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 |
5,144.0 |
5,120.0 |
-24.0 |
-0.5% |
4,964.0 |
High |
5,155.0 |
5,149.0 |
-6.0 |
-0.1% |
5,155.0 |
Low |
5,090.0 |
5,097.0 |
7.0 |
0.1% |
4,872.0 |
Close |
5,144.0 |
5,140.0 |
-4.0 |
-0.1% |
5,144.0 |
Range |
65.0 |
52.0 |
-13.0 |
-20.0% |
283.0 |
ATR |
106.0 |
102.1 |
-3.9 |
-3.6% |
0.0 |
Volume |
24,771 |
16,196 |
-8,575 |
-34.6% |
132,577 |
|
Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,284.7 |
5,264.3 |
5,168.6 |
|
R3 |
5,232.7 |
5,212.3 |
5,154.3 |
|
R2 |
5,180.7 |
5,180.7 |
5,149.5 |
|
R1 |
5,160.3 |
5,160.3 |
5,144.8 |
5,170.5 |
PP |
5,128.7 |
5,128.7 |
5,128.7 |
5,133.8 |
S1 |
5,108.3 |
5,108.3 |
5,135.2 |
5,118.5 |
S2 |
5,076.7 |
5,076.7 |
5,130.5 |
|
S3 |
5,024.7 |
5,056.3 |
5,125.7 |
|
S4 |
4,972.7 |
5,004.3 |
5,111.4 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,906.0 |
5,808.0 |
5,299.7 |
|
R3 |
5,623.0 |
5,525.0 |
5,221.8 |
|
R2 |
5,340.0 |
5,340.0 |
5,195.9 |
|
R1 |
5,242.0 |
5,242.0 |
5,169.9 |
5,291.0 |
PP |
5,057.0 |
5,057.0 |
5,057.0 |
5,081.5 |
S1 |
4,959.0 |
4,959.0 |
5,118.1 |
5,008.0 |
S2 |
4,774.0 |
4,774.0 |
5,092.1 |
|
S3 |
4,491.0 |
4,676.0 |
5,066.2 |
|
S4 |
4,208.0 |
4,393.0 |
4,988.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,155.0 |
4,872.0 |
283.0 |
5.5% |
82.2 |
1.6% |
95% |
False |
False |
24,499 |
10 |
5,155.0 |
4,830.0 |
325.0 |
6.3% |
78.0 |
1.5% |
95% |
False |
False |
24,752 |
20 |
5,155.0 |
4,728.0 |
427.0 |
8.3% |
84.7 |
1.6% |
96% |
False |
False |
25,515 |
40 |
5,155.0 |
4,728.0 |
427.0 |
8.3% |
84.9 |
1.7% |
96% |
False |
False |
25,701 |
60 |
5,509.0 |
4,728.0 |
781.0 |
15.2% |
84.3 |
1.6% |
53% |
False |
False |
26,999 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
24.9% |
76.1 |
1.5% |
32% |
False |
False |
20,295 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
24.9% |
67.6 |
1.3% |
32% |
False |
False |
16,248 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
24.9% |
59.4 |
1.2% |
32% |
False |
False |
13,548 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,370.0 |
2.618 |
5,285.1 |
1.618 |
5,233.1 |
1.000 |
5,201.0 |
0.618 |
5,181.1 |
HIGH |
5,149.0 |
0.618 |
5,129.1 |
0.500 |
5,123.0 |
0.382 |
5,116.9 |
LOW |
5,097.0 |
0.618 |
5,064.9 |
1.000 |
5,045.0 |
1.618 |
5,012.9 |
2.618 |
4,960.9 |
4.250 |
4,876.0 |
|
|
Fisher Pivots for day following 01-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,134.3 |
5,119.8 |
PP |
5,128.7 |
5,099.7 |
S1 |
5,123.0 |
5,079.5 |
|