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 |
1,297.00 |
1,282.00 |
-15.00 |
-1.2% |
1,291.00 |
High |
1,298.00 |
1,303.50 |
5.50 |
0.4% |
1,300.00 |
Low |
1,281.50 |
1,271.50 |
-10.00 |
-0.8% |
1,262.50 |
Close |
1,282.50 |
1,276.50 |
-6.00 |
-0.5% |
1,282.50 |
Range |
16.50 |
32.00 |
15.50 |
93.9% |
37.50 |
ATR |
22.60 |
23.27 |
0.67 |
3.0% |
0.00 |
Volume |
1,513,592 |
1,353,013 |
-160,579 |
-10.6% |
7,431,691 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,379.75 |
1,360.25 |
1,294.00 |
|
R3 |
1,347.75 |
1,328.25 |
1,285.25 |
|
R2 |
1,315.75 |
1,315.75 |
1,282.25 |
|
R1 |
1,296.25 |
1,296.25 |
1,279.50 |
1,290.00 |
PP |
1,283.75 |
1,283.75 |
1,283.75 |
1,280.75 |
S1 |
1,264.25 |
1,264.25 |
1,273.50 |
1,258.00 |
S2 |
1,251.75 |
1,251.75 |
1,270.75 |
|
S3 |
1,219.75 |
1,232.25 |
1,267.75 |
|
S4 |
1,187.75 |
1,200.25 |
1,259.00 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,394.25 |
1,375.75 |
1,303.00 |
|
R3 |
1,356.75 |
1,338.25 |
1,292.75 |
|
R2 |
1,319.25 |
1,319.25 |
1,289.50 |
|
R1 |
1,300.75 |
1,300.75 |
1,286.00 |
1,291.25 |
PP |
1,281.75 |
1,281.75 |
1,281.75 |
1,277.00 |
S1 |
1,263.25 |
1,263.25 |
1,279.00 |
1,253.75 |
S2 |
1,244.25 |
1,244.25 |
1,275.50 |
|
S3 |
1,206.75 |
1,225.75 |
1,272.25 |
|
S4 |
1,169.25 |
1,188.25 |
1,262.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,303.50 |
1,262.50 |
41.00 |
3.2% |
21.25 |
1.7% |
34% |
True |
False |
1,480,912 |
10 |
1,303.50 |
1,260.50 |
43.00 |
3.4% |
21.25 |
1.7% |
37% |
True |
False |
1,556,700 |
20 |
1,313.50 |
1,247.25 |
66.25 |
5.2% |
23.25 |
1.8% |
44% |
False |
False |
1,718,826 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.8% |
25.50 |
2.0% |
67% |
False |
False |
2,051,281 |
60 |
1,373.25 |
1,200.75 |
172.50 |
13.5% |
24.75 |
1.9% |
44% |
False |
False |
1,956,192 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
23.50 |
1.8% |
31% |
False |
False |
1,470,232 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
22.75 |
1.8% |
31% |
False |
False |
1,177,012 |
120 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
23.50 |
1.8% |
31% |
False |
False |
981,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,439.50 |
2.618 |
1,387.25 |
1.618 |
1,355.25 |
1.000 |
1,335.50 |
0.618 |
1,323.25 |
HIGH |
1,303.50 |
0.618 |
1,291.25 |
0.500 |
1,287.50 |
0.382 |
1,283.75 |
LOW |
1,271.50 |
0.618 |
1,251.75 |
1.000 |
1,239.50 |
1.618 |
1,219.75 |
2.618 |
1,187.75 |
4.250 |
1,135.50 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,287.50 |
1,287.50 |
PP |
1,283.75 |
1,283.75 |
S1 |
1,280.25 |
1,280.25 |
|