| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
6,397.0 |
6,402.5 |
5.5 |
0.1% |
6,265.0 |
| High |
6,462.5 |
6,566.0 |
103.5 |
1.6% |
6,473.5 |
| Low |
6,348.5 |
6,387.5 |
39.0 |
0.6% |
6,248.0 |
| Close |
6,430.5 |
6,520.0 |
89.5 |
1.4% |
6,436.5 |
| Range |
114.0 |
178.5 |
64.5 |
56.6% |
225.5 |
| ATR |
130.2 |
133.7 |
3.4 |
2.6% |
0.0 |
| Volume |
75,812 |
175,619 |
99,807 |
131.7% |
522,873 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,026.7 |
6,951.8 |
6,618.2 |
|
| R3 |
6,848.2 |
6,773.3 |
6,569.1 |
|
| R2 |
6,669.7 |
6,669.7 |
6,552.7 |
|
| R1 |
6,594.8 |
6,594.8 |
6,536.4 |
6,632.3 |
| PP |
6,491.2 |
6,491.2 |
6,491.2 |
6,509.9 |
| S1 |
6,416.3 |
6,416.3 |
6,503.6 |
6,453.8 |
| S2 |
6,312.7 |
6,312.7 |
6,487.3 |
|
| S3 |
6,134.2 |
6,237.8 |
6,470.9 |
|
| S4 |
5,955.7 |
6,059.3 |
6,421.8 |
|
|
| 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 |
6,566.0 |
6,267.0 |
299.0 |
4.6% |
130.8 |
2.0% |
85% |
True |
False |
129,177 |
| 10 |
6,566.0 |
6,237.5 |
328.5 |
5.0% |
120.6 |
1.8% |
86% |
True |
False |
118,716 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.6% |
121.5 |
1.9% |
66% |
False |
False |
133,589 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.6% |
136.0 |
2.1% |
77% |
False |
False |
153,936 |
| 60 |
6,932.5 |
6,041.5 |
891.0 |
13.7% |
137.4 |
2.1% |
54% |
False |
False |
145,745 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
129.3 |
2.0% |
37% |
False |
False |
109,551 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
122.1 |
1.9% |
37% |
False |
False |
87,705 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.9% |
124.6 |
1.9% |
37% |
False |
False |
73,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,324.6 |
|
2.618 |
7,033.3 |
|
1.618 |
6,854.8 |
|
1.000 |
6,744.5 |
|
0.618 |
6,676.3 |
|
HIGH |
6,566.0 |
|
0.618 |
6,497.8 |
|
0.500 |
6,476.8 |
|
0.382 |
6,455.7 |
|
LOW |
6,387.5 |
|
0.618 |
6,277.2 |
|
1.000 |
6,209.0 |
|
1.618 |
6,098.7 |
|
2.618 |
5,920.2 |
|
4.250 |
5,628.9 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,505.6 |
6,499.1 |
| PP |
6,491.2 |
6,478.2 |
| S1 |
6,476.8 |
6,457.3 |
|