| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,291.0 |
6,343.0 |
52.0 |
0.8% |
6,474.0 |
| High |
6,323.0 |
6,432.0 |
109.0 |
1.7% |
6,637.0 |
| Low |
6,168.5 |
6,296.5 |
128.0 |
2.1% |
6,168.5 |
| Close |
6,189.5 |
6,332.0 |
142.5 |
2.3% |
6,189.5 |
| Range |
154.5 |
135.5 |
-19.0 |
-12.3% |
468.5 |
| ATR |
137.5 |
145.0 |
7.5 |
5.5% |
0.0 |
| Volume |
2,095 |
4,062 |
1,967 |
93.9% |
9,894 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,760.0 |
6,681.5 |
6,406.5 |
|
| R3 |
6,624.5 |
6,546.0 |
6,369.3 |
|
| R2 |
6,489.0 |
6,489.0 |
6,356.8 |
|
| R1 |
6,410.5 |
6,410.5 |
6,344.4 |
6,382.0 |
| PP |
6,353.5 |
6,353.5 |
6,353.5 |
6,339.3 |
| S1 |
6,275.0 |
6,275.0 |
6,319.6 |
6,246.5 |
| S2 |
6,218.0 |
6,218.0 |
6,307.2 |
|
| S3 |
6,082.5 |
6,139.5 |
6,294.7 |
|
| S4 |
5,947.0 |
6,004.0 |
6,257.5 |
|
|
| 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 |
7.4% |
160.7 |
2.5% |
35% |
False |
False |
2,675 |
| 10 |
6,637.0 |
6,168.5 |
468.5 |
7.4% |
139.0 |
2.2% |
35% |
False |
False |
1,949 |
| 20 |
6,730.5 |
6,168.5 |
562.0 |
8.9% |
123.2 |
1.9% |
29% |
False |
False |
1,667 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.8% |
129.1 |
2.0% |
35% |
False |
False |
1,217 |
| 60 |
7,012.5 |
6,116.5 |
896.0 |
14.2% |
130.6 |
2.1% |
24% |
False |
False |
1,607 |
| 80 |
7,374.5 |
6,116.5 |
1,258.0 |
19.9% |
125.0 |
2.0% |
17% |
False |
False |
1,479 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.6% |
116.1 |
1.8% |
17% |
False |
False |
1,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,007.9 |
|
2.618 |
6,786.7 |
|
1.618 |
6,651.2 |
|
1.000 |
6,567.5 |
|
0.618 |
6,515.7 |
|
HIGH |
6,432.0 |
|
0.618 |
6,380.2 |
|
0.500 |
6,364.3 |
|
0.382 |
6,348.3 |
|
LOW |
6,296.5 |
|
0.618 |
6,212.8 |
|
1.000 |
6,161.0 |
|
1.618 |
6,077.3 |
|
2.618 |
5,941.8 |
|
4.250 |
5,720.6 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,364.3 |
6,362.3 |
| PP |
6,353.5 |
6,352.2 |
| S1 |
6,342.8 |
6,342.1 |
|