| Trading Metrics calculated at close of trading on 01-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2008 |
01-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,442.5 |
6,397.0 |
-45.5 |
-0.7% |
6,265.0 |
| High |
6,470.5 |
6,462.5 |
-8.0 |
-0.1% |
6,473.5 |
| Low |
6,411.5 |
6,348.5 |
-63.0 |
-1.0% |
6,248.0 |
| Close |
6,436.5 |
6,430.5 |
-6.0 |
-0.1% |
6,436.5 |
| Range |
59.0 |
114.0 |
55.0 |
93.2% |
225.5 |
| ATR |
131.5 |
130.2 |
-1.2 |
-1.0% |
0.0 |
| Volume |
102,975 |
75,812 |
-27,163 |
-26.4% |
522,873 |
|
| Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,755.8 |
6,707.2 |
6,493.2 |
|
| R3 |
6,641.8 |
6,593.2 |
6,461.9 |
|
| R2 |
6,527.8 |
6,527.8 |
6,451.4 |
|
| R1 |
6,479.2 |
6,479.2 |
6,441.0 |
6,503.5 |
| PP |
6,413.8 |
6,413.8 |
6,413.8 |
6,426.0 |
| S1 |
6,365.2 |
6,365.2 |
6,420.1 |
6,389.5 |
| S2 |
6,299.8 |
6,299.8 |
6,409.6 |
|
| S3 |
6,185.8 |
6,251.2 |
6,399.2 |
|
| S4 |
6,071.8 |
6,137.2 |
6,367.8 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,062.5 |
6,975.0 |
6,560.5 |
|
| R3 |
6,837.0 |
6,749.5 |
6,498.5 |
|
| R2 |
6,611.5 |
6,611.5 |
6,477.8 |
|
| R1 |
6,524.0 |
6,524.0 |
6,457.2 |
6,567.8 |
| PP |
6,386.0 |
6,386.0 |
6,386.0 |
6,407.9 |
| S1 |
6,298.5 |
6,298.5 |
6,415.8 |
6,342.3 |
| S2 |
6,160.5 |
6,160.5 |
6,395.2 |
|
| S3 |
5,935.0 |
6,073.0 |
6,374.5 |
|
| S4 |
5,709.5 |
5,847.5 |
6,312.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,473.5 |
6,255.5 |
218.0 |
3.4% |
122.2 |
1.9% |
80% |
False |
False |
119,737 |
| 10 |
6,473.5 |
6,237.5 |
236.0 |
3.7% |
115.7 |
1.8% |
82% |
False |
False |
117,789 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.6% |
123.7 |
1.9% |
45% |
False |
False |
133,952 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.7% |
135.5 |
2.1% |
62% |
False |
False |
154,896 |
| 60 |
6,932.5 |
6,041.5 |
891.0 |
13.9% |
135.7 |
2.1% |
44% |
False |
False |
142,871 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
127.8 |
2.0% |
30% |
False |
False |
107,359 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
122.5 |
1.9% |
30% |
False |
False |
85,957 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
123.9 |
1.9% |
30% |
False |
False |
72,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,947.0 |
|
2.618 |
6,761.0 |
|
1.618 |
6,647.0 |
|
1.000 |
6,576.5 |
|
0.618 |
6,533.0 |
|
HIGH |
6,462.5 |
|
0.618 |
6,419.0 |
|
0.500 |
6,405.5 |
|
0.382 |
6,392.0 |
|
LOW |
6,348.5 |
|
0.618 |
6,278.0 |
|
1.000 |
6,234.5 |
|
1.618 |
6,164.0 |
|
2.618 |
6,050.0 |
|
4.250 |
5,864.0 |
|
|
| Fisher Pivots for day following 01-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,422.2 |
6,412.0 |
| PP |
6,413.8 |
6,393.5 |
| S1 |
6,405.5 |
6,375.0 |
|