Trading Metrics calculated at close of trading on 16-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2008 |
16-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,763.25 |
1,721.00 |
-42.25 |
-2.4% |
1,794.50 |
High |
1,763.25 |
1,740.75 |
-22.50 |
-1.3% |
1,815.25 |
Low |
1,706.00 |
1,684.00 |
-22.00 |
-1.3% |
1,705.25 |
Close |
1,715.50 |
1,726.25 |
10.75 |
0.6% |
1,773.25 |
Range |
57.25 |
56.75 |
-0.50 |
-0.9% |
110.00 |
ATR |
48.11 |
48.73 |
0.62 |
1.3% |
0.00 |
Volume |
153,681 |
103,606 |
-50,075 |
-32.6% |
2,263,586 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,887.25 |
1,863.50 |
1,757.50 |
|
R3 |
1,830.50 |
1,806.75 |
1,741.75 |
|
R2 |
1,773.75 |
1,773.75 |
1,736.75 |
|
R1 |
1,750.00 |
1,750.00 |
1,731.50 |
1,762.00 |
PP |
1,717.00 |
1,717.00 |
1,717.00 |
1,723.00 |
S1 |
1,693.25 |
1,693.25 |
1,721.00 |
1,705.00 |
S2 |
1,660.25 |
1,660.25 |
1,715.75 |
|
S3 |
1,603.50 |
1,636.50 |
1,710.75 |
|
S4 |
1,546.75 |
1,579.75 |
1,695.00 |
|
|
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 |
1,780.00 |
1,684.00 |
96.00 |
5.6% |
50.25 |
2.9% |
44% |
False |
True |
295,514 |
10 |
1,859.50 |
1,684.00 |
175.50 |
10.2% |
53.00 |
3.1% |
24% |
False |
True |
387,538 |
20 |
1,946.50 |
1,684.00 |
262.50 |
15.2% |
46.25 |
2.7% |
16% |
False |
True |
354,721 |
40 |
1,977.25 |
1,684.00 |
293.25 |
17.0% |
45.25 |
2.6% |
14% |
False |
True |
375,725 |
60 |
1,977.25 |
1,684.00 |
293.25 |
17.0% |
46.75 |
2.7% |
14% |
False |
True |
410,156 |
80 |
2,070.75 |
1,684.00 |
386.75 |
22.4% |
45.75 |
2.7% |
11% |
False |
True |
339,937 |
100 |
2,070.75 |
1,684.00 |
386.75 |
22.4% |
43.75 |
2.5% |
11% |
False |
True |
272,043 |
120 |
2,070.75 |
1,684.00 |
386.75 |
22.4% |
43.00 |
2.5% |
11% |
False |
True |
226,811 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,982.00 |
2.618 |
1,889.25 |
1.618 |
1,832.50 |
1.000 |
1,797.50 |
0.618 |
1,775.75 |
HIGH |
1,740.75 |
0.618 |
1,719.00 |
0.500 |
1,712.50 |
0.382 |
1,705.75 |
LOW |
1,684.00 |
0.618 |
1,649.00 |
1.000 |
1,627.25 |
1.618 |
1,592.25 |
2.618 |
1,535.50 |
4.250 |
1,442.75 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,721.50 |
1,732.00 |
PP |
1,717.00 |
1,730.00 |
S1 |
1,712.50 |
1,728.25 |
|