Trading Metrics calculated at close of trading on 15-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2008 |
15-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,773.25 |
1,763.25 |
-10.00 |
-0.6% |
1,794.50 |
High |
1,780.00 |
1,763.25 |
-16.75 |
-0.9% |
1,815.25 |
Low |
1,743.75 |
1,706.00 |
-37.75 |
-2.2% |
1,705.25 |
Close |
1,773.25 |
1,715.50 |
-57.75 |
-3.3% |
1,773.25 |
Range |
36.25 |
57.25 |
21.00 |
57.9% |
110.00 |
ATR |
46.64 |
48.11 |
1.47 |
3.2% |
0.00 |
Volume |
327,402 |
153,681 |
-173,721 |
-53.1% |
2,263,586 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,900.00 |
1,865.00 |
1,747.00 |
|
R3 |
1,842.75 |
1,807.75 |
1,731.25 |
|
R2 |
1,785.50 |
1,785.50 |
1,726.00 |
|
R1 |
1,750.50 |
1,750.50 |
1,720.75 |
1,739.50 |
PP |
1,728.25 |
1,728.25 |
1,728.25 |
1,722.75 |
S1 |
1,693.25 |
1,693.25 |
1,710.25 |
1,682.00 |
S2 |
1,671.00 |
1,671.00 |
1,705.00 |
|
S3 |
1,613.75 |
1,636.00 |
1,699.75 |
|
S4 |
1,556.50 |
1,578.75 |
1,684.00 |
|
|
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 |
1,780.25 |
1,705.25 |
75.00 |
4.4% |
50.75 |
3.0% |
14% |
False |
False |
389,051 |
10 |
1,915.50 |
1,705.25 |
210.25 |
12.3% |
54.50 |
3.2% |
5% |
False |
False |
413,846 |
20 |
1,976.00 |
1,705.25 |
270.75 |
15.8% |
46.00 |
2.7% |
4% |
False |
False |
366,842 |
40 |
1,977.25 |
1,705.25 |
272.00 |
15.9% |
44.75 |
2.6% |
4% |
False |
False |
383,892 |
60 |
1,994.00 |
1,705.25 |
288.75 |
16.8% |
47.00 |
2.7% |
4% |
False |
False |
417,632 |
80 |
2,070.75 |
1,705.25 |
365.50 |
21.3% |
45.50 |
2.6% |
3% |
False |
False |
338,648 |
100 |
2,070.75 |
1,705.25 |
365.50 |
21.3% |
43.50 |
2.5% |
3% |
False |
False |
271,008 |
120 |
2,070.75 |
1,705.25 |
365.50 |
21.3% |
42.75 |
2.5% |
3% |
False |
False |
225,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,006.50 |
2.618 |
1,913.25 |
1.618 |
1,856.00 |
1.000 |
1,820.50 |
0.618 |
1,798.75 |
HIGH |
1,763.25 |
0.618 |
1,741.50 |
0.500 |
1,734.50 |
0.382 |
1,727.75 |
LOW |
1,706.00 |
0.618 |
1,670.50 |
1.000 |
1,648.75 |
1.618 |
1,613.25 |
2.618 |
1,556.00 |
4.250 |
1,462.75 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,734.50 |
1,742.50 |
PP |
1,728.25 |
1,733.50 |
S1 |
1,722.00 |
1,724.50 |
|