Trading Metrics calculated at close of trading on 03-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,479.5 |
6,535.5 |
56.0 |
0.9% |
6,426.0 |
High |
6,637.0 |
6,600.0 |
-37.0 |
-0.6% |
6,538.0 |
Low |
6,458.0 |
6,520.0 |
62.0 |
1.0% |
6,328.0 |
Close |
6,591.0 |
6,556.0 |
-35.0 |
-0.5% |
6,506.5 |
Range |
179.0 |
80.0 |
-99.0 |
-55.3% |
210.0 |
ATR |
127.8 |
124.4 |
-3.4 |
-2.7% |
0.0 |
Volume |
2,259 |
741 |
-1,518 |
-67.2% |
6,598 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,798.7 |
6,757.3 |
6,600.0 |
|
R3 |
6,718.7 |
6,677.3 |
6,578.0 |
|
R2 |
6,638.7 |
6,638.7 |
6,570.7 |
|
R1 |
6,597.3 |
6,597.3 |
6,563.3 |
6,618.0 |
PP |
6,558.7 |
6,558.7 |
6,558.7 |
6,569.0 |
S1 |
6,517.3 |
6,517.3 |
6,548.7 |
6,538.0 |
S2 |
6,478.7 |
6,478.7 |
6,541.3 |
|
S3 |
6,398.7 |
6,437.3 |
6,534.0 |
|
S4 |
6,318.7 |
6,357.3 |
6,512.0 |
|
|
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 |
6,350.0 |
287.0 |
4.4% |
122.6 |
1.9% |
72% |
False |
False |
1,336 |
10 |
6,637.0 |
6,312.0 |
325.0 |
5.0% |
114.7 |
1.7% |
75% |
False |
False |
1,299 |
20 |
6,738.0 |
6,312.0 |
426.0 |
6.5% |
113.5 |
1.7% |
57% |
False |
False |
1,244 |
40 |
6,738.0 |
6,116.5 |
621.5 |
9.5% |
126.4 |
1.9% |
71% |
False |
False |
1,024 |
60 |
7,012.5 |
6,116.5 |
896.0 |
13.7% |
127.4 |
1.9% |
49% |
False |
False |
1,578 |
80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
120.9 |
1.8% |
34% |
False |
False |
1,357 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
114.0 |
1.7% |
34% |
False |
False |
1,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,940.0 |
2.618 |
6,809.4 |
1.618 |
6,729.4 |
1.000 |
6,680.0 |
0.618 |
6,649.4 |
HIGH |
6,600.0 |
0.618 |
6,569.4 |
0.500 |
6,560.0 |
0.382 |
6,550.6 |
LOW |
6,520.0 |
0.618 |
6,470.6 |
1.000 |
6,440.0 |
1.618 |
6,390.6 |
2.618 |
6,310.6 |
4.250 |
6,180.0 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,560.0 |
6,547.0 |
PP |
6,558.7 |
6,538.0 |
S1 |
6,557.3 |
6,529.0 |
|