Trading Metrics calculated at close of trading on 23-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2008 |
23-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,735.00 |
1,669.50 |
-65.50 |
-3.8% |
1,763.75 |
High |
1,752.00 |
1,701.75 |
-50.25 |
-2.9% |
1,801.50 |
Low |
1,663.25 |
1,647.75 |
-15.50 |
-0.9% |
1,612.25 |
Close |
1,669.75 |
1,650.50 |
-19.25 |
-1.2% |
1,739.50 |
Range |
88.75 |
54.00 |
-34.75 |
-39.2% |
189.25 |
ATR |
60.67 |
60.20 |
-0.48 |
-0.8% |
0.00 |
Volume |
536,698 |
393,824 |
-142,874 |
-26.6% |
3,430,065 |
|
Daily Pivots for day following 23-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.75 |
1,793.50 |
1,680.25 |
|
R3 |
1,774.75 |
1,739.50 |
1,665.25 |
|
R2 |
1,720.75 |
1,720.75 |
1,660.50 |
|
R1 |
1,685.50 |
1,685.50 |
1,655.50 |
1,676.00 |
PP |
1,666.75 |
1,666.75 |
1,666.75 |
1,662.00 |
S1 |
1,631.50 |
1,631.50 |
1,645.50 |
1,622.00 |
S2 |
1,612.75 |
1,612.75 |
1,640.50 |
|
S3 |
1,558.75 |
1,577.50 |
1,635.75 |
|
S4 |
1,504.75 |
1,523.50 |
1,620.75 |
|
|
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 |
11.5% |
89.75 |
5.4% |
20% |
False |
False |
683,631 |
10 |
1,801.50 |
1,612.25 |
189.25 |
11.5% |
70.00 |
4.2% |
20% |
False |
False |
475,245 |
20 |
1,937.75 |
1,612.25 |
325.50 |
19.7% |
58.00 |
3.5% |
12% |
False |
False |
238,050 |
40 |
1,985.25 |
1,612.25 |
373.00 |
22.6% |
49.75 |
3.0% |
10% |
False |
False |
119,238 |
60 |
1,985.25 |
1,612.25 |
373.00 |
22.6% |
48.25 |
2.9% |
10% |
False |
False |
79,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,931.25 |
2.618 |
1,843.00 |
1.618 |
1,789.00 |
1.000 |
1,755.75 |
0.618 |
1,735.00 |
HIGH |
1,701.75 |
0.618 |
1,681.00 |
0.500 |
1,674.75 |
0.382 |
1,668.50 |
LOW |
1,647.75 |
0.618 |
1,614.50 |
1.000 |
1,593.75 |
1.618 |
1,560.50 |
2.618 |
1,506.50 |
4.250 |
1,418.25 |
|
|
Fisher Pivots for day following 23-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,674.75 |
1,724.50 |
PP |
1,666.75 |
1,700.00 |
S1 |
1,658.50 |
1,675.25 |
|