Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,215.50 |
1,163.75 |
-51.75 |
-4.3% |
1,263.50 |
High |
1,227.75 |
1,213.25 |
-14.50 |
-1.2% |
1,282.00 |
Low |
1,154.50 |
1,133.00 |
-21.50 |
-1.9% |
1,211.25 |
Close |
1,160.75 |
1,198.25 |
37.50 |
3.2% |
1,257.25 |
Range |
73.25 |
80.25 |
7.00 |
9.6% |
70.75 |
ATR |
35.30 |
38.51 |
3.21 |
9.1% |
0.00 |
Volume |
1,159,272 |
880,530 |
-278,742 |
-24.0% |
14,610,335 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.25 |
1,390.50 |
1,242.50 |
|
R3 |
1,342.00 |
1,310.25 |
1,220.25 |
|
R2 |
1,261.75 |
1,261.75 |
1,213.00 |
|
R1 |
1,230.00 |
1,230.00 |
1,205.50 |
1,246.00 |
PP |
1,181.50 |
1,181.50 |
1,181.50 |
1,189.50 |
S1 |
1,149.75 |
1,149.75 |
1,191.00 |
1,165.50 |
S2 |
1,101.25 |
1,101.25 |
1,183.50 |
|
S3 |
1,021.00 |
1,069.50 |
1,176.25 |
|
S4 |
940.75 |
989.25 |
1,154.00 |
|
|
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 |
1,257.75 |
1,133.00 |
124.75 |
10.4% |
55.75 |
4.6% |
52% |
False |
True |
1,277,942 |
10 |
1,282.00 |
1,133.00 |
149.00 |
12.4% |
46.00 |
3.8% |
44% |
False |
True |
2,177,667 |
20 |
1,303.50 |
1,133.00 |
170.50 |
14.2% |
34.50 |
2.9% |
38% |
False |
True |
1,918,777 |
40 |
1,313.50 |
1,133.00 |
180.50 |
15.1% |
29.50 |
2.5% |
36% |
False |
True |
1,914,605 |
60 |
1,337.75 |
1,133.00 |
204.75 |
17.1% |
29.25 |
2.4% |
32% |
False |
True |
2,118,156 |
80 |
1,414.00 |
1,133.00 |
281.00 |
23.5% |
27.50 |
2.3% |
23% |
False |
True |
1,797,064 |
100 |
1,442.25 |
1,133.00 |
309.25 |
25.8% |
25.75 |
2.1% |
21% |
False |
True |
1,438,718 |
120 |
1,442.25 |
1,133.00 |
309.25 |
25.8% |
24.75 |
2.1% |
21% |
False |
True |
1,199,600 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.25 |
2.618 |
1,423.25 |
1.618 |
1,343.00 |
1.000 |
1,293.50 |
0.618 |
1,262.75 |
HIGH |
1,213.25 |
0.618 |
1,182.50 |
0.500 |
1,173.00 |
0.382 |
1,163.75 |
LOW |
1,133.00 |
0.618 |
1,083.50 |
1.000 |
1,052.75 |
1.618 |
1,003.25 |
2.618 |
923.00 |
4.250 |
792.00 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,190.00 |
1,192.25 |
PP |
1,181.50 |
1,186.25 |
S1 |
1,173.00 |
1,180.50 |
|