Trading Metrics calculated at close of trading on 01-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
01-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,376.0 |
3,353.0 |
-23.0 |
-0.7% |
3,261.0 |
High |
3,391.0 |
3,384.0 |
-7.0 |
-0.2% |
3,391.0 |
Low |
3,355.0 |
3,336.0 |
-19.0 |
-0.6% |
3,251.0 |
Close |
3,373.0 |
3,369.0 |
-4.0 |
-0.1% |
3,373.0 |
Range |
36.0 |
48.0 |
12.0 |
33.3% |
140.0 |
ATR |
71.4 |
69.8 |
-1.7 |
-2.3% |
0.0 |
Volume |
901,313 |
477,195 |
-424,118 |
-47.1% |
4,330,182 |
|
Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,507.0 |
3,486.0 |
3,395.4 |
|
R3 |
3,459.0 |
3,438.0 |
3,382.2 |
|
R2 |
3,411.0 |
3,411.0 |
3,377.8 |
|
R1 |
3,390.0 |
3,390.0 |
3,373.4 |
3,400.5 |
PP |
3,363.0 |
3,363.0 |
3,363.0 |
3,368.3 |
S1 |
3,342.0 |
3,342.0 |
3,364.6 |
3,352.5 |
S2 |
3,315.0 |
3,315.0 |
3,360.2 |
|
S3 |
3,267.0 |
3,294.0 |
3,355.8 |
|
S4 |
3,219.0 |
3,246.0 |
3,342.6 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,758.3 |
3,705.7 |
3,450.0 |
|
R3 |
3,618.3 |
3,565.7 |
3,411.5 |
|
R2 |
3,478.3 |
3,478.3 |
3,398.7 |
|
R1 |
3,425.7 |
3,425.7 |
3,385.8 |
3,452.0 |
PP |
3,338.3 |
3,338.3 |
3,338.3 |
3,351.5 |
S1 |
3,285.7 |
3,285.7 |
3,360.2 |
3,312.0 |
S2 |
3,198.3 |
3,198.3 |
3,347.3 |
|
S3 |
3,058.3 |
3,145.7 |
3,334.5 |
|
S4 |
2,918.3 |
3,005.7 |
3,296.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,391.0 |
3,251.0 |
140.0 |
4.2% |
62.0 |
1.8% |
84% |
False |
False |
961,475 |
10 |
3,391.0 |
3,251.0 |
140.0 |
4.2% |
60.3 |
1.8% |
84% |
False |
False |
919,781 |
20 |
3,474.0 |
3,251.0 |
223.0 |
6.6% |
66.3 |
2.0% |
53% |
False |
False |
1,031,397 |
40 |
3,474.0 |
3,107.0 |
367.0 |
10.9% |
73.1 |
2.2% |
71% |
False |
False |
1,310,874 |
60 |
3,645.0 |
3,107.0 |
538.0 |
16.0% |
73.6 |
2.2% |
49% |
False |
False |
1,258,092 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.0 |
2.0% |
33% |
False |
False |
945,018 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.4 |
2.0% |
33% |
False |
False |
756,271 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
68.9 |
2.0% |
33% |
False |
False |
632,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,588.0 |
2.618 |
3,509.7 |
1.618 |
3,461.7 |
1.000 |
3,432.0 |
0.618 |
3,413.7 |
HIGH |
3,384.0 |
0.618 |
3,365.7 |
0.500 |
3,360.0 |
0.382 |
3,354.3 |
LOW |
3,336.0 |
0.618 |
3,306.3 |
1.000 |
3,288.0 |
1.618 |
3,258.3 |
2.618 |
3,210.3 |
4.250 |
3,132.0 |
|
|
Fisher Pivots for day following 01-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,366.0 |
3,357.7 |
PP |
3,363.0 |
3,346.3 |
S1 |
3,360.0 |
3,335.0 |
|