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 |
1,282.00 |
1,276.25 |
-5.75 |
-0.4% |
1,291.00 |
High |
1,303.50 |
1,281.00 |
-22.50 |
-1.7% |
1,300.00 |
Low |
1,271.50 |
1,265.25 |
-6.25 |
-0.5% |
1,262.50 |
Close |
1,276.50 |
1,275.25 |
-1.25 |
-0.1% |
1,282.50 |
Range |
32.00 |
15.75 |
-16.25 |
-50.8% |
37.50 |
ATR |
23.27 |
22.73 |
-0.54 |
-2.3% |
0.00 |
Volume |
1,353,013 |
2,286,856 |
933,843 |
69.0% |
7,431,691 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.00 |
1,314.00 |
1,284.00 |
|
R3 |
1,305.25 |
1,298.25 |
1,279.50 |
|
R2 |
1,289.50 |
1,289.50 |
1,278.25 |
|
R1 |
1,282.50 |
1,282.50 |
1,276.75 |
1,278.00 |
PP |
1,273.75 |
1,273.75 |
1,273.75 |
1,271.75 |
S1 |
1,266.75 |
1,266.75 |
1,273.75 |
1,262.50 |
S2 |
1,258.00 |
1,258.00 |
1,272.25 |
|
S3 |
1,242.25 |
1,251.00 |
1,271.00 |
|
S4 |
1,226.50 |
1,235.25 |
1,266.50 |
|
|
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 |
1,265.25 |
38.25 |
3.0% |
21.75 |
1.7% |
26% |
False |
True |
1,610,358 |
10 |
1,303.50 |
1,260.50 |
43.00 |
3.4% |
20.75 |
1.6% |
34% |
False |
False |
1,615,551 |
20 |
1,313.50 |
1,260.50 |
53.00 |
4.2% |
22.25 |
1.7% |
28% |
False |
False |
1,757,081 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.8% |
24.75 |
1.9% |
66% |
False |
False |
2,043,938 |
60 |
1,372.00 |
1,200.75 |
171.25 |
13.4% |
24.75 |
1.9% |
44% |
False |
False |
1,993,055 |
80 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
23.50 |
1.8% |
31% |
False |
False |
1,498,778 |
100 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
22.75 |
1.8% |
31% |
False |
False |
1,199,853 |
120 |
1,442.25 |
1,200.75 |
241.50 |
18.9% |
23.00 |
1.8% |
31% |
False |
False |
1,000,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,348.00 |
2.618 |
1,322.25 |
1.618 |
1,306.50 |
1.000 |
1,296.75 |
0.618 |
1,290.75 |
HIGH |
1,281.00 |
0.618 |
1,275.00 |
0.500 |
1,273.00 |
0.382 |
1,271.25 |
LOW |
1,265.25 |
0.618 |
1,255.50 |
1.000 |
1,249.50 |
1.618 |
1,239.75 |
2.618 |
1,224.00 |
4.250 |
1,198.25 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,274.50 |
1,284.50 |
PP |
1,273.75 |
1,281.25 |
S1 |
1,273.00 |
1,278.25 |
|