| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,535.5 |
6,541.5 |
6.0 |
0.1% |
6,426.0 |
| High |
6,600.0 |
6,556.0 |
-44.0 |
-0.7% |
6,538.0 |
| Low |
6,520.0 |
6,301.5 |
-218.5 |
-3.4% |
6,328.0 |
| Close |
6,556.0 |
6,354.5 |
-201.5 |
-3.1% |
6,506.5 |
| Range |
80.0 |
254.5 |
174.5 |
218.1% |
210.0 |
| ATR |
124.4 |
133.7 |
9.3 |
7.5% |
0.0 |
| Volume |
741 |
4,220 |
3,479 |
469.5% |
6,598 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,167.5 |
7,015.5 |
6,494.5 |
|
| R3 |
6,913.0 |
6,761.0 |
6,424.5 |
|
| R2 |
6,658.5 |
6,658.5 |
6,401.2 |
|
| R1 |
6,506.5 |
6,506.5 |
6,377.8 |
6,455.3 |
| PP |
6,404.0 |
6,404.0 |
6,404.0 |
6,378.4 |
| S1 |
6,252.0 |
6,252.0 |
6,331.2 |
6,200.8 |
| S2 |
6,149.5 |
6,149.5 |
6,307.8 |
|
| S3 |
5,895.0 |
5,997.5 |
6,284.5 |
|
| S4 |
5,640.5 |
5,743.0 |
6,214.5 |
|
|
| 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 |
6,301.5 |
335.5 |
5.3% |
135.9 |
2.1% |
16% |
False |
True |
1,742 |
| 10 |
6,637.0 |
6,301.5 |
335.5 |
5.3% |
132.9 |
2.1% |
16% |
False |
True |
1,542 |
| 20 |
6,738.0 |
6,301.5 |
436.5 |
6.9% |
120.1 |
1.9% |
12% |
False |
True |
1,415 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.8% |
129.7 |
2.0% |
38% |
False |
False |
1,104 |
| 60 |
7,012.5 |
6,116.5 |
896.0 |
14.1% |
130.2 |
2.0% |
27% |
False |
False |
1,621 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.5% |
123.1 |
1.9% |
18% |
False |
False |
1,407 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.5% |
115.3 |
1.8% |
18% |
False |
False |
1,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,637.6 |
|
2.618 |
7,222.3 |
|
1.618 |
6,967.8 |
|
1.000 |
6,810.5 |
|
0.618 |
6,713.3 |
|
HIGH |
6,556.0 |
|
0.618 |
6,458.8 |
|
0.500 |
6,428.8 |
|
0.382 |
6,398.7 |
|
LOW |
6,301.5 |
|
0.618 |
6,144.2 |
|
1.000 |
6,047.0 |
|
1.618 |
5,889.7 |
|
2.618 |
5,635.2 |
|
4.250 |
5,219.9 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,428.8 |
6,469.3 |
| PP |
6,404.0 |
6,431.0 |
| S1 |
6,379.3 |
6,392.8 |
|