Trading Metrics calculated at close of trading on 05-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,370.0 |
3,234.0 |
-136.0 |
-4.0% |
3,353.0 |
High |
3,384.0 |
3,262.0 |
-122.0 |
-3.6% |
3,438.0 |
Low |
3,241.0 |
3,174.0 |
-67.0 |
-2.1% |
3,174.0 |
Close |
3,280.0 |
3,185.0 |
-95.0 |
-2.9% |
3,185.0 |
Range |
143.0 |
88.0 |
-55.0 |
-38.5% |
264.0 |
ATR |
75.9 |
78.1 |
2.1 |
2.8% |
0.0 |
Volume |
1,904,816 |
2,412,835 |
508,019 |
26.7% |
7,442,971 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,471.0 |
3,416.0 |
3,233.4 |
|
R3 |
3,383.0 |
3,328.0 |
3,209.2 |
|
R2 |
3,295.0 |
3,295.0 |
3,201.1 |
|
R1 |
3,240.0 |
3,240.0 |
3,193.1 |
3,223.5 |
PP |
3,207.0 |
3,207.0 |
3,207.0 |
3,198.8 |
S1 |
3,152.0 |
3,152.0 |
3,176.9 |
3,135.5 |
S2 |
3,119.0 |
3,119.0 |
3,168.9 |
|
S3 |
3,031.0 |
3,064.0 |
3,160.8 |
|
S4 |
2,943.0 |
2,976.0 |
3,136.6 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,057.7 |
3,885.3 |
3,330.2 |
|
R3 |
3,793.7 |
3,621.3 |
3,257.6 |
|
R2 |
3,529.7 |
3,529.7 |
3,233.4 |
|
R1 |
3,357.3 |
3,357.3 |
3,209.2 |
3,311.5 |
PP |
3,265.7 |
3,265.7 |
3,265.7 |
3,242.8 |
S1 |
3,093.3 |
3,093.3 |
3,160.8 |
3,047.5 |
S2 |
3,001.7 |
3,001.7 |
3,136.6 |
|
S3 |
2,737.7 |
2,829.3 |
3,112.4 |
|
S4 |
2,473.7 |
2,565.3 |
3,039.8 |
|
|
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 |
3,174.0 |
264.0 |
8.3% |
83.6 |
2.6% |
4% |
False |
True |
1,488,594 |
10 |
3,438.0 |
3,174.0 |
264.0 |
8.3% |
75.3 |
2.4% |
4% |
False |
True |
1,177,315 |
20 |
3,474.0 |
3,174.0 |
300.0 |
9.4% |
67.4 |
2.1% |
4% |
False |
True |
1,128,593 |
40 |
3,474.0 |
3,107.0 |
367.0 |
11.5% |
73.4 |
2.3% |
21% |
False |
False |
1,301,285 |
60 |
3,613.0 |
3,107.0 |
506.0 |
15.9% |
75.6 |
2.4% |
15% |
False |
False |
1,370,290 |
80 |
3,905.0 |
3,107.0 |
798.0 |
25.1% |
71.2 |
2.2% |
10% |
False |
False |
1,031,997 |
100 |
3,905.0 |
3,107.0 |
798.0 |
25.1% |
67.1 |
2.1% |
10% |
False |
False |
825,857 |
120 |
3,905.0 |
3,107.0 |
798.0 |
25.1% |
68.4 |
2.1% |
10% |
False |
False |
689,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,636.0 |
2.618 |
3,492.4 |
1.618 |
3,404.4 |
1.000 |
3,350.0 |
0.618 |
3,316.4 |
HIGH |
3,262.0 |
0.618 |
3,228.4 |
0.500 |
3,218.0 |
0.382 |
3,207.6 |
LOW |
3,174.0 |
0.618 |
3,119.6 |
1.000 |
3,086.0 |
1.618 |
3,031.6 |
2.618 |
2,943.6 |
4.250 |
2,800.0 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,218.0 |
3,288.5 |
PP |
3,207.0 |
3,254.0 |
S1 |
3,196.0 |
3,219.5 |
|