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 |
3,405.0 |
3,393.0 |
-12.0 |
-0.4% |
3,333.0 |
High |
3,422.0 |
3,397.0 |
-25.0 |
-0.7% |
3,410.0 |
Low |
3,379.0 |
3,261.0 |
-118.0 |
-3.5% |
3,274.0 |
Close |
3,398.0 |
3,300.0 |
-98.0 |
-2.9% |
3,394.0 |
Range |
43.0 |
136.0 |
93.0 |
216.3% |
136.0 |
ATR |
66.9 |
71.9 |
5.0 |
7.5% |
0.0 |
Volume |
22,482 |
28,682 |
6,200 |
27.6% |
55,109 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,727.3 |
3,649.7 |
3,374.8 |
|
R3 |
3,591.3 |
3,513.7 |
3,337.4 |
|
R2 |
3,455.3 |
3,455.3 |
3,324.9 |
|
R1 |
3,377.7 |
3,377.7 |
3,312.5 |
3,348.5 |
PP |
3,319.3 |
3,319.3 |
3,319.3 |
3,304.8 |
S1 |
3,241.7 |
3,241.7 |
3,287.5 |
3,212.5 |
S2 |
3,183.3 |
3,183.3 |
3,275.1 |
|
S3 |
3,047.3 |
3,105.7 |
3,262.6 |
|
S4 |
2,911.3 |
2,969.7 |
3,225.2 |
|
|
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 |
3,261.0 |
196.0 |
5.9% |
69.0 |
2.1% |
20% |
False |
True |
15,004 |
10 |
3,457.0 |
3,261.0 |
196.0 |
5.9% |
69.2 |
2.1% |
20% |
False |
True |
13,465 |
20 |
3,494.0 |
3,261.0 |
233.0 |
7.1% |
63.7 |
1.9% |
17% |
False |
True |
8,542 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.9% |
68.5 |
2.1% |
46% |
False |
False |
6,649 |
60 |
3,640.0 |
3,133.0 |
507.0 |
15.4% |
69.1 |
2.1% |
33% |
False |
False |
6,998 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
64.5 |
2.0% |
21% |
False |
False |
6,160 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
59.5 |
1.8% |
21% |
False |
False |
5,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,975.0 |
2.618 |
3,753.0 |
1.618 |
3,617.0 |
1.000 |
3,533.0 |
0.618 |
3,481.0 |
HIGH |
3,397.0 |
0.618 |
3,345.0 |
0.500 |
3,329.0 |
0.382 |
3,313.0 |
LOW |
3,261.0 |
0.618 |
3,177.0 |
1.000 |
3,125.0 |
1.618 |
3,041.0 |
2.618 |
2,905.0 |
4.250 |
2,683.0 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,329.0 |
3,359.0 |
PP |
3,319.3 |
3,339.3 |
S1 |
3,309.7 |
3,319.7 |
|