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 |
1,734.25 |
13.25 |
0.8% |
1,786.25 |
High |
1,748.25 |
1,747.75 |
-0.50 |
0.0% |
1,821.75 |
Low |
1,690.00 |
1,639.75 |
-50.25 |
-3.0% |
1,712.75 |
Close |
1,733.00 |
1,647.00 |
-86.00 |
-5.0% |
1,779.50 |
Range |
58.25 |
108.00 |
49.75 |
85.4% |
109.00 |
ATR |
47.75 |
52.05 |
4.30 |
9.0% |
0.00 |
Volume |
526,445 |
737,643 |
211,198 |
40.1% |
393,518 |
|
Daily Pivots for day following 17-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,002.25 |
1,932.50 |
1,706.50 |
|
R3 |
1,894.25 |
1,824.50 |
1,676.75 |
|
R2 |
1,786.25 |
1,786.25 |
1,666.75 |
|
R1 |
1,716.50 |
1,716.50 |
1,657.00 |
1,697.50 |
PP |
1,678.25 |
1,678.25 |
1,678.25 |
1,668.50 |
S1 |
1,608.50 |
1,608.50 |
1,637.00 |
1,589.50 |
S2 |
1,570.25 |
1,570.25 |
1,627.25 |
|
S3 |
1,462.25 |
1,500.50 |
1,617.25 |
|
S4 |
1,354.25 |
1,392.50 |
1,587.50 |
|
|
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 |
1,639.75 |
146.75 |
8.9% |
65.50 |
4.0% |
5% |
False |
True |
413,117 |
10 |
1,865.50 |
1,639.75 |
225.75 |
13.7% |
57.75 |
3.5% |
3% |
False |
True |
207,819 |
20 |
1,953.00 |
1,639.75 |
313.25 |
19.0% |
48.00 |
2.9% |
2% |
False |
True |
104,162 |
40 |
1,985.25 |
1,639.75 |
345.50 |
21.0% |
45.50 |
2.8% |
2% |
False |
True |
52,290 |
60 |
1,985.25 |
1,639.75 |
345.50 |
21.0% |
45.75 |
2.8% |
2% |
False |
True |
35,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,206.75 |
2.618 |
2,030.50 |
1.618 |
1,922.50 |
1.000 |
1,855.75 |
0.618 |
1,814.50 |
HIGH |
1,747.75 |
0.618 |
1,706.50 |
0.500 |
1,693.75 |
0.382 |
1,681.00 |
LOW |
1,639.75 |
0.618 |
1,573.00 |
1.000 |
1,531.75 |
1.618 |
1,465.00 |
2.618 |
1,357.00 |
4.250 |
1,180.75 |
|
|
Fisher Pivots for day following 17-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,693.75 |
1,703.00 |
PP |
1,678.25 |
1,684.25 |
S1 |
1,662.50 |
1,665.75 |
|