Trading Metrics calculated at close of trading on 05-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
6,541.5 |
6,291.0 |
-250.5 |
-3.8% |
6,474.0 |
High |
6,556.0 |
6,323.0 |
-233.0 |
-3.6% |
6,637.0 |
Low |
6,301.5 |
6,168.5 |
-133.0 |
-2.1% |
6,168.5 |
Close |
6,354.5 |
6,189.5 |
-165.0 |
-2.6% |
6,189.5 |
Range |
254.5 |
154.5 |
-100.0 |
-39.3% |
468.5 |
ATR |
133.7 |
137.5 |
3.7 |
2.8% |
0.0 |
Volume |
4,220 |
2,095 |
-2,125 |
-50.4% |
9,894 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,690.5 |
6,594.5 |
6,274.5 |
|
R3 |
6,536.0 |
6,440.0 |
6,232.0 |
|
R2 |
6,381.5 |
6,381.5 |
6,217.8 |
|
R1 |
6,285.5 |
6,285.5 |
6,203.7 |
6,256.3 |
PP |
6,227.0 |
6,227.0 |
6,227.0 |
6,212.4 |
S1 |
6,131.0 |
6,131.0 |
6,175.3 |
6,101.8 |
S2 |
6,072.5 |
6,072.5 |
6,161.2 |
|
S3 |
5,918.0 |
5,976.5 |
6,147.0 |
|
S4 |
5,763.5 |
5,822.0 |
6,104.5 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,737.2 |
7,431.8 |
6,447.2 |
|
R3 |
7,268.7 |
6,963.3 |
6,318.3 |
|
R2 |
6,800.2 |
6,800.2 |
6,275.4 |
|
R1 |
6,494.8 |
6,494.8 |
6,232.4 |
6,413.3 |
PP |
6,331.7 |
6,331.7 |
6,331.7 |
6,290.9 |
S1 |
6,026.3 |
6,026.3 |
6,146.6 |
5,944.8 |
S2 |
5,863.2 |
5,863.2 |
6,103.6 |
|
S3 |
5,394.7 |
5,557.8 |
6,060.7 |
|
S4 |
4,926.2 |
5,089.3 |
5,931.8 |
|
|
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 |
6,168.5 |
468.5 |
7.6% |
155.7 |
2.5% |
4% |
False |
True |
1,978 |
10 |
6,637.0 |
6,168.5 |
468.5 |
7.6% |
135.9 |
2.2% |
4% |
False |
True |
1,649 |
20 |
6,738.0 |
6,168.5 |
569.5 |
9.2% |
119.7 |
1.9% |
4% |
False |
True |
1,479 |
40 |
6,738.0 |
6,116.5 |
621.5 |
10.0% |
128.4 |
2.1% |
12% |
False |
False |
1,136 |
60 |
7,012.5 |
6,116.5 |
896.0 |
14.5% |
130.7 |
2.1% |
8% |
False |
False |
1,607 |
80 |
7,421.0 |
6,116.5 |
1,304.5 |
21.1% |
124.1 |
2.0% |
6% |
False |
False |
1,430 |
100 |
7,421.0 |
6,116.5 |
1,304.5 |
21.1% |
116.1 |
1.9% |
6% |
False |
False |
1,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,979.6 |
2.618 |
6,727.5 |
1.618 |
6,573.0 |
1.000 |
6,477.5 |
0.618 |
6,418.5 |
HIGH |
6,323.0 |
0.618 |
6,264.0 |
0.500 |
6,245.8 |
0.382 |
6,227.5 |
LOW |
6,168.5 |
0.618 |
6,073.0 |
1.000 |
6,014.0 |
1.618 |
5,918.5 |
2.618 |
5,764.0 |
4.250 |
5,511.9 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
6,245.8 |
6,384.3 |
PP |
6,227.0 |
6,319.3 |
S1 |
6,208.3 |
6,254.4 |
|