Trading Metrics calculated at close of trading on 05-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,275.50 |
1,236.50 |
-39.00 |
-3.1% |
1,282.00 |
High |
1,277.00 |
1,245.25 |
-31.75 |
-2.5% |
1,303.50 |
Low |
1,235.00 |
1,216.50 |
-18.50 |
-1.5% |
1,216.50 |
Close |
1,236.50 |
1,241.00 |
4.50 |
0.4% |
1,241.00 |
Range |
42.00 |
28.75 |
-13.25 |
-31.5% |
87.00 |
ATR |
24.11 |
24.44 |
0.33 |
1.4% |
0.00 |
Volume |
2,159,339 |
2,839,366 |
680,027 |
31.5% |
8,638,574 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.50 |
1,309.50 |
1,256.75 |
|
R3 |
1,291.75 |
1,280.75 |
1,249.00 |
|
R2 |
1,263.00 |
1,263.00 |
1,246.25 |
|
R1 |
1,252.00 |
1,252.00 |
1,243.75 |
1,257.50 |
PP |
1,234.25 |
1,234.25 |
1,234.25 |
1,237.00 |
S1 |
1,223.25 |
1,223.25 |
1,238.25 |
1,228.75 |
S2 |
1,205.50 |
1,205.50 |
1,235.75 |
|
S3 |
1,176.75 |
1,194.50 |
1,233.00 |
|
S4 |
1,148.00 |
1,165.75 |
1,225.25 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.75 |
1,464.75 |
1,288.75 |
|
R3 |
1,427.75 |
1,377.75 |
1,265.00 |
|
R2 |
1,340.75 |
1,340.75 |
1,257.00 |
|
R1 |
1,290.75 |
1,290.75 |
1,249.00 |
1,272.25 |
PP |
1,253.75 |
1,253.75 |
1,253.75 |
1,244.50 |
S1 |
1,203.75 |
1,203.75 |
1,233.00 |
1,185.25 |
S2 |
1,166.75 |
1,166.75 |
1,225.00 |
|
S3 |
1,079.75 |
1,116.75 |
1,217.00 |
|
S4 |
992.75 |
1,029.75 |
1,193.25 |
|
|
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 |
1,216.50 |
87.00 |
7.0% |
27.00 |
2.2% |
28% |
False |
True |
2,030,433 |
10 |
1,303.50 |
1,216.50 |
87.00 |
7.0% |
24.25 |
2.0% |
28% |
False |
True |
1,766,827 |
20 |
1,313.50 |
1,216.50 |
97.00 |
7.8% |
23.50 |
1.9% |
25% |
False |
True |
1,820,384 |
40 |
1,313.50 |
1,200.75 |
112.75 |
9.1% |
25.25 |
2.0% |
36% |
False |
False |
2,039,981 |
60 |
1,372.00 |
1,200.75 |
171.25 |
13.8% |
25.00 |
2.0% |
24% |
False |
False |
2,072,522 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
24.00 |
1.9% |
17% |
False |
False |
1,561,172 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
23.00 |
1.9% |
17% |
False |
False |
1,249,812 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.5% |
23.25 |
1.9% |
17% |
False |
False |
1,041,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,367.50 |
2.618 |
1,320.50 |
1.618 |
1,291.75 |
1.000 |
1,274.00 |
0.618 |
1,263.00 |
HIGH |
1,245.25 |
0.618 |
1,234.25 |
0.500 |
1,231.00 |
0.382 |
1,227.50 |
LOW |
1,216.50 |
0.618 |
1,198.75 |
1.000 |
1,187.75 |
1.618 |
1,170.00 |
2.618 |
1,141.25 |
4.250 |
1,094.25 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,237.50 |
1,248.75 |
PP |
1,234.25 |
1,246.25 |
S1 |
1,231.00 |
1,243.50 |
|