Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,385.0 |
3,370.0 |
-15.0 |
-0.4% |
3,261.0 |
High |
3,403.0 |
3,384.0 |
-19.0 |
-0.6% |
3,391.0 |
Low |
3,357.0 |
3,241.0 |
-116.0 |
-3.5% |
3,251.0 |
Close |
3,377.0 |
3,280.0 |
-97.0 |
-2.9% |
3,373.0 |
Range |
46.0 |
143.0 |
97.0 |
210.9% |
140.0 |
ATR |
70.7 |
75.9 |
5.2 |
7.3% |
0.0 |
Volume |
1,236,228 |
1,904,816 |
668,588 |
54.1% |
4,330,182 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,730.7 |
3,648.3 |
3,358.7 |
|
R3 |
3,587.7 |
3,505.3 |
3,319.3 |
|
R2 |
3,444.7 |
3,444.7 |
3,306.2 |
|
R1 |
3,362.3 |
3,362.3 |
3,293.1 |
3,332.0 |
PP |
3,301.7 |
3,301.7 |
3,301.7 |
3,286.5 |
S1 |
3,219.3 |
3,219.3 |
3,266.9 |
3,189.0 |
S2 |
3,158.7 |
3,158.7 |
3,253.8 |
|
S3 |
3,015.7 |
3,076.3 |
3,240.7 |
|
S4 |
2,872.7 |
2,933.3 |
3,201.4 |
|
|
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 |
3,241.0 |
197.0 |
6.0% |
73.2 |
2.2% |
20% |
False |
True |
1,186,289 |
10 |
3,438.0 |
3,241.0 |
197.0 |
6.0% |
73.8 |
2.3% |
20% |
False |
True |
1,036,760 |
20 |
3,474.0 |
3,241.0 |
233.0 |
7.1% |
67.6 |
2.1% |
17% |
False |
True |
1,070,073 |
40 |
3,474.0 |
3,107.0 |
367.0 |
11.2% |
74.6 |
2.3% |
47% |
False |
False |
1,294,877 |
60 |
3,613.0 |
3,107.0 |
506.0 |
15.4% |
74.9 |
2.3% |
34% |
False |
False |
1,331,735 |
80 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
70.8 |
2.2% |
22% |
False |
False |
1,001,869 |
100 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
67.0 |
2.0% |
22% |
False |
False |
801,764 |
120 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
68.3 |
2.1% |
22% |
False |
False |
669,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,991.8 |
2.618 |
3,758.4 |
1.618 |
3,615.4 |
1.000 |
3,527.0 |
0.618 |
3,472.4 |
HIGH |
3,384.0 |
0.618 |
3,329.4 |
0.500 |
3,312.5 |
0.382 |
3,295.6 |
LOW |
3,241.0 |
0.618 |
3,152.6 |
1.000 |
3,098.0 |
1.618 |
3,009.6 |
2.618 |
2,866.6 |
4.250 |
2,633.3 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,312.5 |
3,339.5 |
PP |
3,301.7 |
3,319.7 |
S1 |
3,290.8 |
3,299.8 |
|