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 |
11,514 |
11,544 |
30 |
0.3% |
11,617 |
High |
11,563 |
11,554 |
-9 |
-0.1% |
11,711 |
Low |
11,420 |
11,182 |
-238 |
-2.1% |
11,340 |
Close |
11,541 |
11,200 |
-341 |
-3.0% |
11,541 |
Range |
143 |
372 |
229 |
160.1% |
371 |
ATR |
217 |
228 |
11 |
5.1% |
0 |
Volume |
244,074 |
208,357 |
-35,717 |
-14.6% |
874,625 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,428 |
12,186 |
11,405 |
|
R3 |
12,056 |
11,814 |
11,302 |
|
R2 |
11,684 |
11,684 |
11,268 |
|
R1 |
11,442 |
11,442 |
11,234 |
11,377 |
PP |
11,312 |
11,312 |
11,312 |
11,280 |
S1 |
11,070 |
11,070 |
11,166 |
11,005 |
S2 |
10,940 |
10,940 |
11,132 |
|
S3 |
10,568 |
10,698 |
11,098 |
|
S4 |
10,196 |
10,326 |
10,996 |
|
|
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 |
11,182 |
611 |
5.5% |
256 |
2.3% |
3% |
False |
True |
188,664 |
10 |
11,793 |
11,182 |
611 |
5.5% |
227 |
2.0% |
3% |
False |
True |
185,525 |
20 |
11,853 |
11,182 |
671 |
6.0% |
226 |
2.0% |
3% |
False |
True |
197,239 |
40 |
11,853 |
10,812 |
1,041 |
9.3% |
232 |
2.1% |
37% |
False |
False |
205,670 |
60 |
12,353 |
10,812 |
1,541 |
13.8% |
225 |
2.0% |
25% |
False |
False |
196,801 |
80 |
13,139 |
10,812 |
2,327 |
20.8% |
214 |
1.9% |
17% |
False |
False |
147,707 |
100 |
13,140 |
10,812 |
2,328 |
20.8% |
204 |
1.8% |
17% |
False |
False |
118,181 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,135 |
2.618 |
12,528 |
1.618 |
12,156 |
1.000 |
11,926 |
0.618 |
11,784 |
HIGH |
11,554 |
0.618 |
11,412 |
0.500 |
11,368 |
0.382 |
11,324 |
LOW |
11,182 |
0.618 |
10,952 |
1.000 |
10,810 |
1.618 |
10,580 |
2.618 |
10,208 |
4.250 |
9,601 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,368 |
11,488 |
PP |
11,312 |
11,392 |
S1 |
11,256 |
11,296 |
|