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 |
1,238.25 |
1,258.50 |
20.25 |
1.6% |
1,282.50 |
High |
1,246.75 |
1,283.75 |
37.00 |
3.0% |
1,305.25 |
Low |
1,217.75 |
1,248.50 |
30.75 |
2.5% |
1,217.75 |
Close |
1,242.50 |
1,268.50 |
26.00 |
2.1% |
1,242.50 |
Range |
29.00 |
35.25 |
6.25 |
21.6% |
87.50 |
ATR |
23.95 |
25.19 |
1.24 |
5.2% |
0.00 |
Volume |
40,471 |
57,842 |
17,371 |
42.9% |
102,885 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,372.75 |
1,355.75 |
1,288.00 |
|
R3 |
1,337.50 |
1,320.50 |
1,278.25 |
|
R2 |
1,302.25 |
1,302.25 |
1,275.00 |
|
R1 |
1,285.25 |
1,285.25 |
1,271.75 |
1,293.75 |
PP |
1,267.00 |
1,267.00 |
1,267.00 |
1,271.00 |
S1 |
1,250.00 |
1,250.00 |
1,265.25 |
1,258.50 |
S2 |
1,231.75 |
1,231.75 |
1,262.00 |
|
S3 |
1,196.50 |
1,214.75 |
1,258.75 |
|
S4 |
1,161.25 |
1,179.50 |
1,249.00 |
|
|
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 |
6.9% |
30.75 |
2.4% |
58% |
False |
False |
32,145 |
10 |
1,305.25 |
1,217.75 |
87.50 |
6.9% |
25.25 |
2.0% |
58% |
False |
False |
24,991 |
20 |
1,315.25 |
1,217.75 |
97.50 |
7.7% |
23.00 |
1.8% |
52% |
False |
False |
14,661 |
40 |
1,315.25 |
1,202.00 |
113.25 |
8.9% |
24.50 |
1.9% |
59% |
False |
False |
9,224 |
60 |
1,371.75 |
1,202.00 |
169.75 |
13.4% |
24.00 |
1.9% |
39% |
False |
False |
7,010 |
80 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
22.00 |
1.7% |
28% |
False |
False |
5,328 |
100 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
19.50 |
1.5% |
28% |
False |
False |
4,269 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,433.50 |
2.618 |
1,376.00 |
1.618 |
1,340.75 |
1.000 |
1,319.00 |
0.618 |
1,305.50 |
HIGH |
1,283.75 |
0.618 |
1,270.25 |
0.500 |
1,266.00 |
0.382 |
1,262.00 |
LOW |
1,248.50 |
0.618 |
1,226.75 |
1.000 |
1,213.25 |
1.618 |
1,191.50 |
2.618 |
1,156.25 |
4.250 |
1,098.75 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,267.75 |
1,262.50 |
PP |
1,267.00 |
1,256.75 |
S1 |
1,266.00 |
1,250.75 |
|