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 |
5,123.0 |
5,083.0 |
-40.0 |
-0.8% |
4,964.0 |
High |
5,154.0 |
5,109.0 |
-45.0 |
-0.9% |
5,155.0 |
Low |
5,033.0 |
4,954.0 |
-79.0 |
-1.6% |
4,872.0 |
Close |
5,082.0 |
5,001.0 |
-81.0 |
-1.6% |
5,144.0 |
Range |
121.0 |
155.0 |
34.0 |
28.1% |
283.0 |
ATR |
101.9 |
105.7 |
3.8 |
3.7% |
0.0 |
Volume |
36,009 |
37,763 |
1,754 |
4.9% |
132,577 |
|
Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,486.3 |
5,398.7 |
5,086.3 |
|
R3 |
5,331.3 |
5,243.7 |
5,043.6 |
|
R2 |
5,176.3 |
5,176.3 |
5,029.4 |
|
R1 |
5,088.7 |
5,088.7 |
5,015.2 |
5,055.0 |
PP |
5,021.3 |
5,021.3 |
5,021.3 |
5,004.5 |
S1 |
4,933.7 |
4,933.7 |
4,986.8 |
4,900.0 |
S2 |
4,866.3 |
4,866.3 |
4,972.6 |
|
S3 |
4,711.3 |
4,778.7 |
4,958.4 |
|
S4 |
4,556.3 |
4,623.7 |
4,915.8 |
|
|
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 |
5,186.0 |
4,954.0 |
232.0 |
4.6% |
94.2 |
1.9% |
20% |
False |
True |
28,102 |
10 |
5,186.0 |
4,864.0 |
322.0 |
6.4% |
87.7 |
1.8% |
43% |
False |
False |
27,147 |
20 |
5,186.0 |
4,830.0 |
356.0 |
7.1% |
89.1 |
1.8% |
48% |
False |
False |
25,972 |
40 |
5,186.0 |
4,728.0 |
458.0 |
9.2% |
87.7 |
1.8% |
60% |
False |
False |
26,198 |
60 |
5,454.0 |
4,728.0 |
726.0 |
14.5% |
87.1 |
1.7% |
38% |
False |
False |
28,537 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
78.2 |
1.6% |
21% |
False |
False |
21,537 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
69.9 |
1.4% |
21% |
False |
False |
17,242 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
62.1 |
1.2% |
21% |
False |
False |
14,377 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,767.8 |
2.618 |
5,514.8 |
1.618 |
5,359.8 |
1.000 |
5,264.0 |
0.618 |
5,204.8 |
HIGH |
5,109.0 |
0.618 |
5,049.8 |
0.500 |
5,031.5 |
0.382 |
5,013.2 |
LOW |
4,954.0 |
0.618 |
4,858.2 |
1.000 |
4,799.0 |
1.618 |
4,703.2 |
2.618 |
4,548.2 |
4.250 |
4,295.3 |
|
|
Fisher Pivots for day following 04-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,031.5 |
5,070.0 |
PP |
5,021.3 |
5,047.0 |
S1 |
5,011.2 |
5,024.0 |
|