Trading Metrics calculated at close of trading on 24-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2008 |
24-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,669.50 |
1,656.75 |
-12.75 |
-0.8% |
1,763.75 |
High |
1,701.75 |
1,682.00 |
-19.75 |
-1.2% |
1,801.50 |
Low |
1,647.75 |
1,649.50 |
1.75 |
0.1% |
1,612.25 |
Close |
1,650.50 |
1,672.00 |
21.50 |
1.3% |
1,739.50 |
Range |
54.00 |
32.50 |
-21.50 |
-39.8% |
189.25 |
ATR |
60.20 |
58.22 |
-1.98 |
-3.3% |
0.00 |
Volume |
393,824 |
423,081 |
29,257 |
7.4% |
3,430,065 |
|
Daily Pivots for day following 24-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,765.25 |
1,751.25 |
1,690.00 |
|
R3 |
1,732.75 |
1,718.75 |
1,681.00 |
|
R2 |
1,700.25 |
1,700.25 |
1,678.00 |
|
R1 |
1,686.25 |
1,686.25 |
1,675.00 |
1,693.25 |
PP |
1,667.75 |
1,667.75 |
1,667.75 |
1,671.50 |
S1 |
1,653.75 |
1,653.75 |
1,669.00 |
1,660.75 |
S2 |
1,635.25 |
1,635.25 |
1,666.00 |
|
S3 |
1,602.75 |
1,621.25 |
1,663.00 |
|
S4 |
1,570.25 |
1,588.75 |
1,654.00 |
|
|
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 |
11.3% |
74.75 |
4.5% |
32% |
False |
False |
620,718 |
10 |
1,801.50 |
1,612.25 |
189.25 |
11.3% |
70.00 |
4.2% |
32% |
False |
False |
516,917 |
20 |
1,930.75 |
1,612.25 |
318.50 |
19.0% |
57.50 |
3.4% |
19% |
False |
False |
259,184 |
40 |
1,985.25 |
1,612.25 |
373.00 |
22.3% |
49.25 |
2.9% |
16% |
False |
False |
129,808 |
60 |
1,985.25 |
1,612.25 |
373.00 |
22.3% |
48.25 |
2.9% |
16% |
False |
False |
86,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,820.00 |
2.618 |
1,767.00 |
1.618 |
1,734.50 |
1.000 |
1,714.50 |
0.618 |
1,702.00 |
HIGH |
1,682.00 |
0.618 |
1,669.50 |
0.500 |
1,665.75 |
0.382 |
1,662.00 |
LOW |
1,649.50 |
0.618 |
1,629.50 |
1.000 |
1,617.00 |
1.618 |
1,597.00 |
2.618 |
1,564.50 |
4.250 |
1,511.50 |
|
|
Fisher Pivots for day following 24-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,670.00 |
1,700.00 |
PP |
1,667.75 |
1,690.50 |
S1 |
1,665.75 |
1,681.25 |
|