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 |
3,393.0 |
3,259.0 |
-134.0 |
-3.9% |
3,375.0 |
High |
3,397.0 |
3,279.0 |
-118.0 |
-3.5% |
3,457.0 |
Low |
3,261.0 |
3,191.0 |
-70.0 |
-2.1% |
3,191.0 |
Close |
3,300.0 |
3,203.0 |
-97.0 |
-2.9% |
3,203.0 |
Range |
136.0 |
88.0 |
-48.0 |
-35.3% |
266.0 |
ATR |
71.9 |
74.6 |
2.6 |
3.7% |
0.0 |
Volume |
28,682 |
94,218 |
65,536 |
228.5% |
164,913 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,488.3 |
3,433.7 |
3,251.4 |
|
R3 |
3,400.3 |
3,345.7 |
3,227.2 |
|
R2 |
3,312.3 |
3,312.3 |
3,219.1 |
|
R1 |
3,257.7 |
3,257.7 |
3,211.1 |
3,241.0 |
PP |
3,224.3 |
3,224.3 |
3,224.3 |
3,216.0 |
S1 |
3,169.7 |
3,169.7 |
3,194.9 |
3,153.0 |
S2 |
3,136.3 |
3,136.3 |
3,186.9 |
|
S3 |
3,048.3 |
3,081.7 |
3,178.8 |
|
S4 |
2,960.3 |
2,993.7 |
3,154.6 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,081.7 |
3,908.3 |
3,349.3 |
|
R3 |
3,815.7 |
3,642.3 |
3,276.2 |
|
R2 |
3,549.7 |
3,549.7 |
3,251.8 |
|
R1 |
3,376.3 |
3,376.3 |
3,227.4 |
3,330.0 |
PP |
3,283.7 |
3,283.7 |
3,283.7 |
3,260.5 |
S1 |
3,110.3 |
3,110.3 |
3,178.6 |
3,064.0 |
S2 |
3,017.7 |
3,017.7 |
3,154.2 |
|
S3 |
2,751.7 |
2,844.3 |
3,129.9 |
|
S4 |
2,485.7 |
2,578.3 |
3,056.7 |
|
|
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 |
3,191.0 |
266.0 |
8.3% |
80.6 |
2.5% |
5% |
False |
True |
32,982 |
10 |
3,457.0 |
3,191.0 |
266.0 |
8.3% |
71.2 |
2.2% |
5% |
False |
True |
22,002 |
20 |
3,494.0 |
3,191.0 |
303.0 |
9.5% |
63.6 |
2.0% |
4% |
False |
True |
13,171 |
40 |
3,494.0 |
3,133.0 |
361.0 |
11.3% |
67.6 |
2.1% |
19% |
False |
False |
8,959 |
60 |
3,640.0 |
3,133.0 |
507.0 |
15.8% |
69.5 |
2.2% |
14% |
False |
False |
8,362 |
80 |
3,931.0 |
3,133.0 |
798.0 |
24.9% |
65.1 |
2.0% |
9% |
False |
False |
7,333 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.9% |
59.9 |
1.9% |
9% |
False |
False |
6,080 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,653.0 |
2.618 |
3,509.4 |
1.618 |
3,421.4 |
1.000 |
3,367.0 |
0.618 |
3,333.4 |
HIGH |
3,279.0 |
0.618 |
3,245.4 |
0.500 |
3,235.0 |
0.382 |
3,224.6 |
LOW |
3,191.0 |
0.618 |
3,136.6 |
1.000 |
3,103.0 |
1.618 |
3,048.6 |
2.618 |
2,960.6 |
4.250 |
2,817.0 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,235.0 |
3,306.5 |
PP |
3,224.3 |
3,272.0 |
S1 |
3,213.7 |
3,237.5 |
|