2% |
False |
True |
1,429,925 |
120 |
1,442.25 |
1,154.50 |
287.75 |
24.8% |
24.50 |
2.1% |
2% |
False |
True |
1,192,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,539.00 |
2.618 |
1,419.50 |
1.618 |
1,346.25 |
1.000 |
1,301.00 |
0.618 |
1,273.00 |
HIGH |
1,227.75 |
0.618 |
1,199.75 |
0.500 |
1,191.00 |
0.382 |
1,182.50 |
LOW |
1,154.50 |
0.618 |
1,109.25 |
1.000 |
1,081.25 |
1.618 |
1,036.00 |
2.618 |
962.75 |
4.250 |
843.25 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,191.00 |
1,196.00 |
PP |
1,181.00 |
1,184.25 |
S1 |
1,171.00 |
1,172.50 |
|