Trading Metrics calculated at close of trading on 09-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2008 |
09-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,794.50 |
1,762.50 |
-32.00 |
-1.8% |
1,875.25 |
High |
1,815.25 |
1,780.25 |
-35.00 |
-1.9% |
1,915.50 |
Low |
1,735.25 |
1,720.75 |
-14.50 |
-0.8% |
1,741.25 |
Close |
1,760.75 |
1,728.75 |
-32.00 |
-1.8% |
1,770.00 |
Range |
80.00 |
59.50 |
-20.50 |
-25.6% |
174.25 |
ATR |
45.85 |
46.82 |
0.98 |
2.1% |
0.00 |
Volume |
472,011 |
571,291 |
99,280 |
21.0% |
1,721,196 |
|
Daily Pivots for day following 09-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,921.75 |
1,884.75 |
1,761.50 |
|
R3 |
1,862.25 |
1,825.25 |
1,745.00 |
|
R2 |
1,802.75 |
1,802.75 |
1,739.75 |
|
R1 |
1,765.75 |
1,765.75 |
1,734.25 |
1,754.50 |
PP |
1,743.25 |
1,743.25 |
1,743.25 |
1,737.50 |
S1 |
1,706.25 |
1,706.25 |
1,723.25 |
1,695.00 |
S2 |
1,683.75 |
1,683.75 |
1,717.75 |
|
S3 |
1,624.25 |
1,646.75 |
1,712.50 |
|
S4 |
1,564.75 |
1,587.25 |
1,696.00 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,331.75 |
2,225.00 |
1,865.75 |
|
R3 |
2,157.50 |
2,050.75 |
1,818.00 |
|
R2 |
1,983.25 |
1,983.25 |
1,802.00 |
|
R1 |
1,876.50 |
1,876.50 |
1,786.00 |
1,842.75 |
PP |
1,809.00 |
1,809.00 |
1,809.00 |
1,792.00 |
S1 |
1,702.25 |
1,702.25 |
1,754.00 |
1,668.50 |
S2 |
1,634.75 |
1,634.75 |
1,738.00 |
|
S3 |
1,460.50 |
1,528.00 |
1,722.00 |
|
S4 |
1,286.25 |
1,353.75 |
1,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,859.50 |
1,720.75 |
138.75 |
8.0% |
55.75 |
3.2% |
6% |
False |
True |
479,562 |
10 |
1,924.00 |
1,720.75 |
203.25 |
11.8% |
48.50 |
2.8% |
4% |
False |
True |
396,207 |
20 |
1,977.25 |
1,720.75 |
256.50 |
14.8% |
42.75 |
2.5% |
3% |
False |
True |
383,247 |
40 |
1,977.25 |
1,720.75 |
256.50 |
14.8% |
44.75 |
2.6% |
3% |
False |
True |
405,577 |
60 |
2,005.75 |
1,720.75 |
285.00 |
16.5% |
46.25 |
2.7% |
3% |
False |
True |
421,883 |
80 |
2,070.75 |
1,720.75 |
350.00 |
20.2% |
45.00 |
2.6% |
2% |
False |
True |
321,517 |
100 |
2,070.75 |
1,720.75 |
350.00 |
20.2% |
43.00 |
2.5% |
2% |
False |
True |
257,309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.00 |
2.618 |
1,936.00 |
1.618 |
1,876.50 |
1.000 |
1,839.75 |
0.618 |
1,817.00 |
HIGH |
1,780.25 |
0.618 |
1,757.50 |
0.500 |
1,750.50 |
0.382 |
1,743.50 |
LOW |
1,720.75 |
0.618 |
1,684.00 |
1.000 |
1,661.25 |
1.618 |
1,624.50 |
2.618 |
1,565.00 |
4.250 |
1,468.00 |
|
|
Fisher Pivots for day following 09-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,750.50 |
1,768.00 |
PP |
1,743.25 |
1,755.00 |
S1 |
1,736.00 |
1,741.75 |
|