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 |
1,282.50 |
1,278.00 |
-4.50 |
-0.4% |
1,294.00 |
High |
1,305.25 |
1,282.50 |
-22.75 |
-1.7% |
1,301.75 |
Low |
1,273.50 |
1,267.25 |
-6.25 |
-0.5% |
1,264.00 |
Close |
1,278.00 |
1,276.75 |
-1.25 |
-0.1% |
1,284.25 |
Range |
31.75 |
15.25 |
-16.50 |
-52.0% |
37.75 |
ATR |
22.65 |
22.12 |
-0.53 |
-2.3% |
0.00 |
Volume |
10,367 |
20,077 |
9,710 |
93.7% |
89,183 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.25 |
1,314.25 |
1,285.25 |
|
R3 |
1,306.00 |
1,299.00 |
1,281.00 |
|
R2 |
1,290.75 |
1,290.75 |
1,279.50 |
|
R1 |
1,283.75 |
1,283.75 |
1,278.25 |
1,279.50 |
PP |
1,275.50 |
1,275.50 |
1,275.50 |
1,273.50 |
S1 |
1,268.50 |
1,268.50 |
1,275.25 |
1,264.50 |
S2 |
1,260.25 |
1,260.25 |
1,274.00 |
|
S3 |
1,245.00 |
1,253.25 |
1,272.50 |
|
S4 |
1,229.75 |
1,238.00 |
1,268.25 |
|
|
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 |
1,267.25 |
38.00 |
3.0% |
21.25 |
1.7% |
25% |
False |
True |
21,962 |
10 |
1,305.25 |
1,262.25 |
43.00 |
3.4% |
20.25 |
1.6% |
34% |
False |
False |
13,650 |
20 |
1,315.25 |
1,262.25 |
53.00 |
4.2% |
21.50 |
1.7% |
27% |
False |
False |
8,790 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.9% |
24.25 |
1.9% |
66% |
False |
False |
6,349 |
60 |
1,371.75 |
1,202.00 |
169.75 |
13.3% |
23.50 |
1.8% |
44% |
False |
False |
4,848 |
80 |
1,443.50 |
1,202.00 |
241.50 |
18.9% |
21.00 |
1.7% |
31% |
False |
False |
3,700 |
100 |
1,443.50 |
1,202.00 |
241.50 |
18.9% |
18.75 |
1.5% |
31% |
False |
False |
2,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.25 |
2.618 |
1,322.50 |
1.618 |
1,307.25 |
1.000 |
1,297.75 |
0.618 |
1,292.00 |
HIGH |
1,282.50 |
0.618 |
1,276.75 |
0.500 |
1,275.00 |
0.382 |
1,273.00 |
LOW |
1,267.25 |
0.618 |
1,257.75 |
1.000 |
1,252.00 |
1.618 |
1,242.50 |
2.618 |
1,227.25 |
4.250 |
1,202.50 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,276.00 |
1,286.25 |
PP |
1,275.50 |
1,283.00 |
S1 |
1,275.00 |
1,280.00 |
|