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 |
11,545.63 |
11,506.01 |
-39.62 |
-0.3% |
11,626.19 |
High |
11,790.17 |
11,554.38 |
-235.79 |
-2.0% |
11,715.18 |
Low |
11,471.90 |
11,416.53 |
-55.37 |
-0.5% |
11,340.41 |
Close |
11,516.92 |
11,532.88 |
15.96 |
0.1% |
11,543.96 |
Range |
318.27 |
137.85 |
-180.42 |
-56.7% |
374.77 |
ATR |
206.55 |
201.64 |
-4.91 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,914.81 |
11,861.70 |
11,608.70 |
|
R3 |
11,776.96 |
11,723.85 |
11,570.79 |
|
R2 |
11,639.11 |
11,639.11 |
11,558.15 |
|
R1 |
11,586.00 |
11,586.00 |
11,545.52 |
11,612.56 |
PP |
11,501.26 |
11,501.26 |
11,501.26 |
11,514.54 |
S1 |
11,448.15 |
11,448.15 |
11,520.24 |
11,474.71 |
S2 |
11,363.41 |
11,363.41 |
11,507.61 |
|
S3 |
11,225.56 |
11,310.30 |
11,494.97 |
|
S4 |
11,087.71 |
11,172.45 |
11,457.06 |
|
|
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 |
11,381.77 |
408.40 |
3.5% |
202.81 |
1.8% |
37% |
False |
False |
|
10 |
11,790.17 |
11,290.58 |
499.59 |
4.3% |
190.31 |
1.7% |
48% |
False |
False |
|
20 |
11,867.11 |
11,290.58 |
576.53 |
5.0% |
201.22 |
1.7% |
42% |
False |
False |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.0% |
211.29 |
1.8% |
68% |
False |
False |
|
60 |
12,369.23 |
10,827.71 |
1,541.52 |
13.4% |
203.35 |
1.8% |
46% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
195.90 |
1.7% |
31% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
188.54 |
1.6% |
31% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.0% |
194.28 |
1.7% |
31% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,140.24 |
2.618 |
11,915.27 |
1.618 |
11,777.42 |
1.000 |
11,692.23 |
0.618 |
11,639.57 |
HIGH |
11,554.38 |
0.618 |
11,501.72 |
0.500 |
11,485.46 |
0.382 |
11,469.19 |
LOW |
11,416.53 |
0.618 |
11,331.34 |
1.000 |
11,278.68 |
1.618 |
11,193.49 |
2.618 |
11,055.64 |
4.250 |
10,830.67 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,517.07 |
11,603.35 |
PP |
11,501.26 |
11,579.86 |
S1 |
11,485.46 |
11,556.37 |
|