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 |
5,083.0 |
4,800.0 |
-283.0 |
-5.6% |
5,120.0 |
High |
5,109.0 |
4,896.0 |
-213.0 |
-4.2% |
5,186.0 |
Low |
4,954.0 |
4,795.0 |
-159.0 |
-3.2% |
4,795.0 |
Close |
5,001.0 |
4,873.0 |
-128.0 |
-2.6% |
4,873.0 |
Range |
155.0 |
101.0 |
-54.0 |
-34.8% |
391.0 |
ATR |
105.7 |
112.8 |
7.2 |
6.8% |
0.0 |
Volume |
37,763 |
37,577 |
-186 |
-0.5% |
153,319 |
|
Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,157.7 |
5,116.3 |
4,928.6 |
|
R3 |
5,056.7 |
5,015.3 |
4,900.8 |
|
R2 |
4,955.7 |
4,955.7 |
4,891.5 |
|
R1 |
4,914.3 |
4,914.3 |
4,882.3 |
4,935.0 |
PP |
4,854.7 |
4,854.7 |
4,854.7 |
4,865.0 |
S1 |
4,813.3 |
4,813.3 |
4,863.7 |
4,834.0 |
S2 |
4,753.7 |
4,753.7 |
4,854.5 |
|
S3 |
4,652.7 |
4,712.3 |
4,845.2 |
|
S4 |
4,551.7 |
4,611.3 |
4,817.5 |
|
|
Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,124.3 |
5,889.7 |
5,088.1 |
|
R3 |
5,733.3 |
5,498.7 |
4,980.5 |
|
R2 |
5,342.3 |
5,342.3 |
4,944.7 |
|
R1 |
5,107.7 |
5,107.7 |
4,908.8 |
5,029.5 |
PP |
4,951.3 |
4,951.3 |
4,951.3 |
4,912.3 |
S1 |
4,716.7 |
4,716.7 |
4,837.2 |
4,638.5 |
S2 |
4,560.3 |
4,560.3 |
4,801.3 |
|
S3 |
4,169.3 |
4,325.7 |
4,765.5 |
|
S4 |
3,778.3 |
3,934.7 |
4,658.0 |
|
|
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 |
4,795.0 |
391.0 |
8.0% |
101.4 |
2.1% |
20% |
False |
True |
30,663 |
10 |
5,186.0 |
4,795.0 |
391.0 |
8.0% |
92.6 |
1.9% |
20% |
False |
True |
28,589 |
20 |
5,186.0 |
4,795.0 |
391.0 |
8.0% |
89.2 |
1.8% |
20% |
False |
True |
26,597 |
40 |
5,186.0 |
4,728.0 |
458.0 |
9.4% |
88.6 |
1.8% |
32% |
False |
False |
26,617 |
60 |
5,454.0 |
4,728.0 |
726.0 |
14.9% |
87.1 |
1.8% |
20% |
False |
False |
28,956 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
26.2% |
79.0 |
1.6% |
11% |
False |
False |
22,005 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
26.2% |
70.8 |
1.5% |
11% |
False |
False |
17,617 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
26.2% |
62.8 |
1.3% |
11% |
False |
False |
14,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,325.3 |
2.618 |
5,160.4 |
1.618 |
5,059.4 |
1.000 |
4,997.0 |
0.618 |
4,958.4 |
HIGH |
4,896.0 |
0.618 |
4,857.4 |
0.500 |
4,845.5 |
0.382 |
4,833.6 |
LOW |
4,795.0 |
0.618 |
4,732.6 |
1.000 |
4,694.0 |
1.618 |
4,631.6 |
2.618 |
4,530.6 |
4.250 |
4,365.8 |
|
|
Fisher Pivots for day following 05-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
4,863.8 |
4,974.5 |
PP |
4,854.7 |
4,940.7 |
S1 |
4,845.5 |
4,906.8 |
|