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 |
3,375.0 |
3,365.0 |
-10.0 |
-0.3% |
3,333.0 |
High |
3,404.0 |
3,457.0 |
53.0 |
1.6% |
3,410.0 |
Low |
3,360.0 |
3,365.0 |
5.0 |
0.1% |
3,274.0 |
Close |
3,389.0 |
3,440.0 |
51.0 |
1.5% |
3,394.0 |
Range |
44.0 |
92.0 |
48.0 |
109.1% |
136.0 |
ATR |
65.5 |
67.4 |
1.9 |
2.9% |
0.0 |
Volume |
4,682 |
14,849 |
10,167 |
217.2% |
55,109 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,696.7 |
3,660.3 |
3,490.6 |
|
R3 |
3,604.7 |
3,568.3 |
3,465.3 |
|
R2 |
3,512.7 |
3,512.7 |
3,456.9 |
|
R1 |
3,476.3 |
3,476.3 |
3,448.4 |
3,494.5 |
PP |
3,420.7 |
3,420.7 |
3,420.7 |
3,429.8 |
S1 |
3,384.3 |
3,384.3 |
3,431.6 |
3,402.5 |
S2 |
3,328.7 |
3,328.7 |
3,423.1 |
|
S3 |
3,236.7 |
3,292.3 |
3,414.7 |
|
S4 |
3,144.7 |
3,200.3 |
3,389.4 |
|
|
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 |
3,457.0 |
3,288.0 |
169.0 |
4.9% |
64.0 |
1.9% |
90% |
True |
False |
9,787 |
10 |
3,457.0 |
3,272.0 |
185.0 |
5.4% |
58.4 |
1.7% |
91% |
True |
False |
8,756 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.5% |
61.0 |
1.8% |
76% |
False |
False |
6,202 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.5% |
67.1 |
1.9% |
85% |
False |
False |
5,424 |
60 |
3,664.0 |
3,133.0 |
531.0 |
15.4% |
68.7 |
2.0% |
58% |
False |
False |
6,442 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
63.4 |
1.8% |
38% |
False |
False |
5,537 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
58.8 |
1.7% |
38% |
False |
False |
4,649 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,848.0 |
2.618 |
3,697.9 |
1.618 |
3,605.9 |
1.000 |
3,549.0 |
0.618 |
3,513.9 |
HIGH |
3,457.0 |
0.618 |
3,421.9 |
0.500 |
3,411.0 |
0.382 |
3,400.1 |
LOW |
3,365.0 |
0.618 |
3,308.1 |
1.000 |
3,273.0 |
1.618 |
3,216.1 |
2.618 |
3,124.1 |
4.250 |
2,974.0 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,430.3 |
3,429.5 |
PP |
3,420.7 |
3,419.0 |
S1 |
3,411.0 |
3,408.5 |
|