Trading Metrics calculated at close of trading on 26-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2008 |
26-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,671.00 |
1,674.50 |
3.50 |
0.2% |
1,735.00 |
High |
1,714.25 |
1,684.50 |
-29.75 |
-1.7% |
1,752.00 |
Low |
1,664.75 |
1,630.00 |
-34.75 |
-2.1% |
1,630.00 |
Close |
1,680.00 |
1,674.75 |
-5.25 |
-0.3% |
1,674.75 |
Range |
49.50 |
54.50 |
5.00 |
10.1% |
122.00 |
ATR |
57.60 |
57.37 |
-0.22 |
-0.4% |
0.00 |
Volume |
354,265 |
356,372 |
2,107 |
0.6% |
2,064,240 |
|
Daily Pivots for day following 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,826.50 |
1,805.25 |
1,704.75 |
|
R3 |
1,772.00 |
1,750.75 |
1,689.75 |
|
R2 |
1,717.50 |
1,717.50 |
1,684.75 |
|
R1 |
1,696.25 |
1,696.25 |
1,679.75 |
1,707.00 |
PP |
1,663.00 |
1,663.00 |
1,663.00 |
1,668.50 |
S1 |
1,641.75 |
1,641.75 |
1,669.75 |
1,652.50 |
S2 |
1,608.50 |
1,608.50 |
1,664.75 |
|
S3 |
1,554.00 |
1,587.25 |
1,659.75 |
|
S4 |
1,499.50 |
1,532.75 |
1,644.75 |
|
|
Weekly Pivots for week ending 26-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,051.50 |
1,985.25 |
1,741.75 |
|
R3 |
1,929.50 |
1,863.25 |
1,708.25 |
|
R2 |
1,807.50 |
1,807.50 |
1,697.00 |
|
R1 |
1,741.25 |
1,741.25 |
1,686.00 |
1,713.50 |
PP |
1,685.50 |
1,685.50 |
1,685.50 |
1,671.75 |
S1 |
1,619.25 |
1,619.25 |
1,663.50 |
1,591.50 |
S2 |
1,563.50 |
1,563.50 |
1,652.50 |
|
S3 |
1,441.50 |
1,497.25 |
1,641.25 |
|
S4 |
1,319.50 |
1,375.25 |
1,607.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,752.00 |
1,630.00 |
122.00 |
7.3% |
55.75 |
3.3% |
37% |
False |
True |
412,848 |
10 |
1,801.50 |
1,612.25 |
189.25 |
11.3% |
69.75 |
4.2% |
33% |
False |
False |
549,430 |
20 |
1,930.75 |
1,612.25 |
318.50 |
19.0% |
59.75 |
3.6% |
20% |
False |
False |
294,686 |
40 |
1,985.25 |
1,612.25 |
373.00 |
22.3% |
49.75 |
3.0% |
17% |
False |
False |
147,566 |
60 |
1,985.25 |
1,612.25 |
373.00 |
22.3% |
48.00 |
2.9% |
17% |
False |
False |
98,512 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.00 |
2.618 |
1,827.25 |
1.618 |
1,772.75 |
1.000 |
1,739.00 |
0.618 |
1,718.25 |
HIGH |
1,684.50 |
0.618 |
1,663.75 |
0.500 |
1,657.25 |
0.382 |
1,650.75 |
LOW |
1,630.00 |
0.618 |
1,596.25 |
1.000 |
1,575.50 |
1.618 |
1,541.75 |
2.618 |
1,487.25 |
4.250 |
1,398.50 |
|
|
Fisher Pivots for day following 26-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,669.00 |
1,674.00 |
PP |
1,663.00 |
1,673.00 |
S1 |
1,657.25 |
1,672.00 |
|