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 |
1,763.75 |
1,721.00 |
-42.75 |
-2.4% |
1,786.25 |
High |
1,766.25 |
1,748.25 |
-18.00 |
-1.0% |
1,821.75 |
Low |
1,711.50 |
1,690.00 |
-21.50 |
-1.3% |
1,712.75 |
Close |
1,721.25 |
1,733.00 |
11.75 |
0.7% |
1,779.50 |
Range |
54.75 |
58.25 |
3.50 |
6.4% |
109.00 |
ATR |
46.94 |
47.75 |
0.81 |
1.7% |
0.00 |
Volume |
415,987 |
526,445 |
110,458 |
26.6% |
393,518 |
|
Daily Pivots for day following 16-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,898.50 |
1,874.00 |
1,765.00 |
|
R3 |
1,840.25 |
1,815.75 |
1,749.00 |
|
R2 |
1,782.00 |
1,782.00 |
1,743.75 |
|
R1 |
1,757.50 |
1,757.50 |
1,738.25 |
1,769.75 |
PP |
1,723.75 |
1,723.75 |
1,723.75 |
1,730.00 |
S1 |
1,699.25 |
1,699.25 |
1,727.75 |
1,711.50 |
S2 |
1,665.50 |
1,665.50 |
1,722.25 |
|
S3 |
1,607.25 |
1,641.00 |
1,717.00 |
|
S4 |
1,549.00 |
1,582.75 |
1,701.00 |
|
|
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 |
1,786.50 |
1,690.00 |
96.50 |
5.6% |
50.00 |
2.9% |
45% |
False |
True |
266,859 |
10 |
1,922.50 |
1,690.00 |
232.50 |
13.4% |
54.00 |
3.1% |
18% |
False |
True |
134,104 |
20 |
1,984.25 |
1,690.00 |
294.25 |
17.0% |
45.25 |
2.6% |
15% |
False |
True |
67,302 |
40 |
1,985.25 |
1,690.00 |
295.25 |
17.0% |
43.50 |
2.5% |
15% |
False |
True |
33,857 |
60 |
1,985.25 |
1,690.00 |
295.25 |
17.0% |
44.25 |
2.6% |
15% |
False |
True |
22,723 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.75 |
2.618 |
1,900.75 |
1.618 |
1,842.50 |
1.000 |
1,806.50 |
0.618 |
1,784.25 |
HIGH |
1,748.25 |
0.618 |
1,726.00 |
0.500 |
1,719.00 |
0.382 |
1,712.25 |
LOW |
1,690.00 |
0.618 |
1,654.00 |
1.000 |
1,631.75 |
1.618 |
1,595.75 |
2.618 |
1,537.50 |
4.250 |
1,442.50 |
|
|
Fisher Pivots for day following 16-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,728.50 |
1,738.25 |
PP |
1,723.75 |
1,736.50 |
S1 |
1,719.00 |
1,734.75 |
|