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 |
1,851.75 |
1,836.25 |
-15.50 |
-0.8% |
1,930.00 |
High |
1,859.50 |
1,836.25 |
-23.25 |
-1.3% |
1,930.75 |
Low |
1,821.75 |
1,774.00 |
-47.75 |
-2.6% |
1,867.50 |
Close |
1,834.25 |
1,775.75 |
-58.50 |
-3.2% |
1,875.00 |
Range |
37.75 |
62.25 |
24.50 |
64.9% |
63.25 |
ATR |
42.08 |
43.52 |
1.44 |
3.4% |
0.00 |
Volume |
456,058 |
406,931 |
-49,127 |
-10.8% |
1,469,238 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,982.00 |
1,941.25 |
1,810.00 |
|
R3 |
1,919.75 |
1,879.00 |
1,792.75 |
|
R2 |
1,857.50 |
1,857.50 |
1,787.25 |
|
R1 |
1,816.75 |
1,816.75 |
1,781.50 |
1,806.00 |
PP |
1,795.25 |
1,795.25 |
1,795.25 |
1,790.00 |
S1 |
1,754.50 |
1,754.50 |
1,770.00 |
1,743.75 |
S2 |
1,733.00 |
1,733.00 |
1,764.25 |
|
S3 |
1,670.75 |
1,692.25 |
1,758.75 |
|
S4 |
1,608.50 |
1,630.00 |
1,741.50 |
|
|
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 |
1,774.00 |
150.00 |
8.4% |
49.00 |
2.8% |
1% |
False |
True |
362,604 |
10 |
1,941.25 |
1,774.00 |
167.25 |
9.4% |
42.00 |
2.4% |
1% |
False |
True |
334,397 |
20 |
1,977.25 |
1,774.00 |
203.25 |
11.4% |
40.50 |
2.3% |
1% |
False |
True |
365,757 |
40 |
1,977.25 |
1,765.25 |
212.00 |
11.9% |
44.50 |
2.5% |
5% |
False |
False |
405,490 |
60 |
2,005.75 |
1,765.25 |
240.50 |
13.5% |
46.00 |
2.6% |
4% |
False |
False |
402,653 |
80 |
2,070.75 |
1,765.25 |
305.50 |
17.2% |
44.25 |
2.5% |
3% |
False |
False |
302,351 |
100 |
2,070.75 |
1,765.25 |
305.50 |
17.2% |
42.50 |
2.4% |
3% |
False |
False |
241,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,100.75 |
2.618 |
1,999.25 |
1.618 |
1,937.00 |
1.000 |
1,898.50 |
0.618 |
1,874.75 |
HIGH |
1,836.25 |
0.618 |
1,812.50 |
0.500 |
1,805.00 |
0.382 |
1,797.75 |
LOW |
1,774.00 |
0.618 |
1,735.50 |
1.000 |
1,711.75 |
1.618 |
1,673.25 |
2.618 |
1,611.00 |
4.250 |
1,509.50 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,805.00 |
1,844.75 |
PP |
1,795.25 |
1,821.75 |
S1 |
1,785.50 |
1,798.75 |
|