| 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 |
6,470.0 |
6,221.0 |
-249.0 |
-3.8% |
6,397.0 |
| High |
6,488.5 |
6,258.5 |
-230.0 |
-3.5% |
6,566.0 |
| Low |
6,233.0 |
6,098.0 |
-135.0 |
-2.2% |
6,098.0 |
| Close |
6,285.5 |
6,123.0 |
-162.5 |
-2.6% |
6,123.0 |
| Range |
255.5 |
160.5 |
-95.0 |
-37.2% |
468.0 |
| ATR |
139.0 |
142.5 |
3.5 |
2.5% |
0.0 |
| Volume |
229,451 |
230,643 |
1,192 |
0.5% |
864,195 |
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,641.3 |
6,542.7 |
6,211.3 |
|
| R3 |
6,480.8 |
6,382.2 |
6,167.1 |
|
| R2 |
6,320.3 |
6,320.3 |
6,152.4 |
|
| R1 |
6,221.7 |
6,221.7 |
6,137.7 |
6,190.8 |
| PP |
6,159.8 |
6,159.8 |
6,159.8 |
6,144.4 |
| S1 |
6,061.2 |
6,061.2 |
6,108.3 |
6,030.3 |
| S2 |
5,999.3 |
5,999.3 |
6,093.6 |
|
| S3 |
5,838.8 |
5,900.7 |
6,078.9 |
|
| S4 |
5,678.3 |
5,740.2 |
6,034.7 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,666.3 |
7,362.7 |
6,380.4 |
|
| R3 |
7,198.3 |
6,894.7 |
6,251.7 |
|
| R2 |
6,730.3 |
6,730.3 |
6,208.8 |
|
| R1 |
6,426.7 |
6,426.7 |
6,165.9 |
6,344.5 |
| PP |
6,262.3 |
6,262.3 |
6,262.3 |
6,221.3 |
| S1 |
5,958.7 |
5,958.7 |
6,080.1 |
5,876.5 |
| S2 |
5,794.3 |
5,794.3 |
6,037.2 |
|
| S3 |
5,326.3 |
5,490.7 |
5,994.3 |
|
| S4 |
4,858.3 |
5,022.7 |
5,865.6 |
|
|
| 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 |
6,098.0 |
468.0 |
7.6% |
158.2 |
2.6% |
5% |
False |
True |
172,839 |
| 10 |
6,566.0 |
6,098.0 |
468.0 |
7.6% |
141.8 |
2.3% |
5% |
False |
True |
138,706 |
| 20 |
6,665.0 |
6,098.0 |
567.0 |
9.3% |
126.3 |
2.1% |
4% |
False |
True |
141,045 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
10.2% |
136.3 |
2.2% |
13% |
False |
False |
154,218 |
| 60 |
6,932.5 |
6,041.5 |
891.0 |
14.6% |
139.4 |
2.3% |
9% |
False |
False |
155,753 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
21.2% |
132.1 |
2.2% |
6% |
False |
False |
117,195 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
21.2% |
124.1 |
2.0% |
6% |
False |
False |
93,821 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
21.2% |
124.1 |
2.0% |
6% |
False |
False |
78,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,940.6 |
|
2.618 |
6,678.7 |
|
1.618 |
6,518.2 |
|
1.000 |
6,419.0 |
|
0.618 |
6,357.7 |
|
HIGH |
6,258.5 |
|
0.618 |
6,197.2 |
|
0.500 |
6,178.3 |
|
0.382 |
6,159.3 |
|
LOW |
6,098.0 |
|
0.618 |
5,998.8 |
|
1.000 |
5,937.5 |
|
1.618 |
5,838.3 |
|
2.618 |
5,677.8 |
|
4.250 |
5,415.9 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,178.3 |
6,314.3 |
| PP |
6,159.8 |
6,250.5 |
| S1 |
6,141.4 |
6,186.8 |
|