Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,353.0 |
3,347.0 |
-6.0 |
-0.2% |
3,261.0 |
High |
3,384.0 |
3,438.0 |
54.0 |
1.6% |
3,391.0 |
Low |
3,336.0 |
3,345.0 |
9.0 |
0.3% |
3,251.0 |
Close |
3,369.0 |
3,419.0 |
50.0 |
1.5% |
3,373.0 |
Range |
48.0 |
93.0 |
45.0 |
93.8% |
140.0 |
ATR |
69.8 |
71.4 |
1.7 |
2.4% |
0.0 |
Volume |
477,195 |
1,411,897 |
934,702 |
195.9% |
4,330,182 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,679.7 |
3,642.3 |
3,470.2 |
|
R3 |
3,586.7 |
3,549.3 |
3,444.6 |
|
R2 |
3,493.7 |
3,493.7 |
3,436.1 |
|
R1 |
3,456.3 |
3,456.3 |
3,427.5 |
3,475.0 |
PP |
3,400.7 |
3,400.7 |
3,400.7 |
3,410.0 |
S1 |
3,363.3 |
3,363.3 |
3,410.5 |
3,382.0 |
S2 |
3,307.7 |
3,307.7 |
3,402.0 |
|
S3 |
3,214.7 |
3,270.3 |
3,393.4 |
|
S4 |
3,121.7 |
3,177.3 |
3,367.9 |
|
|
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 |
3,438.0 |
3,266.0 |
172.0 |
5.0% |
67.4 |
2.0% |
89% |
True |
False |
1,038,575 |
10 |
3,438.0 |
3,251.0 |
187.0 |
5.5% |
62.7 |
1.8% |
90% |
True |
False |
930,710 |
20 |
3,474.0 |
3,251.0 |
223.0 |
6.5% |
64.7 |
1.9% |
75% |
False |
False |
1,030,101 |
40 |
3,474.0 |
3,107.0 |
367.0 |
10.7% |
73.3 |
2.1% |
85% |
False |
False |
1,301,382 |
60 |
3,635.0 |
3,107.0 |
528.0 |
15.4% |
74.5 |
2.2% |
59% |
False |
False |
1,281,411 |
80 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
69.7 |
2.0% |
39% |
False |
False |
962,663 |
100 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
66.0 |
1.9% |
39% |
False |
False |
770,381 |
120 |
3,905.0 |
3,107.0 |
798.0 |
23.3% |
69.0 |
2.0% |
39% |
False |
False |
644,104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,833.3 |
2.618 |
3,681.5 |
1.618 |
3,588.5 |
1.000 |
3,531.0 |
0.618 |
3,495.5 |
HIGH |
3,438.0 |
0.618 |
3,402.5 |
0.500 |
3,391.5 |
0.382 |
3,380.5 |
LOW |
3,345.0 |
0.618 |
3,287.5 |
1.000 |
3,252.0 |
1.618 |
3,194.5 |
2.618 |
3,101.5 |
4.250 |
2,949.8 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,409.8 |
3,408.3 |
PP |
3,400.7 |
3,397.7 |
S1 |
3,391.5 |
3,387.0 |
|