| Trading Metrics calculated at close of trading on 01-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
01-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,503.5 |
6,474.0 |
-29.5 |
-0.5% |
6,426.0 |
| High |
6,538.0 |
6,531.5 |
-6.5 |
-0.1% |
6,538.0 |
| Low |
6,482.5 |
6,421.0 |
-61.5 |
-0.9% |
6,328.0 |
| Close |
6,506.5 |
6,500.5 |
-6.0 |
-0.1% |
6,506.5 |
| Range |
55.5 |
110.5 |
55.0 |
99.1% |
210.0 |
| ATR |
124.9 |
123.9 |
-1.0 |
-0.8% |
0.0 |
| Volume |
913 |
579 |
-334 |
-36.6% |
6,598 |
|
| Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,815.8 |
6,768.7 |
6,561.3 |
|
| R3 |
6,705.3 |
6,658.2 |
6,530.9 |
|
| R2 |
6,594.8 |
6,594.8 |
6,520.8 |
|
| R1 |
6,547.7 |
6,547.7 |
6,510.6 |
6,571.3 |
| PP |
6,484.3 |
6,484.3 |
6,484.3 |
6,496.1 |
| S1 |
6,437.2 |
6,437.2 |
6,490.4 |
6,460.8 |
| S2 |
6,373.8 |
6,373.8 |
6,480.2 |
|
| S3 |
6,263.3 |
6,326.7 |
6,470.1 |
|
| S4 |
6,152.8 |
6,216.2 |
6,439.7 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,087.5 |
7,007.0 |
6,622.0 |
|
| R3 |
6,877.5 |
6,797.0 |
6,564.3 |
|
| R2 |
6,667.5 |
6,667.5 |
6,545.0 |
|
| R1 |
6,587.0 |
6,587.0 |
6,525.8 |
6,627.3 |
| PP |
6,457.5 |
6,457.5 |
6,457.5 |
6,477.6 |
| S1 |
6,377.0 |
6,377.0 |
6,487.3 |
6,417.3 |
| S2 |
6,247.5 |
6,247.5 |
6,468.0 |
|
| S3 |
6,037.5 |
6,167.0 |
6,448.8 |
|
| S4 |
5,827.5 |
5,957.0 |
6,391.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,538.0 |
6,328.0 |
210.0 |
3.2% |
117.2 |
1.8% |
82% |
False |
False |
1,223 |
| 10 |
6,538.0 |
6,312.0 |
226.0 |
3.5% |
107.8 |
1.7% |
83% |
False |
False |
1,429 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.6% |
116.2 |
1.8% |
44% |
False |
False |
1,156 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.6% |
126.7 |
1.9% |
62% |
False |
False |
981 |
| 60 |
7,012.5 |
6,116.5 |
896.0 |
13.8% |
127.6 |
2.0% |
43% |
False |
False |
1,589 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.1% |
119.9 |
1.8% |
29% |
False |
False |
1,327 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.1% |
112.9 |
1.7% |
29% |
False |
False |
1,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,001.1 |
|
2.618 |
6,820.8 |
|
1.618 |
6,710.3 |
|
1.000 |
6,642.0 |
|
0.618 |
6,599.8 |
|
HIGH |
6,531.5 |
|
0.618 |
6,489.3 |
|
0.500 |
6,476.3 |
|
0.382 |
6,463.2 |
|
LOW |
6,421.0 |
|
0.618 |
6,352.7 |
|
1.000 |
6,310.5 |
|
1.618 |
6,242.2 |
|
2.618 |
6,131.7 |
|
4.250 |
5,951.4 |
|
|
| Fisher Pivots for day following 01-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,492.4 |
6,481.7 |
| PP |
6,484.3 |
6,462.8 |
| S1 |
6,476.3 |
6,444.0 |
|