| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,474.0 |
6,479.5 |
5.5 |
0.1% |
6,426.0 |
| High |
6,531.5 |
6,637.0 |
105.5 |
1.6% |
6,538.0 |
| Low |
6,421.0 |
6,458.0 |
37.0 |
0.6% |
6,328.0 |
| Close |
6,500.5 |
6,591.0 |
90.5 |
1.4% |
6,506.5 |
| Range |
110.5 |
179.0 |
68.5 |
62.0% |
210.0 |
| ATR |
123.9 |
127.8 |
3.9 |
3.2% |
0.0 |
| Volume |
579 |
2,259 |
1,680 |
290.2% |
6,598 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,099.0 |
7,024.0 |
6,689.5 |
|
| R3 |
6,920.0 |
6,845.0 |
6,640.2 |
|
| R2 |
6,741.0 |
6,741.0 |
6,623.8 |
|
| R1 |
6,666.0 |
6,666.0 |
6,607.4 |
6,703.5 |
| PP |
6,562.0 |
6,562.0 |
6,562.0 |
6,580.8 |
| S1 |
6,487.0 |
6,487.0 |
6,574.6 |
6,524.5 |
| S2 |
6,383.0 |
6,383.0 |
6,558.2 |
|
| S3 |
6,204.0 |
6,308.0 |
6,541.8 |
|
| S4 |
6,025.0 |
6,129.0 |
6,492.6 |
|
|
| 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 |
6,637.0 |
6,337.5 |
299.5 |
4.5% |
127.3 |
1.9% |
85% |
True |
False |
1,440 |
| 10 |
6,637.0 |
6,312.0 |
325.0 |
4.9% |
113.8 |
1.7% |
86% |
True |
False |
1,482 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.5% |
114.5 |
1.7% |
65% |
False |
False |
1,228 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.4% |
127.3 |
1.9% |
76% |
False |
False |
1,016 |
| 60 |
7,012.5 |
6,116.5 |
896.0 |
13.6% |
129.1 |
2.0% |
53% |
False |
False |
1,589 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.8% |
121.2 |
1.8% |
36% |
False |
False |
1,351 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
19.8% |
114.0 |
1.7% |
36% |
False |
False |
1,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,397.8 |
|
2.618 |
7,105.6 |
|
1.618 |
6,926.6 |
|
1.000 |
6,816.0 |
|
0.618 |
6,747.6 |
|
HIGH |
6,637.0 |
|
0.618 |
6,568.6 |
|
0.500 |
6,547.5 |
|
0.382 |
6,526.4 |
|
LOW |
6,458.0 |
|
0.618 |
6,347.4 |
|
1.000 |
6,279.0 |
|
1.618 |
6,168.4 |
|
2.618 |
5,989.4 |
|
4.250 |
5,697.3 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,576.5 |
6,570.3 |
| PP |
6,562.0 |
6,549.7 |
| S1 |
6,547.5 |
6,529.0 |
|