Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,298.25 |
1,282.50 |
-15.75 |
-1.2% |
1,294.00 |
High |
1,299.25 |
1,305.25 |
6.00 |
0.5% |
1,301.75 |
Low |
1,283.50 |
1,273.50 |
-10.00 |
-0.8% |
1,264.00 |
Close |
1,284.25 |
1,278.00 |
-6.25 |
-0.5% |
1,284.25 |
Range |
15.75 |
31.75 |
16.00 |
101.6% |
37.75 |
ATR |
21.95 |
22.65 |
0.70 |
3.2% |
0.00 |
Volume |
15,841 |
10,367 |
-5,474 |
-34.6% |
89,183 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,380.75 |
1,361.25 |
1,295.50 |
|
R3 |
1,349.00 |
1,329.50 |
1,286.75 |
|
R2 |
1,317.25 |
1,317.25 |
1,283.75 |
|
R1 |
1,297.75 |
1,297.75 |
1,281.00 |
1,291.50 |
PP |
1,285.50 |
1,285.50 |
1,285.50 |
1,282.50 |
S1 |
1,266.00 |
1,266.00 |
1,275.00 |
1,260.00 |
S2 |
1,253.75 |
1,253.75 |
1,272.25 |
|
S3 |
1,222.00 |
1,234.25 |
1,269.25 |
|
S4 |
1,190.25 |
1,202.50 |
1,260.50 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,396.50 |
1,378.25 |
1,305.00 |
|
R3 |
1,358.75 |
1,340.50 |
1,294.75 |
|
R2 |
1,321.00 |
1,321.00 |
1,291.25 |
|
R1 |
1,302.75 |
1,302.75 |
1,287.75 |
1,293.00 |
PP |
1,283.25 |
1,283.25 |
1,283.25 |
1,278.50 |
S1 |
1,265.00 |
1,265.00 |
1,280.75 |
1,255.25 |
S2 |
1,245.50 |
1,245.50 |
1,277.25 |
|
S3 |
1,207.75 |
1,227.25 |
1,273.75 |
|
S4 |
1,170.00 |
1,189.50 |
1,263.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,305.25 |
1,264.00 |
41.25 |
3.2% |
20.75 |
1.6% |
34% |
True |
False |
18,731 |
10 |
1,305.25 |
1,262.25 |
43.00 |
3.4% |
20.75 |
1.6% |
37% |
True |
False |
12,234 |
20 |
1,315.25 |
1,249.50 |
65.75 |
5.1% |
22.75 |
1.8% |
43% |
False |
False |
7,885 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.9% |
24.75 |
1.9% |
67% |
False |
False |
5,900 |
60 |
1,371.75 |
1,202.00 |
169.75 |
13.3% |
23.50 |
1.8% |
45% |
False |
False |
4,523 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.9% |
21.00 |
1.6% |
31% |
False |
False |
3,449 |
100 |
1,443.50 |
1,202.00 |
241.50 |
18.9% |
18.50 |
1.5% |
31% |
False |
False |
2,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,440.25 |
2.618 |
1,388.25 |
1.618 |
1,356.50 |
1.000 |
1,337.00 |
0.618 |
1,324.75 |
HIGH |
1,305.25 |
0.618 |
1,293.00 |
0.500 |
1,289.50 |
0.382 |
1,285.75 |
LOW |
1,273.50 |
0.618 |
1,254.00 |
1.000 |
1,241.75 |
1.618 |
1,222.25 |
2.618 |
1,190.50 |
4.250 |
1,138.50 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,289.50 |
1,289.50 |
PP |
1,285.50 |
1,285.50 |
S1 |
1,281.75 |
1,281.75 |
|