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 |
1,276.25 |
1,275.50 |
-0.75 |
-0.1% |
1,291.00 |
High |
1,281.00 |
1,277.00 |
-4.00 |
-0.3% |
1,300.00 |
Low |
1,265.25 |
1,235.00 |
-30.25 |
-2.4% |
1,262.50 |
Close |
1,275.25 |
1,236.50 |
-38.75 |
-3.0% |
1,282.50 |
Range |
15.75 |
42.00 |
26.25 |
166.7% |
37.50 |
ATR |
22.73 |
24.11 |
1.38 |
6.1% |
0.00 |
Volume |
2,286,856 |
2,159,339 |
-127,517 |
-5.6% |
7,431,691 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,375.50 |
1,348.00 |
1,259.50 |
|
R3 |
1,333.50 |
1,306.00 |
1,248.00 |
|
R2 |
1,291.50 |
1,291.50 |
1,244.25 |
|
R1 |
1,264.00 |
1,264.00 |
1,240.25 |
1,256.75 |
PP |
1,249.50 |
1,249.50 |
1,249.50 |
1,246.00 |
S1 |
1,222.00 |
1,222.00 |
1,232.75 |
1,214.75 |
S2 |
1,207.50 |
1,207.50 |
1,228.75 |
|
S3 |
1,165.50 |
1,180.00 |
1,225.00 |
|
S4 |
1,123.50 |
1,138.00 |
1,213.50 |
|
|
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 |
1,235.00 |
68.50 |
5.5% |
26.25 |
2.1% |
2% |
False |
True |
1,751,001 |
10 |
1,303.50 |
1,235.00 |
68.50 |
5.5% |
23.25 |
1.9% |
2% |
False |
True |
1,659,888 |
20 |
1,313.50 |
1,235.00 |
78.50 |
6.3% |
23.50 |
1.9% |
2% |
False |
True |
1,764,931 |
40 |
1,313.50 |
1,200.75 |
112.75 |
9.1% |
25.00 |
2.0% |
32% |
False |
False |
2,029,123 |
60 |
1,372.00 |
1,200.75 |
171.25 |
13.8% |
25.00 |
2.0% |
21% |
False |
False |
2,027,774 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
24.00 |
1.9% |
15% |
False |
False |
1,525,725 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
23.00 |
1.9% |
15% |
False |
False |
1,221,443 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
23.00 |
1.9% |
15% |
False |
False |
1,018,271 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,455.50 |
2.618 |
1,387.00 |
1.618 |
1,345.00 |
1.000 |
1,319.00 |
0.618 |
1,303.00 |
HIGH |
1,277.00 |
0.618 |
1,261.00 |
0.500 |
1,256.00 |
0.382 |
1,251.00 |
LOW |
1,235.00 |
0.618 |
1,209.00 |
1.000 |
1,193.00 |
1.618 |
1,167.00 |
2.618 |
1,125.00 |
4.250 |
1,056.50 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,256.00 |
1,269.25 |
PP |
1,249.50 |
1,258.25 |
S1 |
1,243.00 |
1,247.50 |
|