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 |
1,277.00 |
1,238.25 |
-38.75 |
-3.0% |
1,282.50 |
High |
1,278.75 |
1,246.75 |
-32.00 |
-2.5% |
1,305.25 |
Low |
1,236.50 |
1,217.75 |
-18.75 |
-1.5% |
1,217.75 |
Close |
1,238.00 |
1,242.50 |
4.50 |
0.4% |
1,242.50 |
Range |
42.25 |
29.00 |
-13.25 |
-31.4% |
87.50 |
ATR |
23.56 |
23.95 |
0.39 |
1.6% |
0.00 |
Volume |
31,970 |
40,471 |
8,501 |
26.6% |
102,885 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,322.75 |
1,311.50 |
1,258.50 |
|
R3 |
1,293.75 |
1,282.50 |
1,250.50 |
|
R2 |
1,264.75 |
1,264.75 |
1,247.75 |
|
R1 |
1,253.50 |
1,253.50 |
1,245.25 |
1,259.00 |
PP |
1,235.75 |
1,235.75 |
1,235.75 |
1,238.50 |
S1 |
1,224.50 |
1,224.50 |
1,239.75 |
1,230.00 |
S2 |
1,206.75 |
1,206.75 |
1,237.25 |
|
S3 |
1,177.75 |
1,195.50 |
1,234.50 |
|
S4 |
1,148.75 |
1,166.50 |
1,226.50 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.75 |
1,467.50 |
1,290.50 |
|
R3 |
1,430.25 |
1,380.00 |
1,266.50 |
|
R2 |
1,342.75 |
1,342.75 |
1,258.50 |
|
R1 |
1,292.50 |
1,292.50 |
1,250.50 |
1,274.00 |
PP |
1,255.25 |
1,255.25 |
1,255.25 |
1,245.75 |
S1 |
1,205.00 |
1,205.00 |
1,234.50 |
1,186.50 |
S2 |
1,167.75 |
1,167.75 |
1,226.50 |
|
S3 |
1,080.25 |
1,117.50 |
1,218.50 |
|
S4 |
992.75 |
1,030.00 |
1,194.50 |
|
|
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 |
1,217.75 |
87.50 |
7.0% |
26.75 |
2.2% |
28% |
False |
True |
23,745 |
10 |
1,305.25 |
1,217.75 |
87.50 |
7.0% |
24.00 |
1.9% |
28% |
False |
True |
19,919 |
20 |
1,315.25 |
1,217.75 |
97.50 |
7.8% |
23.25 |
1.9% |
25% |
False |
True |
12,101 |
40 |
1,315.25 |
1,202.00 |
113.25 |
9.1% |
24.50 |
2.0% |
36% |
False |
False |
8,081 |
60 |
1,371.75 |
1,202.00 |
169.75 |
13.7% |
24.00 |
1.9% |
24% |
False |
False |
6,048 |
80 |
1,443.50 |
1,202.00 |
241.50 |
19.4% |
21.75 |
1.8% |
17% |
False |
False |
4,605 |
100 |
1,443.50 |
1,202.00 |
241.50 |
19.4% |
19.00 |
1.5% |
17% |
False |
False |
3,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,370.00 |
2.618 |
1,322.75 |
1.618 |
1,293.75 |
1.000 |
1,275.75 |
0.618 |
1,264.75 |
HIGH |
1,246.75 |
0.618 |
1,235.75 |
0.500 |
1,232.25 |
0.382 |
1,228.75 |
LOW |
1,217.75 |
0.618 |
1,199.75 |
1.000 |
1,188.75 |
1.618 |
1,170.75 |
2.618 |
1,141.75 |
4.250 |
1,094.50 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,239.00 |
1,250.00 |
PP |
1,235.75 |
1,247.50 |
S1 |
1,232.25 |
1,245.00 |
|