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 |
1,836.25 |
1,774.75 |
-61.50 |
-3.3% |
1,875.25 |
High |
1,836.25 |
1,780.50 |
-55.75 |
-3.0% |
1,915.50 |
Low |
1,774.00 |
1,741.25 |
-32.75 |
-1.8% |
1,741.25 |
Close |
1,775.75 |
1,770.00 |
-5.75 |
-0.3% |
1,770.00 |
Range |
62.25 |
39.25 |
-23.00 |
-36.9% |
174.25 |
ATR |
43.52 |
43.22 |
-0.31 |
-0.7% |
0.00 |
Volume |
406,931 |
491,522 |
84,591 |
20.8% |
1,721,196 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,881.75 |
1,865.00 |
1,791.50 |
|
R3 |
1,842.50 |
1,825.75 |
1,780.75 |
|
R2 |
1,803.25 |
1,803.25 |
1,777.25 |
|
R1 |
1,786.50 |
1,786.50 |
1,773.50 |
1,775.25 |
PP |
1,764.00 |
1,764.00 |
1,764.00 |
1,758.25 |
S1 |
1,747.25 |
1,747.25 |
1,766.50 |
1,736.00 |
S2 |
1,724.75 |
1,724.75 |
1,762.75 |
|
S3 |
1,685.50 |
1,708.00 |
1,759.25 |
|
S4 |
1,646.25 |
1,668.75 |
1,748.50 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,331.75 |
2,225.00 |
1,865.75 |
|
R3 |
2,157.50 |
2,050.75 |
1,818.00 |
|
R2 |
1,983.25 |
1,983.25 |
1,802.00 |
|
R1 |
1,876.50 |
1,876.50 |
1,786.00 |
1,842.75 |
PP |
1,809.00 |
1,809.00 |
1,809.00 |
1,792.00 |
S1 |
1,702.25 |
1,702.25 |
1,754.00 |
1,668.50 |
S2 |
1,634.75 |
1,634.75 |
1,738.00 |
|
S3 |
1,460.50 |
1,528.00 |
1,722.00 |
|
S4 |
1,286.25 |
1,353.75 |
1,674.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,915.50 |
1,741.25 |
174.25 |
9.8% |
50.25 |
2.8% |
16% |
False |
True |
401,422 |
10 |
1,941.25 |
1,741.25 |
200.00 |
11.3% |
43.00 |
2.4% |
14% |
False |
True |
349,377 |
20 |
1,977.25 |
1,741.25 |
236.00 |
13.3% |
41.00 |
2.3% |
12% |
False |
True |
369,424 |
40 |
1,977.25 |
1,741.25 |
236.00 |
13.3% |
44.50 |
2.5% |
12% |
False |
True |
407,152 |
60 |
2,005.75 |
1,741.25 |
264.50 |
14.9% |
45.50 |
2.6% |
11% |
False |
True |
410,698 |
80 |
2,070.75 |
1,741.25 |
329.50 |
18.6% |
44.25 |
2.5% |
9% |
False |
True |
308,490 |
100 |
2,070.75 |
1,741.25 |
329.50 |
18.6% |
42.50 |
2.4% |
9% |
False |
True |
246,911 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.25 |
2.618 |
1,883.25 |
1.618 |
1,844.00 |
1.000 |
1,819.75 |
0.618 |
1,804.75 |
HIGH |
1,780.50 |
0.618 |
1,765.50 |
0.500 |
1,761.00 |
0.382 |
1,756.25 |
LOW |
1,741.25 |
0.618 |
1,717.00 |
1.000 |
1,702.00 |
1.618 |
1,677.75 |
2.618 |
1,638.50 |
4.250 |
1,574.50 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,767.00 |
1,800.50 |
PP |
1,764.00 |
1,790.25 |
S1 |
1,761.00 |
1,780.00 |
|