Trading Metrics calculated at close of trading on 10-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2008 |
10-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,762.50 |
1,731.75 |
-30.75 |
-1.7% |
1,875.25 |
High |
1,780.25 |
1,755.75 |
-24.50 |
-1.4% |
1,915.50 |
Low |
1,720.75 |
1,726.00 |
5.25 |
0.3% |
1,741.25 |
Close |
1,728.75 |
1,737.50 |
8.75 |
0.5% |
1,770.00 |
Range |
59.50 |
29.75 |
-29.75 |
-50.0% |
174.25 |
ATR |
46.82 |
45.60 |
-1.22 |
-2.6% |
0.00 |
Volume |
571,291 |
484,670 |
-86,621 |
-15.2% |
1,721,196 |
|
Daily Pivots for day following 10-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.00 |
1,813.00 |
1,753.75 |
|
R3 |
1,799.25 |
1,783.25 |
1,745.75 |
|
R2 |
1,769.50 |
1,769.50 |
1,743.00 |
|
R1 |
1,753.50 |
1,753.50 |
1,740.25 |
1,761.50 |
PP |
1,739.75 |
1,739.75 |
1,739.75 |
1,743.75 |
S1 |
1,723.75 |
1,723.75 |
1,734.75 |
1,731.75 |
S2 |
1,710.00 |
1,710.00 |
1,732.00 |
|
S3 |
1,680.25 |
1,694.00 |
1,729.25 |
|
S4 |
1,650.50 |
1,664.25 |
1,721.25 |
|
|
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 |
1,836.25 |
1,720.75 |
115.50 |
6.6% |
54.25 |
3.1% |
15% |
False |
False |
485,285 |
10 |
1,924.00 |
1,720.75 |
203.25 |
11.7% |
48.75 |
2.8% |
8% |
False |
False |
409,573 |
20 |
1,977.25 |
1,720.75 |
256.50 |
14.8% |
42.75 |
2.5% |
7% |
False |
False |
385,927 |
40 |
1,977.25 |
1,720.75 |
256.50 |
14.8% |
43.75 |
2.5% |
7% |
False |
False |
405,688 |
60 |
2,005.75 |
1,720.75 |
285.00 |
16.4% |
46.25 |
2.7% |
6% |
False |
False |
422,997 |
80 |
2,070.75 |
1,720.75 |
350.00 |
20.1% |
44.75 |
2.6% |
5% |
False |
False |
327,565 |
100 |
2,070.75 |
1,720.75 |
350.00 |
20.1% |
43.00 |
2.5% |
5% |
False |
False |
262,129 |
120 |
2,070.75 |
1,720.75 |
350.00 |
20.1% |
42.25 |
2.4% |
5% |
False |
False |
218,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,882.25 |
2.618 |
1,833.75 |
1.618 |
1,804.00 |
1.000 |
1,785.50 |
0.618 |
1,774.25 |
HIGH |
1,755.75 |
0.618 |
1,744.50 |
0.500 |
1,741.00 |
0.382 |
1,737.25 |
LOW |
1,726.00 |
0.618 |
1,707.50 |
1.000 |
1,696.25 |
1.618 |
1,677.75 |
2.618 |
1,648.00 |
4.250 |
1,599.50 |
|
|
Fisher Pivots for day following 10-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,741.00 |
1,768.00 |
PP |
1,739.75 |
1,757.75 |
S1 |
1,738.50 |
1,747.75 |
|