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 |
11,547 |
11,514 |
-33 |
-0.3% |
11,617 |
High |
11,793 |
11,563 |
-230 |
-2.0% |
11,711 |
Low |
11,466 |
11,420 |
-46 |
-0.4% |
11,340 |
Close |
11,514 |
11,541 |
27 |
0.2% |
11,541 |
Range |
327 |
143 |
-184 |
-56.3% |
371 |
ATR |
223 |
217 |
-6 |
-2.6% |
0 |
Volume |
146,389 |
244,074 |
97,685 |
66.7% |
874,625 |
|
Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,937 |
11,882 |
11,620 |
|
R3 |
11,794 |
11,739 |
11,580 |
|
R2 |
11,651 |
11,651 |
11,567 |
|
R1 |
11,596 |
11,596 |
11,554 |
11,624 |
PP |
11,508 |
11,508 |
11,508 |
11,522 |
S1 |
11,453 |
11,453 |
11,528 |
11,481 |
S2 |
11,365 |
11,365 |
11,515 |
|
S3 |
11,222 |
11,310 |
11,502 |
|
S4 |
11,079 |
11,167 |
11,462 |
|
|
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 |
11,366 |
427 |
3.7% |
219 |
1.9% |
41% |
False |
False |
178,511 |
10 |
11,793 |
11,286 |
507 |
4.4% |
206 |
1.8% |
50% |
False |
False |
183,670 |
20 |
11,853 |
11,286 |
567 |
4.9% |
215 |
1.9% |
45% |
False |
False |
197,113 |
40 |
11,853 |
10,812 |
1,041 |
9.0% |
230 |
2.0% |
70% |
False |
False |
206,842 |
60 |
12,372 |
10,812 |
1,560 |
13.5% |
222 |
1.9% |
47% |
False |
False |
193,363 |
80 |
13,139 |
10,812 |
2,327 |
20.2% |
211 |
1.8% |
31% |
False |
False |
145,103 |
100 |
13,140 |
10,812 |
2,328 |
20.2% |
201 |
1.7% |
31% |
False |
False |
116,098 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,171 |
2.618 |
11,937 |
1.618 |
11,794 |
1.000 |
11,706 |
0.618 |
11,651 |
HIGH |
11,563 |
0.618 |
11,508 |
0.500 |
11,492 |
0.382 |
11,475 |
LOW |
11,420 |
0.618 |
11,332 |
1.000 |
11,277 |
1.618 |
11,189 |
2.618 |
11,046 |
4.250 |
10,812 |
|
|
Fisher Pivots for day following 03-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,525 |
11,607 |
PP |
11,508 |
11,585 |
S1 |
11,492 |
11,563 |
|