| 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 |
6,467.5 |
6,470.0 |
2.5 |
0.0% |
6,265.0 |
| High |
6,530.5 |
6,488.5 |
-42.0 |
-0.6% |
6,473.5 |
| Low |
6,448.0 |
6,233.0 |
-215.0 |
-3.3% |
6,248.0 |
| Close |
6,485.0 |
6,285.5 |
-199.5 |
-3.1% |
6,436.5 |
| Range |
82.5 |
255.5 |
173.0 |
209.7% |
225.5 |
| ATR |
130.0 |
139.0 |
9.0 |
6.9% |
0.0 |
| Volume |
152,670 |
229,451 |
76,781 |
50.3% |
522,873 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,102.2 |
6,949.3 |
6,426.0 |
|
| R3 |
6,846.7 |
6,693.8 |
6,355.8 |
|
| R2 |
6,591.2 |
6,591.2 |
6,332.3 |
|
| R1 |
6,438.3 |
6,438.3 |
6,308.9 |
6,387.0 |
| PP |
6,335.7 |
6,335.7 |
6,335.7 |
6,310.0 |
| S1 |
6,182.8 |
6,182.8 |
6,262.1 |
6,131.5 |
| S2 |
6,080.2 |
6,080.2 |
6,238.7 |
|
| S3 |
5,824.7 |
5,927.3 |
6,215.2 |
|
| S4 |
5,569.2 |
5,671.8 |
6,145.0 |
|
|
| 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 |
6,233.0 |
333.0 |
5.3% |
137.9 |
2.2% |
16% |
False |
True |
147,305 |
| 10 |
6,566.0 |
6,233.0 |
333.0 |
5.3% |
138.7 |
2.2% |
16% |
False |
True |
128,297 |
| 20 |
6,665.0 |
6,233.0 |
432.0 |
6.9% |
126.7 |
2.0% |
12% |
False |
True |
138,037 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.9% |
137.9 |
2.2% |
39% |
False |
False |
154,569 |
| 60 |
6,932.5 |
6,041.5 |
891.0 |
14.2% |
138.5 |
2.2% |
27% |
False |
False |
151,984 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.7% |
131.3 |
2.1% |
19% |
False |
False |
114,318 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.7% |
123.9 |
2.0% |
19% |
False |
False |
91,523 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.7% |
123.9 |
2.0% |
19% |
False |
False |
76,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,574.4 |
|
2.618 |
7,157.4 |
|
1.618 |
6,901.9 |
|
1.000 |
6,744.0 |
|
0.618 |
6,646.4 |
|
HIGH |
6,488.5 |
|
0.618 |
6,390.9 |
|
0.500 |
6,360.8 |
|
0.382 |
6,330.6 |
|
LOW |
6,233.0 |
|
0.618 |
6,075.1 |
|
1.000 |
5,977.5 |
|
1.618 |
5,819.6 |
|
2.618 |
5,564.1 |
|
4.250 |
5,147.1 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,360.8 |
6,399.5 |
| PP |
6,335.7 |
6,361.5 |
| S1 |
6,310.6 |
6,323.5 |
|