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 |
11,544 |
11,201 |
-343 |
-3.0% |
11,547 |
High |
11,554 |
11,247 |
-307 |
-2.7% |
11,793 |
Low |
11,182 |
11,040 |
-142 |
-1.3% |
11,040 |
Close |
11,200 |
11,227 |
27 |
0.2% |
11,227 |
Range |
372 |
207 |
-165 |
-44.4% |
753 |
ATR |
228 |
227 |
-2 |
-0.7% |
0 |
Volume |
208,357 |
259,982 |
51,625 |
24.8% |
858,802 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,792 |
11,717 |
11,341 |
|
R3 |
11,585 |
11,510 |
11,284 |
|
R2 |
11,378 |
11,378 |
11,265 |
|
R1 |
11,303 |
11,303 |
11,246 |
11,341 |
PP |
11,171 |
11,171 |
11,171 |
11,190 |
S1 |
11,096 |
11,096 |
11,208 |
11,134 |
S2 |
10,964 |
10,964 |
11,189 |
|
S3 |
10,757 |
10,889 |
11,170 |
|
S4 |
10,550 |
10,682 |
11,113 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,612 |
13,173 |
11,641 |
|
R3 |
12,859 |
12,420 |
11,434 |
|
R2 |
12,106 |
12,106 |
11,365 |
|
R1 |
11,667 |
11,667 |
11,296 |
11,510 |
PP |
11,353 |
11,353 |
11,353 |
11,275 |
S1 |
10,914 |
10,914 |
11,158 |
10,757 |
S2 |
10,600 |
10,600 |
11,089 |
|
S3 |
9,847 |
10,161 |
11,020 |
|
S4 |
9,094 |
9,408 |
10,813 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,793 |
11,040 |
753 |
6.7% |
244 |
2.2% |
25% |
False |
True |
206,933 |
10 |
11,793 |
11,040 |
753 |
6.7% |
230 |
2.1% |
25% |
False |
True |
191,057 |
20 |
11,853 |
11,040 |
813 |
7.2% |
224 |
2.0% |
23% |
False |
True |
200,940 |
40 |
11,853 |
10,812 |
1,041 |
9.3% |
232 |
2.1% |
40% |
False |
False |
206,806 |
60 |
12,353 |
10,812 |
1,541 |
13.7% |
225 |
2.0% |
27% |
False |
False |
201,074 |
80 |
13,139 |
10,812 |
2,327 |
20.7% |
214 |
1.9% |
18% |
False |
False |
150,956 |
100 |
13,140 |
10,812 |
2,328 |
20.7% |
203 |
1.8% |
18% |
False |
False |
120,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,127 |
2.618 |
11,789 |
1.618 |
11,582 |
1.000 |
11,454 |
0.618 |
11,375 |
HIGH |
11,247 |
0.618 |
11,168 |
0.500 |
11,144 |
0.382 |
11,119 |
LOW |
11,040 |
0.618 |
10,912 |
1.000 |
10,833 |
1.618 |
10,705 |
2.618 |
10,498 |
4.250 |
10,160 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
11,199 |
11,302 |
PP |
11,171 |
11,277 |
S1 |
11,144 |
11,252 |
|