Trading Metrics calculated at close of trading on 02-Sep-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
Open |
5,605.0 |
5,600.5 |
-4.5 |
-0.1% |
5,404.0 |
High |
5,632.5 |
5,656.0 |
23.5 |
0.4% |
5,658.5 |
Low |
5,579.0 |
5,554.0 |
-25.0 |
-0.4% |
5,378.5 |
Close |
5,609.0 |
5,630.0 |
21.0 |
0.4% |
5,648.5 |
Range |
53.5 |
102.0 |
48.5 |
90.7% |
280.0 |
ATR |
115.4 |
114.5 |
-1.0 |
-0.8% |
0.0 |
Volume |
98,297 |
45,672 |
-52,625 |
-53.5% |
404,696 |
|
Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,919.5 |
5,876.5 |
5,686.0 |
|
R3 |
5,817.5 |
5,774.5 |
5,658.0 |
|
R2 |
5,715.5 |
5,715.5 |
5,648.5 |
|
R1 |
5,672.5 |
5,672.5 |
5,639.5 |
5,694.0 |
PP |
5,613.5 |
5,613.5 |
5,613.5 |
5,624.0 |
S1 |
5,570.5 |
5,570.5 |
5,620.5 |
5,592.0 |
S2 |
5,511.5 |
5,511.5 |
5,611.5 |
|
S3 |
5,409.5 |
5,468.5 |
5,602.0 |
|
S4 |
5,307.5 |
5,366.5 |
5,574.0 |
|
|
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 |
5,443.5 |
215.0 |
3.8% |
98.5 |
1.8% |
87% |
False |
False |
89,413 |
10 |
5,658.5 |
5,321.0 |
337.5 |
6.0% |
108.0 |
1.9% |
92% |
False |
False |
82,375 |
20 |
5,658.5 |
5,307.0 |
351.5 |
6.2% |
104.0 |
1.8% |
92% |
False |
False |
89,833 |
40 |
5,658.5 |
5,073.0 |
585.5 |
10.4% |
116.0 |
2.1% |
95% |
False |
False |
102,133 |
60 |
5,963.5 |
5,073.0 |
890.5 |
15.8% |
117.0 |
2.1% |
63% |
False |
False |
99,759 |
80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.0% |
110.5 |
2.0% |
41% |
False |
False |
74,977 |
100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.0% |
101.5 |
1.8% |
41% |
False |
False |
60,073 |
120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.0% |
93.0 |
1.6% |
41% |
False |
False |
50,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,089.5 |
2.618 |
5,923.0 |
1.618 |
5,821.0 |
1.000 |
5,758.0 |
0.618 |
5,719.0 |
HIGH |
5,656.0 |
0.618 |
5,617.0 |
0.500 |
5,605.0 |
0.382 |
5,593.0 |
LOW |
5,554.0 |
0.618 |
5,491.0 |
1.000 |
5,452.0 |
1.618 |
5,389.0 |
2.618 |
5,287.0 |
4.250 |
5,120.5 |
|
|
Fisher Pivots for day following 02-Sep-2008 |
Pivot |
1 day |
3 day |
R1 |
5,621.5 |
5,622.0 |
PP |
5,613.5 |
5,614.0 |
S1 |
5,605.0 |
5,606.0 |
|