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 |
1,875.25 |
1,851.75 |
-23.50 |
-1.3% |
1,930.00 |
High |
1,915.50 |
1,859.50 |
-56.00 |
-2.9% |
1,930.75 |
Low |
1,844.00 |
1,821.75 |
-22.25 |
-1.2% |
1,867.50 |
Close |
1,851.75 |
1,834.25 |
-17.50 |
-0.9% |
1,875.00 |
Range |
71.50 |
37.75 |
-33.75 |
-47.2% |
63.25 |
ATR |
42.42 |
42.08 |
-0.33 |
-0.8% |
0.00 |
Volume |
366,685 |
456,058 |
89,373 |
24.4% |
1,469,238 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.75 |
1,930.75 |
1,855.00 |
|
R3 |
1,914.00 |
1,893.00 |
1,844.75 |
|
R2 |
1,876.25 |
1,876.25 |
1,841.25 |
|
R1 |
1,855.25 |
1,855.25 |
1,837.75 |
1,847.00 |
PP |
1,838.50 |
1,838.50 |
1,838.50 |
1,834.25 |
S1 |
1,817.50 |
1,817.50 |
1,830.75 |
1,809.00 |
S2 |
1,800.75 |
1,800.75 |
1,827.25 |
|
S3 |
1,763.00 |
1,779.75 |
1,823.75 |
|
S4 |
1,725.25 |
1,742.00 |
1,813.50 |
|
|
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 |
1,821.75 |
102.25 |
5.6% |
43.50 |
2.4% |
12% |
False |
True |
333,861 |
10 |
1,941.25 |
1,821.75 |
119.50 |
6.5% |
39.00 |
2.1% |
10% |
False |
True |
332,214 |
20 |
1,977.25 |
1,821.75 |
155.50 |
8.5% |
40.00 |
2.2% |
8% |
False |
True |
365,832 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.6% |
44.25 |
2.4% |
33% |
False |
False |
407,584 |
60 |
2,005.75 |
1,765.25 |
240.50 |
13.1% |
45.50 |
2.5% |
29% |
False |
False |
396,002 |
80 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
43.75 |
2.4% |
23% |
False |
False |
297,271 |
100 |
2,070.75 |
1,765.25 |
305.50 |
16.7% |
42.25 |
2.3% |
23% |
False |
False |
237,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,020.00 |
2.618 |
1,958.25 |
1.618 |
1,920.50 |
1.000 |
1,897.25 |
0.618 |
1,882.75 |
HIGH |
1,859.50 |
0.618 |
1,845.00 |
0.500 |
1,840.50 |
0.382 |
1,836.25 |
LOW |
1,821.75 |
0.618 |
1,798.50 |
1.000 |
1,784.00 |
1.618 |
1,760.75 |
2.618 |
1,723.00 |
4.250 |
1,661.25 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,840.50 |
1,868.50 |
PP |
1,838.50 |
1,857.25 |
S1 |
1,836.50 |
1,845.75 |
|