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 |
3,398.0 |
3,375.0 |
-23.0 |
-0.7% |
3,333.0 |
High |
3,410.0 |
3,404.0 |
-6.0 |
-0.2% |
3,410.0 |
Low |
3,380.0 |
3,360.0 |
-20.0 |
-0.6% |
3,274.0 |
Close |
3,394.0 |
3,389.0 |
-5.0 |
-0.1% |
3,394.0 |
Range |
30.0 |
44.0 |
14.0 |
46.7% |
136.0 |
ATR |
67.1 |
65.5 |
-1.7 |
-2.5% |
0.0 |
Volume |
4,326 |
4,682 |
356 |
8.2% |
55,109 |
|
Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,516.3 |
3,496.7 |
3,413.2 |
|
R3 |
3,472.3 |
3,452.7 |
3,401.1 |
|
R2 |
3,428.3 |
3,428.3 |
3,397.1 |
|
R1 |
3,408.7 |
3,408.7 |
3,393.0 |
3,418.5 |
PP |
3,384.3 |
3,384.3 |
3,384.3 |
3,389.3 |
S1 |
3,364.7 |
3,364.7 |
3,385.0 |
3,374.5 |
S2 |
3,340.3 |
3,340.3 |
3,380.9 |
|
S3 |
3,296.3 |
3,320.7 |
3,376.9 |
|
S4 |
3,252.3 |
3,276.7 |
3,364.8 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.3 |
3,716.7 |
3,468.8 |
|
R3 |
3,631.3 |
3,580.7 |
3,431.4 |
|
R2 |
3,495.3 |
3,495.3 |
3,418.9 |
|
R1 |
3,444.7 |
3,444.7 |
3,406.5 |
3,470.0 |
PP |
3,359.3 |
3,359.3 |
3,359.3 |
3,372.0 |
S1 |
3,308.7 |
3,308.7 |
3,381.5 |
3,334.0 |
S2 |
3,223.3 |
3,223.3 |
3,369.1 |
|
S3 |
3,087.3 |
3,172.7 |
3,356.6 |
|
S4 |
2,951.3 |
3,036.7 |
3,319.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,410.0 |
3,274.0 |
136.0 |
4.0% |
57.8 |
1.7% |
85% |
False |
False |
10,553 |
10 |
3,410.0 |
3,272.0 |
138.0 |
4.1% |
55.7 |
1.6% |
85% |
False |
False |
9,334 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.6% |
62.3 |
1.8% |
53% |
False |
False |
5,477 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.7% |
66.8 |
2.0% |
71% |
False |
False |
5,093 |
60 |
3,664.0 |
3,133.0 |
531.0 |
15.7% |
68.1 |
2.0% |
48% |
False |
False |
6,319 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
62.7 |
1.9% |
32% |
False |
False |
5,357 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
57.9 |
1.7% |
32% |
False |
False |
4,501 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,591.0 |
2.618 |
3,519.2 |
1.618 |
3,475.2 |
1.000 |
3,448.0 |
0.618 |
3,431.2 |
HIGH |
3,404.0 |
0.618 |
3,387.2 |
0.500 |
3,382.0 |
0.382 |
3,376.8 |
LOW |
3,360.0 |
0.618 |
3,332.8 |
1.000 |
3,316.0 |
1.618 |
3,288.8 |
2.618 |
3,244.8 |
4.250 |
3,173.0 |
|
|
Fisher Pivots for day following 01-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,386.7 |
3,377.7 |
PP |
3,384.3 |
3,366.3 |
S1 |
3,382.0 |
3,355.0 |
|