Trading Metrics calculated at close of trading on 19-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2008 |
19-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,659.50 |
1,706.50 |
47.00 |
2.8% |
1,763.75 |
High |
1,712.75 |
1,801.50 |
88.75 |
5.2% |
1,801.50 |
Low |
1,612.25 |
1,704.00 |
91.75 |
5.7% |
1,612.25 |
Close |
1,708.50 |
1,739.50 |
31.00 |
1.8% |
1,739.50 |
Range |
100.50 |
97.50 |
-3.00 |
-3.0% |
189.25 |
ATR |
55.52 |
58.51 |
3.00 |
5.4% |
0.00 |
Volume |
710,823 |
1,039,167 |
328,344 |
46.2% |
3,430,065 |
|
Daily Pivots for day following 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,040.75 |
1,987.75 |
1,793.00 |
|
R3 |
1,943.25 |
1,890.25 |
1,766.25 |
|
R2 |
1,845.75 |
1,845.75 |
1,757.50 |
|
R1 |
1,792.75 |
1,792.75 |
1,748.50 |
1,819.25 |
PP |
1,748.25 |
1,748.25 |
1,748.25 |
1,761.50 |
S1 |
1,695.25 |
1,695.25 |
1,730.50 |
1,721.75 |
S2 |
1,650.75 |
1,650.75 |
1,721.50 |
|
S3 |
1,553.25 |
1,597.75 |
1,712.75 |
|
S4 |
1,455.75 |
1,500.25 |
1,686.00 |
|
|
Weekly Pivots for week ending 19-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,285.50 |
2,201.75 |
1,843.50 |
|
R3 |
2,096.25 |
2,012.50 |
1,791.50 |
|
R2 |
1,907.00 |
1,907.00 |
1,774.25 |
|
R1 |
1,823.25 |
1,823.25 |
1,756.75 |
1,770.50 |
PP |
1,717.75 |
1,717.75 |
1,717.75 |
1,691.50 |
S1 |
1,634.00 |
1,634.00 |
1,722.25 |
1,581.25 |
S2 |
1,528.50 |
1,528.50 |
1,704.75 |
|
S3 |
1,339.25 |
1,444.75 |
1,687.50 |
|
S4 |
1,150.00 |
1,255.50 |
1,635.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.50 |
1,612.25 |
189.25 |
10.9% |
83.75 |
4.8% |
67% |
True |
False |
686,013 |
10 |
1,821.75 |
1,612.25 |
209.50 |
12.0% |
67.50 |
3.9% |
61% |
False |
False |
382,626 |
20 |
1,950.00 |
1,612.25 |
337.75 |
19.4% |
54.25 |
3.1% |
38% |
False |
False |
191,616 |
40 |
1,985.25 |
1,612.25 |
373.00 |
21.4% |
48.25 |
2.8% |
34% |
False |
False |
95,991 |
60 |
1,985.25 |
1,612.25 |
373.00 |
21.4% |
47.75 |
2.7% |
34% |
False |
False |
64,158 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,216.00 |
2.618 |
2,056.75 |
1.618 |
1,959.25 |
1.000 |
1,899.00 |
0.618 |
1,861.75 |
HIGH |
1,801.50 |
0.618 |
1,764.25 |
0.500 |
1,752.75 |
0.382 |
1,741.25 |
LOW |
1,704.00 |
0.618 |
1,643.75 |
1.000 |
1,606.50 |
1.618 |
1,546.25 |
2.618 |
1,448.75 |
4.250 |
1,289.50 |
|
|
Fisher Pivots for day following 19-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,752.75 |
1,728.50 |
PP |
1,748.25 |
1,717.75 |
S1 |
1,744.00 |
1,707.00 |
|