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 |
11,713.23 |
11,545.63 |
-167.60 |
-1.4% |
11,626.19 |
High |
11,713.23 |
11,790.17 |
76.94 |
0.7% |
11,715.18 |
Low |
11,543.39 |
11,471.90 |
-71.49 |
-0.6% |
11,340.41 |
Close |
11,543.96 |
11,516.92 |
-27.04 |
-0.2% |
11,543.96 |
Range |
169.84 |
318.27 |
148.43 |
87.4% |
374.77 |
ATR |
197.95 |
206.55 |
8.59 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,547.81 |
12,350.63 |
11,691.97 |
|
R3 |
12,229.54 |
12,032.36 |
11,604.44 |
|
R2 |
11,911.27 |
11,911.27 |
11,575.27 |
|
R1 |
11,714.09 |
11,714.09 |
11,546.09 |
11,653.55 |
PP |
11,593.00 |
11,593.00 |
11,593.00 |
11,562.72 |
S1 |
11,395.82 |
11,395.82 |
11,487.75 |
11,335.28 |
S2 |
11,274.73 |
11,274.73 |
11,458.57 |
|
S3 |
10,956.46 |
11,077.55 |
11,429.40 |
|
S4 |
10,638.19 |
10,759.28 |
11,341.87 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,657.49 |
12,475.50 |
11,750.08 |
|
R3 |
12,282.72 |
12,100.73 |
11,647.02 |
|
R2 |
11,907.95 |
11,907.95 |
11,612.67 |
|
R1 |
11,725.96 |
11,725.96 |
11,578.31 |
11,629.57 |
PP |
11,533.18 |
11,533.18 |
11,533.18 |
11,484.99 |
S1 |
11,351.19 |
11,351.19 |
11,509.61 |
11,254.80 |
S2 |
11,158.41 |
11,158.41 |
11,475.25 |
|
S3 |
10,783.64 |
10,976.42 |
11,440.90 |
|
S4 |
10,408.87 |
10,601.65 |
11,337.84 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,790.17 |
11,340.41 |
449.76 |
3.9% |
194.40 |
1.7% |
39% |
True |
False |
|
10 |
11,790.17 |
11,290.58 |
499.59 |
4.3% |
192.49 |
1.7% |
45% |
True |
False |
|
20 |
11,867.11 |
11,286.02 |
581.09 |
5.0% |
210.82 |
1.8% |
40% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.0% |
213.25 |
1.9% |
66% |
False |
False |
|
60 |
12,369.23 |
10,827.71 |
1,541.52 |
13.4% |
203.33 |
1.8% |
45% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
196.01 |
1.7% |
30% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
189.95 |
1.6% |
30% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
195.96 |
1.7% |
30% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,142.82 |
2.618 |
12,623.40 |
1.618 |
12,305.13 |
1.000 |
12,108.44 |
0.618 |
11,986.86 |
HIGH |
11,790.17 |
0.618 |
11,668.59 |
0.500 |
11,631.04 |
0.382 |
11,593.48 |
LOW |
11,471.90 |
0.618 |
11,275.21 |
1.000 |
11,153.63 |
1.618 |
10,956.94 |
2.618 |
10,638.67 |
4.250 |
10,119.25 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,631.04 |
11,631.04 |
PP |
11,593.00 |
11,593.00 |
S1 |
11,554.96 |
11,554.96 |
|