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 |
1,734.25 |
1,659.50 |
-74.75 |
-4.3% |
1,786.25 |
High |
1,747.75 |
1,712.75 |
-35.00 |
-2.0% |
1,821.75 |
Low |
1,639.75 |
1,612.25 |
-27.50 |
-1.7% |
1,712.75 |
Close |
1,647.00 |
1,708.50 |
61.50 |
3.7% |
1,779.50 |
Range |
108.00 |
100.50 |
-7.50 |
-6.9% |
109.00 |
ATR |
52.05 |
55.52 |
3.46 |
6.6% |
0.00 |
Volume |
737,643 |
710,823 |
-26,820 |
-3.6% |
393,518 |
|
Daily Pivots for day following 18-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,979.25 |
1,944.50 |
1,763.75 |
|
R3 |
1,878.75 |
1,844.00 |
1,736.25 |
|
R2 |
1,778.25 |
1,778.25 |
1,727.00 |
|
R1 |
1,743.50 |
1,743.50 |
1,717.75 |
1,761.00 |
PP |
1,677.75 |
1,677.75 |
1,677.75 |
1,686.50 |
S1 |
1,643.00 |
1,643.00 |
1,699.25 |
1,660.50 |
S2 |
1,577.25 |
1,577.25 |
1,690.00 |
|
S3 |
1,476.75 |
1,542.50 |
1,680.75 |
|
S4 |
1,376.25 |
1,442.00 |
1,653.25 |
|
|
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 |
1,786.50 |
1,612.25 |
174.25 |
10.2% |
71.50 |
4.2% |
55% |
False |
True |
552,026 |
10 |
1,843.75 |
1,612.25 |
231.50 |
13.5% |
64.00 |
3.8% |
42% |
False |
True |
278,837 |
20 |
1,950.00 |
1,612.25 |
337.75 |
19.8% |
51.00 |
3.0% |
28% |
False |
True |
139,690 |
40 |
1,985.25 |
1,612.25 |
373.00 |
21.8% |
47.00 |
2.8% |
26% |
False |
True |
70,052 |
60 |
1,985.25 |
1,612.25 |
373.00 |
21.8% |
46.75 |
2.7% |
26% |
False |
True |
46,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,140.00 |
2.618 |
1,975.75 |
1.618 |
1,875.25 |
1.000 |
1,813.25 |
0.618 |
1,774.75 |
HIGH |
1,712.75 |
0.618 |
1,674.25 |
0.500 |
1,662.50 |
0.382 |
1,650.75 |
LOW |
1,612.25 |
0.618 |
1,550.25 |
1.000 |
1,511.75 |
1.618 |
1,449.75 |
2.618 |
1,349.25 |
4.250 |
1,185.00 |
|
|
Fisher Pivots for day following 18-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,693.25 |
1,699.00 |
PP |
1,677.75 |
1,689.75 |
S1 |
1,662.50 |
1,680.25 |
|