| 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 |
3,234.0 |
3,300.0 |
66.0 |
2.0% |
3,353.0 |
| High |
3,262.0 |
3,336.0 |
74.0 |
2.3% |
3,438.0 |
| Low |
3,174.0 |
3,266.0 |
92.0 |
2.9% |
3,174.0 |
| Close |
3,185.0 |
3,282.0 |
97.0 |
3.0% |
3,185.0 |
| Range |
88.0 |
70.0 |
-18.0 |
-20.5% |
264.0 |
| ATR |
78.1 |
83.3 |
5.2 |
6.7% |
0.0 |
| Volume |
2,412,835 |
2,098,389 |
-314,446 |
-13.0% |
7,442,971 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,504.7 |
3,463.3 |
3,320.5 |
|
| R3 |
3,434.7 |
3,393.3 |
3,301.3 |
|
| R2 |
3,364.7 |
3,364.7 |
3,294.8 |
|
| R1 |
3,323.3 |
3,323.3 |
3,288.4 |
3,309.0 |
| PP |
3,294.7 |
3,294.7 |
3,294.7 |
3,287.5 |
| S1 |
3,253.3 |
3,253.3 |
3,275.6 |
3,239.0 |
| S2 |
3,224.7 |
3,224.7 |
3,269.2 |
|
| S3 |
3,154.7 |
3,183.3 |
3,262.8 |
|
| S4 |
3,084.7 |
3,113.3 |
3,243.5 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,057.7 |
3,885.3 |
3,330.2 |
|
| R3 |
3,793.7 |
3,621.3 |
3,257.6 |
|
| R2 |
3,529.7 |
3,529.7 |
3,233.4 |
|
| R1 |
3,357.3 |
3,357.3 |
3,209.2 |
3,311.5 |
| PP |
3,265.7 |
3,265.7 |
3,265.7 |
3,242.8 |
| S1 |
3,093.3 |
3,093.3 |
3,160.8 |
3,047.5 |
| S2 |
3,001.7 |
3,001.7 |
3,136.6 |
|
| S3 |
2,737.7 |
2,829.3 |
3,112.4 |
|
| S4 |
2,473.7 |
2,565.3 |
3,039.8 |
|
|
| 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 |
3,174.0 |
264.0 |
8.0% |
88.0 |
2.7% |
41% |
False |
False |
1,812,833 |
| 10 |
3,438.0 |
3,174.0 |
264.0 |
8.0% |
75.0 |
2.3% |
41% |
False |
False |
1,387,154 |
| 20 |
3,468.0 |
3,174.0 |
294.0 |
9.0% |
68.0 |
2.1% |
37% |
False |
False |
1,188,766 |
| 40 |
3,474.0 |
3,107.0 |
367.0 |
11.2% |
73.5 |
2.2% |
48% |
False |
False |
1,312,977 |
| 60 |
3,613.0 |
3,107.0 |
506.0 |
15.4% |
75.6 |
2.3% |
35% |
False |
False |
1,401,718 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
71.6 |
2.2% |
22% |
False |
False |
1,058,217 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
67.2 |
2.0% |
22% |
False |
False |
846,831 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
24.3% |
67.8 |
2.1% |
22% |
False |
False |
706,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,633.5 |
|
2.618 |
3,519.3 |
|
1.618 |
3,449.3 |
|
1.000 |
3,406.0 |
|
0.618 |
3,379.3 |
|
HIGH |
3,336.0 |
|
0.618 |
3,309.3 |
|
0.500 |
3,301.0 |
|
0.382 |
3,292.7 |
|
LOW |
3,266.0 |
|
0.618 |
3,222.7 |
|
1.000 |
3,196.0 |
|
1.618 |
3,152.7 |
|
2.618 |
3,082.7 |
|
4.250 |
2,968.5 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,301.0 |
3,281.0 |
| PP |
3,294.7 |
3,280.0 |
| S1 |
3,288.3 |
3,279.0 |
|