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 |
1,781.75 |
1,763.75 |
-18.00 |
-1.0% |
1,786.25 |
High |
1,786.50 |
1,766.25 |
-20.25 |
-1.1% |
1,821.75 |
Low |
1,750.00 |
1,711.50 |
-38.50 |
-2.2% |
1,712.75 |
Close |
1,779.50 |
1,721.25 |
-58.25 |
-3.3% |
1,779.50 |
Range |
36.50 |
54.75 |
18.25 |
50.0% |
109.00 |
ATR |
45.32 |
46.94 |
1.62 |
3.6% |
0.00 |
Volume |
369,235 |
415,987 |
46,752 |
12.7% |
393,518 |
|
Daily Pivots for day following 15-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,897.25 |
1,864.00 |
1,751.25 |
|
R3 |
1,842.50 |
1,809.25 |
1,736.25 |
|
R2 |
1,787.75 |
1,787.75 |
1,731.25 |
|
R1 |
1,754.50 |
1,754.50 |
1,726.25 |
1,743.75 |
PP |
1,733.00 |
1,733.00 |
1,733.00 |
1,727.50 |
S1 |
1,699.75 |
1,699.75 |
1,716.25 |
1,689.00 |
S2 |
1,678.25 |
1,678.25 |
1,711.25 |
|
S3 |
1,623.50 |
1,645.00 |
1,706.25 |
|
S4 |
1,568.75 |
1,590.25 |
1,691.25 |
|
|
Weekly Pivots for week ending 12-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,098.25 |
2,048.00 |
1,839.50 |
|
R3 |
1,989.25 |
1,939.00 |
1,809.50 |
|
R2 |
1,880.25 |
1,880.25 |
1,799.50 |
|
R1 |
1,830.00 |
1,830.00 |
1,789.50 |
1,800.50 |
PP |
1,771.25 |
1,771.25 |
1,771.25 |
1,756.75 |
S1 |
1,721.00 |
1,721.00 |
1,769.50 |
1,691.50 |
S2 |
1,662.25 |
1,662.25 |
1,759.50 |
|
S3 |
1,553.25 |
1,612.00 |
1,749.50 |
|
S4 |
1,444.25 |
1,503.00 |
1,719.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,821.75 |
1,711.50 |
110.25 |
6.4% |
54.25 |
3.1% |
9% |
False |
True |
161,901 |
10 |
1,922.50 |
1,711.50 |
211.00 |
12.3% |
52.00 |
3.0% |
5% |
False |
True |
81,523 |
20 |
1,985.25 |
1,711.50 |
273.75 |
15.9% |
43.50 |
2.5% |
4% |
False |
True |
40,998 |
40 |
1,985.25 |
1,711.50 |
273.75 |
15.9% |
42.75 |
2.5% |
4% |
False |
True |
20,707 |
60 |
1,985.25 |
1,711.50 |
273.75 |
15.9% |
43.50 |
2.5% |
4% |
False |
True |
13,949 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,999.00 |
2.618 |
1,909.50 |
1.618 |
1,854.75 |
1.000 |
1,821.00 |
0.618 |
1,800.00 |
HIGH |
1,766.25 |
0.618 |
1,745.25 |
0.500 |
1,739.00 |
0.382 |
1,732.50 |
LOW |
1,711.50 |
0.618 |
1,677.75 |
1.000 |
1,656.75 |
1.618 |
1,623.00 |
2.618 |
1,568.25 |
4.250 |
1,478.75 |
|
|
Fisher Pivots for day following 15-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,739.00 |
1,749.00 |
PP |
1,733.00 |
1,739.75 |
S1 |
1,727.00 |
1,730.50 |
|