| Trading Metrics calculated at close of trading on 03-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2008 |
03-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
3,347.0 |
3,385.0 |
38.0 |
1.1% |
3,261.0 |
| High |
3,438.0 |
3,403.0 |
-35.0 |
-1.0% |
3,391.0 |
| Low |
3,345.0 |
3,357.0 |
12.0 |
0.4% |
3,251.0 |
| Close |
3,419.0 |
3,377.0 |
-42.0 |
-1.2% |
3,373.0 |
| Range |
93.0 |
46.0 |
-47.0 |
-50.5% |
140.0 |
| ATR |
71.4 |
70.7 |
-0.7 |
-0.9% |
0.0 |
| Volume |
1,411,897 |
1,236,228 |
-175,669 |
-12.4% |
4,330,182 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,517.0 |
3,493.0 |
3,402.3 |
|
| R3 |
3,471.0 |
3,447.0 |
3,389.7 |
|
| R2 |
3,425.0 |
3,425.0 |
3,385.4 |
|
| R1 |
3,401.0 |
3,401.0 |
3,381.2 |
3,390.0 |
| PP |
3,379.0 |
3,379.0 |
3,379.0 |
3,373.5 |
| S1 |
3,355.0 |
3,355.0 |
3,372.8 |
3,344.0 |
| S2 |
3,333.0 |
3,333.0 |
3,368.6 |
|
| S3 |
3,287.0 |
3,309.0 |
3,364.4 |
|
| S4 |
3,241.0 |
3,263.0 |
3,351.7 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,758.3 |
3,705.7 |
3,450.0 |
|
| R3 |
3,618.3 |
3,565.7 |
3,411.5 |
|
| R2 |
3,478.3 |
3,478.3 |
3,398.7 |
|
| R1 |
3,425.7 |
3,425.7 |
3,385.8 |
3,452.0 |
| PP |
3,338.3 |
3,338.3 |
3,338.3 |
3,351.5 |
| S1 |
3,285.7 |
3,285.7 |
3,360.2 |
3,312.0 |
| S2 |
3,198.3 |
3,198.3 |
3,347.3 |
|
| S3 |
3,058.3 |
3,145.7 |
3,334.5 |
|
| S4 |
2,918.3 |
3,005.7 |
3,296.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,438.0 |
3,279.0 |
159.0 |
4.7% |
65.0 |
1.9% |
62% |
False |
False |
1,077,064 |
| 10 |
3,438.0 |
3,251.0 |
187.0 |
5.5% |
63.3 |
1.9% |
67% |
False |
False |
957,864 |
| 20 |
3,474.0 |
3,251.0 |
223.0 |
6.6% |
64.3 |
1.9% |
57% |
False |
False |
1,037,739 |
| 40 |
3,474.0 |
3,107.0 |
367.0 |
10.9% |
72.7 |
2.2% |
74% |
False |
False |
1,295,298 |
| 60 |
3,635.0 |
3,107.0 |
528.0 |
15.6% |
74.4 |
2.2% |
51% |
False |
False |
1,301,419 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
69.7 |
2.1% |
34% |
False |
False |
978,108 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
66.1 |
2.0% |
34% |
False |
False |
782,741 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.6% |
68.5 |
2.0% |
34% |
False |
False |
654,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,598.5 |
|
2.618 |
3,523.4 |
|
1.618 |
3,477.4 |
|
1.000 |
3,449.0 |
|
0.618 |
3,431.4 |
|
HIGH |
3,403.0 |
|
0.618 |
3,385.4 |
|
0.500 |
3,380.0 |
|
0.382 |
3,374.6 |
|
LOW |
3,357.0 |
|
0.618 |
3,328.6 |
|
1.000 |
3,311.0 |
|
1.618 |
3,282.6 |
|
2.618 |
3,236.6 |
|
4.250 |
3,161.5 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,380.0 |
3,387.0 |
| PP |
3,379.0 |
3,383.7 |
| S1 |
3,378.0 |
3,380.3 |
|