Trading Metrics calculated at close of trading on 25-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2008 |
25-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,656.75 |
1,671.00 |
14.25 |
0.9% |
1,763.75 |
High |
1,682.00 |
1,714.25 |
32.25 |
1.9% |
1,801.50 |
Low |
1,649.50 |
1,664.75 |
15.25 |
0.9% |
1,612.25 |
Close |
1,672.00 |
1,680.00 |
8.00 |
0.5% |
1,739.50 |
Range |
32.50 |
49.50 |
17.00 |
52.3% |
189.25 |
ATR |
58.22 |
57.60 |
-0.62 |
-1.1% |
0.00 |
Volume |
423,081 |
354,265 |
-68,816 |
-16.3% |
3,430,065 |
|
Daily Pivots for day following 25-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,834.75 |
1,807.00 |
1,707.25 |
|
R3 |
1,785.25 |
1,757.50 |
1,693.50 |
|
R2 |
1,735.75 |
1,735.75 |
1,689.00 |
|
R1 |
1,708.00 |
1,708.00 |
1,684.50 |
1,722.00 |
PP |
1,686.25 |
1,686.25 |
1,686.25 |
1,693.25 |
S1 |
1,658.50 |
1,658.50 |
1,675.50 |
1,672.50 |
S2 |
1,636.75 |
1,636.75 |
1,671.00 |
|
S3 |
1,587.25 |
1,609.00 |
1,666.50 |
|
S4 |
1,537.75 |
1,559.50 |
1,652.75 |
|
|
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 |
1,647.75 |
153.75 |
9.2% |
64.50 |
3.8% |
21% |
False |
False |
549,407 |
10 |
1,801.50 |
1,612.25 |
189.25 |
11.3% |
68.00 |
4.0% |
36% |
False |
False |
550,716 |
20 |
1,930.75 |
1,612.25 |
318.50 |
19.0% |
58.75 |
3.5% |
21% |
False |
False |
276,884 |
40 |
1,985.25 |
1,612.25 |
373.00 |
22.2% |
49.25 |
2.9% |
18% |
False |
False |
138,662 |
60 |
1,985.25 |
1,612.25 |
373.00 |
22.2% |
48.25 |
2.9% |
18% |
False |
False |
92,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,924.50 |
2.618 |
1,843.75 |
1.618 |
1,794.25 |
1.000 |
1,763.75 |
0.618 |
1,744.75 |
HIGH |
1,714.25 |
0.618 |
1,695.25 |
0.500 |
1,689.50 |
0.382 |
1,683.75 |
LOW |
1,664.75 |
0.618 |
1,634.25 |
1.000 |
1,615.25 |
1.618 |
1,584.75 |
2.618 |
1,535.25 |
4.250 |
1,454.50 |
|
|
Fisher Pivots for day following 25-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,689.50 |
1,681.00 |
PP |
1,686.25 |
1,680.75 |
S1 |
1,683.25 |
1,680.25 |
|