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 |
1,774.75 |
1,794.50 |
19.75 |
1.1% |
1,875.25 |
High |
1,780.50 |
1,815.25 |
34.75 |
2.0% |
1,915.50 |
Low |
1,741.25 |
1,735.25 |
-6.00 |
-0.3% |
1,741.25 |
Close |
1,770.00 |
1,760.75 |
-9.25 |
-0.5% |
1,770.00 |
Range |
39.25 |
80.00 |
40.75 |
103.8% |
174.25 |
ATR |
43.22 |
45.85 |
2.63 |
6.1% |
0.00 |
Volume |
491,522 |
472,011 |
-19,511 |
-4.0% |
1,721,196 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.50 |
1,965.50 |
1,804.75 |
|
R3 |
1,930.50 |
1,885.50 |
1,782.75 |
|
R2 |
1,850.50 |
1,850.50 |
1,775.50 |
|
R1 |
1,805.50 |
1,805.50 |
1,768.00 |
1,788.00 |
PP |
1,770.50 |
1,770.50 |
1,770.50 |
1,761.50 |
S1 |
1,725.50 |
1,725.50 |
1,753.50 |
1,708.00 |
S2 |
1,690.50 |
1,690.50 |
1,746.00 |
|
S3 |
1,610.50 |
1,645.50 |
1,738.75 |
|
S4 |
1,530.50 |
1,565.50 |
1,716.75 |
|
|
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 |
1,735.25 |
180.25 |
10.2% |
58.25 |
3.3% |
14% |
False |
True |
438,641 |
10 |
1,930.75 |
1,735.25 |
195.50 |
11.1% |
47.00 |
2.7% |
13% |
False |
True |
366,244 |
20 |
1,977.25 |
1,735.25 |
242.00 |
13.7% |
42.25 |
2.4% |
11% |
False |
True |
374,947 |
40 |
1,977.25 |
1,735.25 |
242.00 |
13.7% |
44.50 |
2.5% |
11% |
False |
True |
405,947 |
60 |
2,005.75 |
1,735.25 |
270.50 |
15.4% |
46.25 |
2.6% |
9% |
False |
True |
417,971 |
80 |
2,070.75 |
1,735.25 |
335.50 |
19.1% |
44.75 |
2.5% |
8% |
False |
True |
314,387 |
100 |
2,070.75 |
1,735.25 |
335.50 |
19.1% |
43.00 |
2.4% |
8% |
False |
True |
251,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,155.25 |
2.618 |
2,024.75 |
1.618 |
1,944.75 |
1.000 |
1,895.25 |
0.618 |
1,864.75 |
HIGH |
1,815.25 |
0.618 |
1,784.75 |
0.500 |
1,775.25 |
0.382 |
1,765.75 |
LOW |
1,735.25 |
0.618 |
1,685.75 |
1.000 |
1,655.25 |
1.618 |
1,605.75 |
2.618 |
1,525.75 |
4.250 |
1,395.25 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
1,775.25 |
1,785.75 |
PP |
1,770.50 |
1,777.50 |
S1 |
1,765.50 |
1,769.00 |
|