Trading Metrics calculated at close of trading on 12-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2008 |
12-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,736.75 |
1,773.25 |
36.50 |
2.1% |
1,794.50 |
High |
1,776.50 |
1,780.00 |
3.50 |
0.2% |
1,815.25 |
Low |
1,705.25 |
1,743.75 |
38.50 |
2.3% |
1,705.25 |
Close |
1,775.25 |
1,773.25 |
-2.00 |
-0.1% |
1,773.25 |
Range |
71.25 |
36.25 |
-35.00 |
-49.1% |
110.00 |
ATR |
47.43 |
46.64 |
-0.80 |
-1.7% |
0.00 |
Volume |
408,212 |
327,402 |
-80,810 |
-19.8% |
2,263,586 |
|
Daily Pivots for day following 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,874.50 |
1,860.00 |
1,793.25 |
|
R3 |
1,838.25 |
1,823.75 |
1,783.25 |
|
R2 |
1,802.00 |
1,802.00 |
1,780.00 |
|
R1 |
1,787.50 |
1,787.50 |
1,776.50 |
1,791.50 |
PP |
1,765.75 |
1,765.75 |
1,765.75 |
1,767.50 |
S1 |
1,751.25 |
1,751.25 |
1,770.00 |
1,755.00 |
S2 |
1,729.50 |
1,729.50 |
1,766.50 |
|
S3 |
1,693.25 |
1,715.00 |
1,763.25 |
|
S4 |
1,657.00 |
1,678.75 |
1,753.25 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,094.50 |
2,044.00 |
1,833.75 |
|
R3 |
1,984.50 |
1,934.00 |
1,803.50 |
|
R2 |
1,874.50 |
1,874.50 |
1,793.50 |
|
R1 |
1,824.00 |
1,824.00 |
1,783.25 |
1,794.25 |
PP |
1,764.50 |
1,764.50 |
1,764.50 |
1,749.75 |
S1 |
1,714.00 |
1,714.00 |
1,763.25 |
1,684.25 |
S2 |
1,654.50 |
1,654.50 |
1,753.00 |
|
S3 |
1,544.50 |
1,604.00 |
1,743.00 |
|
S4 |
1,434.50 |
1,494.00 |
1,712.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,815.25 |
1,705.25 |
110.00 |
6.2% |
55.25 |
3.1% |
62% |
False |
False |
452,717 |
10 |
1,915.50 |
1,705.25 |
210.25 |
11.9% |
52.75 |
3.0% |
32% |
False |
False |
427,069 |
20 |
1,977.25 |
1,705.25 |
272.00 |
15.3% |
44.50 |
2.5% |
25% |
False |
False |
381,177 |
40 |
1,977.25 |
1,705.25 |
272.00 |
15.3% |
44.00 |
2.5% |
25% |
False |
False |
393,371 |
60 |
2,001.75 |
1,705.25 |
296.50 |
16.7% |
47.00 |
2.6% |
23% |
False |
False |
422,447 |
80 |
2,070.75 |
1,705.25 |
365.50 |
20.6% |
45.00 |
2.5% |
19% |
False |
False |
336,736 |
100 |
2,070.75 |
1,705.25 |
365.50 |
20.6% |
43.50 |
2.5% |
19% |
False |
False |
269,474 |
120 |
2,070.75 |
1,705.25 |
365.50 |
20.6% |
42.75 |
2.4% |
19% |
False |
False |
224,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,934.00 |
2.618 |
1,875.00 |
1.618 |
1,838.75 |
1.000 |
1,816.25 |
0.618 |
1,802.50 |
HIGH |
1,780.00 |
0.618 |
1,766.25 |
0.500 |
1,762.00 |
0.382 |
1,757.50 |
LOW |
1,743.75 |
0.618 |
1,721.25 |
1.000 |
1,707.50 |
1.618 |
1,685.00 |
2.618 |
1,648.75 |
4.250 |
1,589.75 |
|
|
Fisher Pivots for day following 12-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,769.50 |
1,763.00 |
PP |
1,765.75 |
1,752.75 |
S1 |
1,762.00 |
1,742.50 |
|