Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
1,236.50 |
1,263.50 |
27.00 |
2.2% |
1,282.00 |
High |
1,245.25 |
1,282.00 |
36.75 |
3.0% |
1,303.50 |
Low |
1,216.50 |
1,246.75 |
30.25 |
2.5% |
1,216.50 |
Close |
1,241.00 |
1,267.00 |
26.00 |
2.1% |
1,241.00 |
Range |
28.75 |
35.25 |
6.50 |
22.6% |
87.00 |
ATR |
24.44 |
25.62 |
1.18 |
4.8% |
0.00 |
Volume |
2,839,366 |
2,958,715 |
119,349 |
4.2% |
8,638,574 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.00 |
1,354.25 |
1,286.50 |
|
R3 |
1,335.75 |
1,319.00 |
1,276.75 |
|
R2 |
1,300.50 |
1,300.50 |
1,273.50 |
|
R1 |
1,283.75 |
1,283.75 |
1,270.25 |
1,292.00 |
PP |
1,265.25 |
1,265.25 |
1,265.25 |
1,269.50 |
S1 |
1,248.50 |
1,248.50 |
1,263.75 |
1,257.00 |
S2 |
1,230.00 |
1,230.00 |
1,260.50 |
|
S3 |
1,194.75 |
1,213.25 |
1,257.25 |
|
S4 |
1,159.50 |
1,178.00 |
1,247.50 |
|
|
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 |
6.9% |
30.75 |
2.4% |
58% |
False |
False |
2,319,457 |
10 |
1,303.50 |
1,216.50 |
87.00 |
6.9% |
25.50 |
2.0% |
58% |
False |
False |
1,902,898 |
20 |
1,313.50 |
1,216.50 |
97.00 |
7.7% |
23.50 |
1.9% |
52% |
False |
False |
1,868,668 |
40 |
1,313.50 |
1,200.75 |
112.75 |
8.9% |
25.25 |
2.0% |
59% |
False |
False |
2,038,251 |
60 |
1,372.00 |
1,200.75 |
171.25 |
13.5% |
25.25 |
2.0% |
39% |
False |
False |
2,116,155 |
80 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
24.25 |
1.9% |
27% |
False |
False |
1,598,034 |
100 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
23.25 |
1.8% |
27% |
False |
False |
1,279,360 |
120 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
23.25 |
1.8% |
27% |
False |
False |
1,066,588 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,431.75 |
2.618 |
1,374.25 |
1.618 |
1,339.00 |
1.000 |
1,317.25 |
0.618 |
1,303.75 |
HIGH |
1,282.00 |
0.618 |
1,268.50 |
0.500 |
1,264.50 |
0.382 |
1,260.25 |
LOW |
1,246.75 |
0.618 |
1,225.00 |
1.000 |
1,211.50 |
1.618 |
1,189.75 |
2.618 |
1,154.50 |
4.250 |
1,097.00 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,266.00 |
1,261.00 |
PP |
1,265.25 |
1,255.25 |
S1 |
1,264.50 |
1,249.25 |
|