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 |
5,632.0 |
5,605.0 |
-27.0 |
-0.5% |
5,404.0 |
High |
5,658.5 |
5,632.5 |
-26.0 |
-0.5% |
5,658.5 |
Low |
5,594.0 |
5,579.0 |
-15.0 |
-0.3% |
5,378.5 |
Close |
5,648.5 |
5,609.0 |
-39.5 |
-0.7% |
5,648.5 |
Range |
64.5 |
53.5 |
-11.0 |
-17.1% |
280.0 |
ATR |
119.0 |
115.4 |
-3.5 |
-3.0% |
0.0 |
Volume |
102,355 |
98,297 |
-4,058 |
-4.0% |
404,696 |
|
Daily Pivots for day following 01-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,767.5 |
5,741.5 |
5,638.5 |
|
R3 |
5,714.0 |
5,688.0 |
5,623.5 |
|
R2 |
5,660.5 |
5,660.5 |
5,619.0 |
|
R1 |
5,634.5 |
5,634.5 |
5,614.0 |
5,647.5 |
PP |
5,607.0 |
5,607.0 |
5,607.0 |
5,613.0 |
S1 |
5,581.0 |
5,581.0 |
5,604.0 |
5,594.0 |
S2 |
5,553.5 |
5,553.5 |
5,599.0 |
|
S3 |
5,500.0 |
5,527.5 |
5,594.5 |
|
S4 |
5,446.5 |
5,474.0 |
5,579.5 |
|
|
Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,402.0 |
6,305.0 |
5,802.5 |
|
R3 |
6,122.0 |
6,025.0 |
5,725.5 |
|
R2 |
5,842.0 |
5,842.0 |
5,700.0 |
|
R1 |
5,745.0 |
5,745.0 |
5,674.0 |
5,793.5 |
PP |
5,562.0 |
5,562.0 |
5,562.0 |
5,586.0 |
S1 |
5,465.0 |
5,465.0 |
5,623.0 |
5,513.5 |
S2 |
5,282.0 |
5,282.0 |
5,597.0 |
|
S3 |
5,002.0 |
5,185.0 |
5,571.5 |
|
S4 |
4,722.0 |
4,905.0 |
5,494.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,658.5 |
5,378.5 |
280.0 |
5.0% |
104.0 |
1.9% |
82% |
False |
False |
100,598 |
10 |
5,658.5 |
5,307.0 |
351.5 |
6.3% |
108.0 |
1.9% |
86% |
False |
False |
86,323 |
20 |
5,658.5 |
5,289.0 |
369.5 |
6.6% |
109.5 |
1.9% |
87% |
False |
False |
92,055 |
40 |
5,658.5 |
5,073.0 |
585.5 |
10.4% |
117.5 |
2.1% |
92% |
False |
False |
103,386 |
60 |
5,978.5 |
5,073.0 |
905.5 |
16.1% |
117.0 |
2.1% |
59% |
False |
False |
99,015 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.1% |
110.0 |
2.0% |
40% |
False |
False |
74,409 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.1% |
101.0 |
1.8% |
40% |
False |
False |
59,617 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.1% |
92.0 |
1.6% |
40% |
False |
False |
49,710 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,860.0 |
2.618 |
5,772.5 |
1.618 |
5,719.0 |
1.000 |
5,686.0 |
0.618 |
5,665.5 |
HIGH |
5,632.5 |
0.618 |
5,612.0 |
0.500 |
5,606.0 |
0.382 |
5,599.5 |
LOW |
5,579.0 |
0.618 |
5,546.0 |
1.000 |
5,525.5 |
1.618 |
5,492.5 |
2.618 |
5,439.0 |
4.250 |
5,351.5 |
|
|
Fisher Pivots for day following 01-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,608.0 |
5,599.5 |
PP |
5,607.0 |
5,590.5 |
S1 |
5,606.0 |
5,581.0 |
|