| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
1,278.00 |
1,277.00 |
-1.00 |
-0.1% |
1,294.00 |
| High |
1,282.50 |
1,278.75 |
-3.75 |
-0.3% |
1,301.75 |
| Low |
1,267.25 |
1,236.50 |
-30.75 |
-2.4% |
1,264.00 |
| Close |
1,276.75 |
1,238.00 |
-38.75 |
-3.0% |
1,284.25 |
| Range |
15.25 |
42.25 |
27.00 |
177.0% |
37.75 |
| ATR |
22.12 |
23.56 |
1.44 |
6.5% |
0.00 |
| Volume |
20,077 |
31,970 |
11,893 |
59.2% |
89,183 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,377.75 |
1,350.25 |
1,261.25 |
|
| R3 |
1,335.50 |
1,308.00 |
1,249.50 |
|
| R2 |
1,293.25 |
1,293.25 |
1,245.75 |
|
| R1 |
1,265.75 |
1,265.75 |
1,241.75 |
1,258.50 |
| PP |
1,251.00 |
1,251.00 |
1,251.00 |
1,247.50 |
| S1 |
1,223.50 |
1,223.50 |
1,234.25 |
1,216.00 |
| S2 |
1,208.75 |
1,208.75 |
1,230.25 |
|
| S3 |
1,166.50 |
1,181.25 |
1,226.50 |
|
| S4 |
1,124.25 |
1,139.00 |
1,214.75 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.50 |
1,378.25 |
1,305.00 |
|
| R3 |
1,358.75 |
1,340.50 |
1,294.75 |
|
| R2 |
1,321.00 |
1,321.00 |
1,291.25 |
|
| R1 |
1,302.75 |
1,302.75 |
1,287.75 |
1,293.00 |
| PP |
1,283.25 |
1,283.25 |
1,283.25 |
1,278.50 |
| S1 |
1,265.00 |
1,265.00 |
1,280.75 |
1,255.25 |
| S2 |
1,245.50 |
1,245.50 |
1,277.25 |
|
| S3 |
1,207.75 |
1,227.25 |
1,273.75 |
|
| S4 |
1,170.00 |
1,189.50 |
1,263.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,305.25 |
1,236.50 |
68.75 |
5.6% |
25.75 |
2.1% |
2% |
False |
True |
20,765 |
| 10 |
1,305.25 |
1,236.50 |
68.75 |
5.6% |
23.00 |
1.9% |
2% |
False |
True |
16,504 |
| 20 |
1,315.25 |
1,236.50 |
78.75 |
6.4% |
23.00 |
1.9% |
2% |
False |
True |
10,267 |
| 40 |
1,315.25 |
1,202.00 |
113.25 |
9.1% |
24.50 |
2.0% |
32% |
False |
False |
7,121 |
| 60 |
1,371.75 |
1,202.00 |
169.75 |
13.7% |
23.75 |
1.9% |
21% |
False |
False |
5,381 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
19.5% |
21.50 |
1.7% |
15% |
False |
False |
4,099 |
| 100 |
1,443.50 |
1,202.00 |
241.50 |
19.5% |
19.00 |
1.5% |
15% |
False |
False |
3,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,458.25 |
|
2.618 |
1,389.25 |
|
1.618 |
1,347.00 |
|
1.000 |
1,321.00 |
|
0.618 |
1,304.75 |
|
HIGH |
1,278.75 |
|
0.618 |
1,262.50 |
|
0.500 |
1,257.50 |
|
0.382 |
1,252.75 |
|
LOW |
1,236.50 |
|
0.618 |
1,210.50 |
|
1.000 |
1,194.25 |
|
1.618 |
1,168.25 |
|
2.618 |
1,126.00 |
|
4.250 |
1,057.00 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,257.50 |
1,271.00 |
| PP |
1,251.00 |
1,260.00 |
| S1 |
1,244.50 |
1,249.00 |
|