Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,365.0 |
3,405.0 |
40.0 |
1.2% |
3,333.0 |
High |
3,457.0 |
3,422.0 |
-35.0 |
-1.0% |
3,410.0 |
Low |
3,365.0 |
3,379.0 |
14.0 |
0.4% |
3,274.0 |
Close |
3,440.0 |
3,398.0 |
-42.0 |
-1.2% |
3,394.0 |
Range |
92.0 |
43.0 |
-49.0 |
-53.3% |
136.0 |
ATR |
67.4 |
66.9 |
-0.5 |
-0.7% |
0.0 |
Volume |
14,849 |
22,482 |
7,633 |
51.4% |
55,109 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,528.7 |
3,506.3 |
3,421.7 |
|
R3 |
3,485.7 |
3,463.3 |
3,409.8 |
|
R2 |
3,442.7 |
3,442.7 |
3,405.9 |
|
R1 |
3,420.3 |
3,420.3 |
3,401.9 |
3,410.0 |
PP |
3,399.7 |
3,399.7 |
3,399.7 |
3,394.5 |
S1 |
3,377.3 |
3,377.3 |
3,394.1 |
3,367.0 |
S2 |
3,356.7 |
3,356.7 |
3,390.1 |
|
S3 |
3,313.7 |
3,334.3 |
3,386.2 |
|
S4 |
3,270.7 |
3,291.3 |
3,374.4 |
|
|
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 |
3,300.0 |
157.0 |
4.6% |
62.0 |
1.8% |
62% |
False |
False |
13,015 |
10 |
3,457.0 |
3,272.0 |
185.0 |
5.4% |
58.9 |
1.7% |
68% |
False |
False |
10,949 |
20 |
3,494.0 |
3,272.0 |
222.0 |
6.5% |
60.6 |
1.8% |
57% |
False |
False |
7,215 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.6% |
66.6 |
2.0% |
73% |
False |
False |
5,952 |
60 |
3,640.0 |
3,133.0 |
507.0 |
14.9% |
67.6 |
2.0% |
52% |
False |
False |
6,665 |
80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
63.4 |
1.9% |
33% |
False |
False |
5,807 |
100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
58.9 |
1.7% |
33% |
False |
False |
4,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,604.8 |
2.618 |
3,534.6 |
1.618 |
3,491.6 |
1.000 |
3,465.0 |
0.618 |
3,448.6 |
HIGH |
3,422.0 |
0.618 |
3,405.6 |
0.500 |
3,400.5 |
0.382 |
3,395.4 |
LOW |
3,379.0 |
0.618 |
3,352.4 |
1.000 |
3,336.0 |
1.618 |
3,309.4 |
2.618 |
3,266.4 |
4.250 |
3,196.3 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,400.5 |
3,408.5 |
PP |
3,399.7 |
3,405.0 |
S1 |
3,398.8 |
3,401.5 |
|