Trading Metrics calculated at close of trading on 18-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2008 |
18-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,730.00 |
1,645.25 |
-84.75 |
-4.9% |
1,794.50 |
High |
1,739.75 |
1,706.25 |
-33.50 |
-1.9% |
1,815.25 |
Low |
1,634.25 |
1,605.75 |
-28.50 |
-1.7% |
1,705.25 |
Close |
1,640.75 |
1,700.25 |
59.50 |
3.6% |
1,773.25 |
Range |
105.50 |
100.50 |
-5.00 |
-4.7% |
110.00 |
ATR |
52.78 |
56.19 |
3.41 |
6.5% |
0.00 |
Volume |
136,486 |
97,640 |
-38,846 |
-28.5% |
2,263,586 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,972.25 |
1,936.75 |
1,755.50 |
|
R3 |
1,871.75 |
1,836.25 |
1,728.00 |
|
R2 |
1,771.25 |
1,771.25 |
1,718.75 |
|
R1 |
1,735.75 |
1,735.75 |
1,709.50 |
1,753.50 |
PP |
1,670.75 |
1,670.75 |
1,670.75 |
1,679.50 |
S1 |
1,635.25 |
1,635.25 |
1,691.00 |
1,653.00 |
S2 |
1,570.25 |
1,570.25 |
1,681.75 |
|
S3 |
1,469.75 |
1,534.75 |
1,672.50 |
|
S4 |
1,369.25 |
1,434.25 |
1,645.00 |
|
|
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 |
1,605.75 |
174.25 |
10.2% |
71.25 |
4.2% |
54% |
False |
True |
163,763 |
10 |
1,815.25 |
1,605.75 |
209.50 |
12.3% |
63.50 |
3.7% |
45% |
False |
True |
324,652 |
20 |
1,941.25 |
1,605.75 |
335.50 |
19.7% |
52.75 |
3.1% |
28% |
False |
True |
329,524 |
40 |
1,977.25 |
1,605.75 |
371.50 |
21.8% |
48.25 |
2.8% |
25% |
False |
True |
362,355 |
60 |
1,977.25 |
1,605.75 |
371.50 |
21.8% |
49.00 |
2.9% |
25% |
False |
True |
399,242 |
80 |
2,070.75 |
1,605.75 |
465.00 |
27.3% |
47.75 |
2.8% |
20% |
False |
True |
342,849 |
100 |
2,070.75 |
1,605.75 |
465.00 |
27.3% |
45.25 |
2.7% |
20% |
False |
True |
274,380 |
120 |
2,070.75 |
1,605.75 |
465.00 |
27.3% |
43.75 |
2.6% |
20% |
False |
True |
228,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.50 |
2.618 |
1,969.25 |
1.618 |
1,868.75 |
1.000 |
1,806.75 |
0.618 |
1,768.25 |
HIGH |
1,706.25 |
0.618 |
1,667.75 |
0.500 |
1,656.00 |
0.382 |
1,644.25 |
LOW |
1,605.75 |
0.618 |
1,543.75 |
1.000 |
1,505.25 |
1.618 |
1,443.25 |
2.618 |
1,342.75 |
4.250 |
1,178.50 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,685.50 |
1,691.25 |
PP |
1,670.75 |
1,682.25 |
S1 |
1,656.00 |
1,673.25 |
|