Trading Metrics calculated at close of trading on 08-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
4,800.0 |
4,981.0 |
181.0 |
3.8% |
5,120.0 |
High |
4,896.0 |
5,093.0 |
197.0 |
4.0% |
5,186.0 |
Low |
4,795.0 |
4,981.0 |
186.0 |
3.9% |
4,795.0 |
Close |
4,873.0 |
5,083.0 |
210.0 |
4.3% |
4,873.0 |
Range |
101.0 |
112.0 |
11.0 |
10.9% |
391.0 |
ATR |
112.8 |
120.5 |
7.7 |
6.8% |
0.0 |
Volume |
37,577 |
39,459 |
1,882 |
5.0% |
153,319 |
|
Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,388.3 |
5,347.7 |
5,144.6 |
|
R3 |
5,276.3 |
5,235.7 |
5,113.8 |
|
R2 |
5,164.3 |
5,164.3 |
5,103.5 |
|
R1 |
5,123.7 |
5,123.7 |
5,093.3 |
5,144.0 |
PP |
5,052.3 |
5,052.3 |
5,052.3 |
5,062.5 |
S1 |
5,011.7 |
5,011.7 |
5,072.7 |
5,032.0 |
S2 |
4,940.3 |
4,940.3 |
5,062.5 |
|
S3 |
4,828.3 |
4,899.7 |
5,052.2 |
|
S4 |
4,716.3 |
4,787.7 |
5,021.4 |
|
|
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 |
7.7% |
113.4 |
2.2% |
74% |
False |
False |
35,316 |
10 |
5,186.0 |
4,795.0 |
391.0 |
7.7% |
97.8 |
1.9% |
74% |
False |
False |
29,908 |
20 |
5,186.0 |
4,795.0 |
391.0 |
7.7% |
91.8 |
1.8% |
74% |
False |
False |
27,531 |
40 |
5,186.0 |
4,728.0 |
458.0 |
9.0% |
89.6 |
1.8% |
78% |
False |
False |
27,141 |
60 |
5,454.0 |
4,728.0 |
726.0 |
14.3% |
88.1 |
1.7% |
49% |
False |
False |
28,835 |
80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.1% |
80.0 |
1.6% |
28% |
False |
False |
22,494 |
100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.1% |
71.1 |
1.4% |
28% |
False |
False |
18,012 |
120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.1% |
63.7 |
1.3% |
28% |
False |
False |
15,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,569.0 |
2.618 |
5,386.2 |
1.618 |
5,274.2 |
1.000 |
5,205.0 |
0.618 |
5,162.2 |
HIGH |
5,093.0 |
0.618 |
5,050.2 |
0.500 |
5,037.0 |
0.382 |
5,023.8 |
LOW |
4,981.0 |
0.618 |
4,911.8 |
1.000 |
4,869.0 |
1.618 |
4,799.8 |
2.618 |
4,687.8 |
4.250 |
4,505.0 |
|
|
Fisher Pivots for day following 08-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,067.7 |
5,039.3 |
PP |
5,052.3 |
4,995.7 |
S1 |
5,037.0 |
4,952.0 |
|