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 |
1,905.00 |
1,875.25 |
-29.75 |
-1.6% |
1,930.00 |
High |
1,908.00 |
1,915.50 |
7.50 |
0.4% |
1,930.75 |
Low |
1,867.50 |
1,844.00 |
-23.50 |
-1.3% |
1,867.50 |
Close |
1,875.00 |
1,851.75 |
-23.25 |
-1.2% |
1,875.00 |
Range |
40.50 |
71.50 |
31.00 |
76.5% |
63.25 |
ATR |
40.18 |
42.42 |
2.24 |
5.6% |
0.00 |
Volume |
285,917 |
366,685 |
80,768 |
28.2% |
1,469,238 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,085.00 |
2,039.75 |
1,891.00 |
|
R3 |
2,013.50 |
1,968.25 |
1,871.50 |
|
R2 |
1,942.00 |
1,942.00 |
1,864.75 |
|
R1 |
1,896.75 |
1,896.75 |
1,858.25 |
1,883.50 |
PP |
1,870.50 |
1,870.50 |
1,870.50 |
1,863.75 |
S1 |
1,825.25 |
1,825.25 |
1,845.25 |
1,812.00 |
S2 |
1,799.00 |
1,799.00 |
1,838.75 |
|
S3 |
1,727.50 |
1,753.75 |
1,832.00 |
|
S4 |
1,656.00 |
1,682.25 |
1,812.50 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,080.75 |
2,041.25 |
1,909.75 |
|
R3 |
2,017.50 |
1,978.00 |
1,892.50 |
|
R2 |
1,954.25 |
1,954.25 |
1,886.50 |
|
R1 |
1,914.75 |
1,914.75 |
1,880.75 |
1,903.00 |
PP |
1,891.00 |
1,891.00 |
1,891.00 |
1,885.25 |
S1 |
1,851.50 |
1,851.50 |
1,869.25 |
1,839.50 |
S2 |
1,827.75 |
1,827.75 |
1,863.50 |
|
S3 |
1,764.50 |
1,788.25 |
1,857.50 |
|
S4 |
1,701.25 |
1,725.00 |
1,840.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,924.00 |
1,844.00 |
80.00 |
4.3% |
41.25 |
2.2% |
10% |
False |
True |
312,852 |
10 |
1,946.50 |
1,844.00 |
102.50 |
5.5% |
39.75 |
2.1% |
8% |
False |
True |
321,903 |
20 |
1,977.25 |
1,810.00 |
167.25 |
9.0% |
41.25 |
2.2% |
25% |
False |
False |
357,152 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.4% |
45.00 |
2.4% |
41% |
False |
False |
408,854 |
60 |
2,009.00 |
1,765.25 |
243.75 |
13.2% |
45.75 |
2.5% |
35% |
False |
False |
388,441 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
43.75 |
2.4% |
28% |
False |
False |
291,578 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
42.00 |
2.3% |
28% |
False |
False |
233,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,219.50 |
2.618 |
2,102.75 |
1.618 |
2,031.25 |
1.000 |
1,987.00 |
0.618 |
1,959.75 |
HIGH |
1,915.50 |
0.618 |
1,888.25 |
0.500 |
1,879.75 |
0.382 |
1,871.25 |
LOW |
1,844.00 |
0.618 |
1,799.75 |
1.000 |
1,772.50 |
1.618 |
1,728.25 |
2.618 |
1,656.75 |
4.250 |
1,540.00 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,879.75 |
1,884.00 |
PP |
1,870.50 |
1,873.25 |
S1 |
1,861.00 |
1,862.50 |
|