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 |
11,694 |
11,547 |
-147 |
-1.3% |
11,617 |
High |
11,698 |
11,793 |
95 |
0.8% |
11,711 |
Low |
11,527 |
11,466 |
-61 |
-0.5% |
11,340 |
Close |
11,541 |
11,514 |
-27 |
-0.2% |
11,541 |
Range |
171 |
327 |
156 |
91.2% |
371 |
ATR |
215 |
223 |
8 |
3.7% |
0 |
Volume |
175,863 |
146,389 |
-29,474 |
-16.8% |
874,625 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,572 |
12,370 |
11,694 |
|
R3 |
12,245 |
12,043 |
11,604 |
|
R2 |
11,918 |
11,918 |
11,574 |
|
R1 |
11,716 |
11,716 |
11,544 |
11,654 |
PP |
11,591 |
11,591 |
11,591 |
11,560 |
S1 |
11,389 |
11,389 |
11,484 |
11,327 |
S2 |
11,264 |
11,264 |
11,454 |
|
S3 |
10,937 |
11,062 |
11,424 |
|
S4 |
10,610 |
10,735 |
11,334 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,644 |
12,463 |
11,745 |
|
R3 |
12,273 |
12,092 |
11,643 |
|
R2 |
11,902 |
11,902 |
11,609 |
|
R1 |
11,721 |
11,721 |
11,575 |
11,626 |
PP |
11,531 |
11,531 |
11,531 |
11,483 |
S1 |
11,350 |
11,350 |
11,507 |
11,255 |
S2 |
11,160 |
11,160 |
11,473 |
|
S3 |
10,789 |
10,979 |
11,439 |
|
S4 |
10,418 |
10,608 |
11,337 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,793 |
11,340 |
453 |
3.9% |
210 |
1.8% |
38% |
True |
False |
169,132 |
10 |
11,793 |
11,286 |
507 |
4.4% |
212 |
1.8% |
45% |
True |
False |
180,013 |
20 |
11,853 |
11,259 |
594 |
5.2% |
225 |
2.0% |
43% |
False |
False |
193,277 |
40 |
11,853 |
10,812 |
1,041 |
9.0% |
234 |
2.0% |
67% |
False |
False |
207,133 |
60 |
12,372 |
10,812 |
1,560 |
13.5% |
222 |
1.9% |
45% |
False |
False |
189,321 |
80 |
13,139 |
10,812 |
2,327 |
20.2% |
211 |
1.8% |
30% |
False |
False |
142,054 |
100 |
13,140 |
10,812 |
2,328 |
20.2% |
200 |
1.7% |
30% |
False |
False |
113,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,183 |
2.618 |
12,649 |
1.618 |
12,322 |
1.000 |
12,120 |
0.618 |
11,995 |
HIGH |
11,793 |
0.618 |
11,668 |
0.500 |
11,630 |
0.382 |
11,591 |
LOW |
11,466 |
0.618 |
11,264 |
1.000 |
11,139 |
1.618 |
10,937 |
2.618 |
10,610 |
4.250 |
10,076 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,630 |
11,618 |
PP |
11,591 |
11,583 |
S1 |
11,553 |
11,549 |
|