Trading Metrics calculated at close of trading on 17-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2008 |
17-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,721.00 |
1,730.00 |
9.00 |
0.5% |
1,794.50 |
High |
1,740.75 |
1,739.75 |
-1.00 |
-0.1% |
1,815.25 |
Low |
1,684.00 |
1,634.25 |
-49.75 |
-3.0% |
1,705.25 |
Close |
1,726.25 |
1,640.75 |
-85.50 |
-5.0% |
1,773.25 |
Range |
56.75 |
105.50 |
48.75 |
85.9% |
110.00 |
ATR |
48.73 |
52.78 |
4.06 |
8.3% |
0.00 |
Volume |
103,606 |
136,486 |
32,880 |
31.7% |
2,263,586 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,988.00 |
1,920.00 |
1,698.75 |
|
R3 |
1,882.50 |
1,814.50 |
1,669.75 |
|
R2 |
1,777.00 |
1,777.00 |
1,660.00 |
|
R1 |
1,709.00 |
1,709.00 |
1,650.50 |
1,690.25 |
PP |
1,671.50 |
1,671.50 |
1,671.50 |
1,662.25 |
S1 |
1,603.50 |
1,603.50 |
1,631.00 |
1,584.75 |
S2 |
1,566.00 |
1,566.00 |
1,621.50 |
|
S3 |
1,460.50 |
1,498.00 |
1,611.75 |
|
S4 |
1,355.00 |
1,392.50 |
1,582.75 |
|
|
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 |
1,634.25 |
145.75 |
8.9% |
65.50 |
4.0% |
4% |
False |
True |
225,877 |
10 |
1,836.25 |
1,634.25 |
202.00 |
12.3% |
59.75 |
3.6% |
3% |
False |
True |
355,581 |
20 |
1,941.25 |
1,634.25 |
307.00 |
18.7% |
49.50 |
3.0% |
2% |
False |
True |
343,897 |
40 |
1,977.25 |
1,634.25 |
343.00 |
20.9% |
47.00 |
2.9% |
2% |
False |
True |
370,822 |
60 |
1,977.25 |
1,634.25 |
343.00 |
20.9% |
48.00 |
2.9% |
2% |
False |
True |
403,413 |
80 |
2,070.75 |
1,634.25 |
436.50 |
26.6% |
47.00 |
2.9% |
1% |
False |
True |
341,637 |
100 |
2,070.75 |
1,634.25 |
436.50 |
26.6% |
44.50 |
2.7% |
1% |
False |
True |
273,405 |
120 |
2,070.75 |
1,634.25 |
436.50 |
26.6% |
43.50 |
2.7% |
1% |
False |
True |
227,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,188.00 |
2.618 |
2,016.00 |
1.618 |
1,910.50 |
1.000 |
1,845.25 |
0.618 |
1,805.00 |
HIGH |
1,739.75 |
0.618 |
1,699.50 |
0.500 |
1,687.00 |
0.382 |
1,674.50 |
LOW |
1,634.25 |
0.618 |
1,569.00 |
1.000 |
1,528.75 |
1.618 |
1,463.50 |
2.618 |
1,358.00 |
4.250 |
1,186.00 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,687.00 |
1,698.75 |
PP |
1,671.50 |
1,679.50 |
S1 |
1,656.25 |
1,660.00 |
|