Trading Metrics calculated at close of trading on 04-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
11,506.01 |
11,532.48 |
26.47 |
0.2% |
11,626.19 |
High |
11,554.38 |
11,532.48 |
-21.90 |
-0.2% |
11,715.18 |
Low |
11,416.53 |
11,176.02 |
-240.51 |
-2.1% |
11,340.41 |
Close |
11,532.88 |
11,188.23 |
-344.65 |
-3.0% |
11,543.96 |
Range |
137.85 |
356.46 |
218.61 |
158.6% |
374.77 |
ATR |
201.64 |
212.73 |
11.09 |
5.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,368.29 |
12,134.72 |
11,384.28 |
|
R3 |
12,011.83 |
11,778.26 |
11,286.26 |
|
R2 |
11,655.37 |
11,655.37 |
11,253.58 |
|
R1 |
11,421.80 |
11,421.80 |
11,220.91 |
11,360.36 |
PP |
11,298.91 |
11,298.91 |
11,298.91 |
11,268.19 |
S1 |
11,065.34 |
11,065.34 |
11,155.55 |
11,003.90 |
S2 |
10,942.45 |
10,942.45 |
11,122.88 |
|
S3 |
10,585.99 |
10,708.88 |
11,090.20 |
|
S4 |
10,229.53 |
10,352.42 |
10,992.18 |
|
|
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 |
11,176.02 |
614.15 |
5.5% |
239.56 |
2.1% |
2% |
False |
True |
|
10 |
11,790.17 |
11,176.02 |
614.15 |
5.5% |
209.60 |
1.9% |
2% |
False |
True |
|
20 |
11,867.11 |
11,176.02 |
691.09 |
6.2% |
210.84 |
1.9% |
2% |
False |
True |
|
40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.3% |
213.29 |
1.9% |
35% |
False |
False |
|
60 |
12,322.82 |
10,827.71 |
1,495.11 |
13.4% |
206.58 |
1.8% |
24% |
False |
False |
|
80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
198.31 |
1.8% |
16% |
False |
False |
|
100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
191.24 |
1.7% |
16% |
False |
False |
|
120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
194.24 |
1.7% |
16% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,047.44 |
2.618 |
12,465.69 |
1.618 |
12,109.23 |
1.000 |
11,888.94 |
0.618 |
11,752.77 |
HIGH |
11,532.48 |
0.618 |
11,396.31 |
0.500 |
11,354.25 |
0.382 |
11,312.19 |
LOW |
11,176.02 |
0.618 |
10,955.73 |
1.000 |
10,819.56 |
1.618 |
10,599.27 |
2.618 |
10,242.81 |
4.250 |
9,661.07 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,354.25 |
11,483.10 |
PP |
11,298.91 |
11,384.81 |
S1 |
11,243.57 |
11,286.52 |
|