Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
3,259.0 |
3,317.0 |
58.0 |
1.8% |
3,375.0 |
High |
3,279.0 |
3,354.0 |
75.0 |
2.3% |
3,457.0 |
Low |
3,191.0 |
3,290.0 |
99.0 |
3.1% |
3,191.0 |
Close |
3,203.0 |
3,301.0 |
98.0 |
3.1% |
3,203.0 |
Range |
88.0 |
64.0 |
-24.0 |
-27.3% |
266.0 |
ATR |
74.6 |
80.0 |
5.5 |
7.3% |
0.0 |
Volume |
94,218 |
29,022 |
-65,196 |
-69.2% |
164,913 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,507.0 |
3,468.0 |
3,336.2 |
|
R3 |
3,443.0 |
3,404.0 |
3,318.6 |
|
R2 |
3,379.0 |
3,379.0 |
3,312.7 |
|
R1 |
3,340.0 |
3,340.0 |
3,306.9 |
3,327.5 |
PP |
3,315.0 |
3,315.0 |
3,315.0 |
3,308.8 |
S1 |
3,276.0 |
3,276.0 |
3,295.1 |
3,263.5 |
S2 |
3,251.0 |
3,251.0 |
3,289.3 |
|
S3 |
3,187.0 |
3,212.0 |
3,283.4 |
|
S4 |
3,123.0 |
3,148.0 |
3,265.8 |
|
|
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 |
8.1% |
84.6 |
2.6% |
41% |
False |
False |
37,850 |
10 |
3,457.0 |
3,191.0 |
266.0 |
8.1% |
71.2 |
2.2% |
41% |
False |
False |
24,202 |
20 |
3,489.0 |
3,191.0 |
298.0 |
9.0% |
64.1 |
1.9% |
37% |
False |
False |
14,586 |
40 |
3,494.0 |
3,133.0 |
361.0 |
10.9% |
67.6 |
2.0% |
47% |
False |
False |
8,799 |
60 |
3,640.0 |
3,133.0 |
507.0 |
15.4% |
69.3 |
2.1% |
33% |
False |
False |
8,593 |
80 |
3,898.0 |
3,133.0 |
765.0 |
23.2% |
65.4 |
2.0% |
22% |
False |
False |
7,694 |
100 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
59.8 |
1.8% |
21% |
False |
False |
6,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,626.0 |
2.618 |
3,521.6 |
1.618 |
3,457.6 |
1.000 |
3,418.0 |
0.618 |
3,393.6 |
HIGH |
3,354.0 |
0.618 |
3,329.6 |
0.500 |
3,322.0 |
0.382 |
3,314.4 |
LOW |
3,290.0 |
0.618 |
3,250.4 |
1.000 |
3,226.0 |
1.618 |
3,186.4 |
2.618 |
3,122.4 |
4.250 |
3,018.0 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
3,322.0 |
3,298.7 |
PP |
3,315.0 |
3,296.3 |
S1 |
3,308.0 |
3,294.0 |
|