| Trading Metrics calculated at close of trading on 05-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2008 |
05-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
11,532.48 |
11,185.63 |
-346.85 |
-3.0% |
11,545.63 |
| High |
11,532.48 |
11,245.15 |
-287.33 |
-2.5% |
11,790.17 |
| Low |
11,176.02 |
11,037.85 |
-138.17 |
-1.2% |
11,037.85 |
| Close |
11,188.23 |
11,220.96 |
32.73 |
0.3% |
11,220.96 |
| Range |
356.46 |
207.30 |
-149.16 |
-41.8% |
752.32 |
| ATR |
212.73 |
212.34 |
-0.39 |
-0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,789.89 |
11,712.72 |
11,334.98 |
|
| R3 |
11,582.59 |
11,505.42 |
11,277.97 |
|
| R2 |
11,375.29 |
11,375.29 |
11,258.97 |
|
| R1 |
11,298.12 |
11,298.12 |
11,239.96 |
11,336.71 |
| PP |
11,167.99 |
11,167.99 |
11,167.99 |
11,187.28 |
| S1 |
11,090.82 |
11,090.82 |
11,201.96 |
11,129.41 |
| S2 |
10,960.69 |
10,960.69 |
11,182.96 |
|
| S3 |
10,753.39 |
10,883.52 |
11,163.95 |
|
| S4 |
10,546.09 |
10,676.22 |
11,106.95 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,606.62 |
13,166.11 |
11,634.74 |
|
| R3 |
12,854.30 |
12,413.79 |
11,427.85 |
|
| R2 |
12,101.98 |
12,101.98 |
11,358.89 |
|
| R1 |
11,661.47 |
11,661.47 |
11,289.92 |
11,505.57 |
| PP |
11,349.66 |
11,349.66 |
11,349.66 |
11,271.71 |
| S1 |
10,909.15 |
10,909.15 |
11,152.00 |
10,753.25 |
| S2 |
10,597.34 |
10,597.34 |
11,083.03 |
|
| S3 |
9,845.02 |
10,156.83 |
11,014.07 |
|
| S4 |
9,092.70 |
9,404.51 |
10,807.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,790.17 |
11,037.85 |
752.32 |
6.7% |
237.94 |
2.1% |
24% |
False |
True |
|
| 10 |
11,790.17 |
11,037.85 |
752.32 |
6.7% |
214.26 |
1.9% |
24% |
False |
True |
|
| 20 |
11,867.11 |
11,037.85 |
829.26 |
7.4% |
209.26 |
1.9% |
22% |
False |
True |
|
| 40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.3% |
213.89 |
1.9% |
38% |
False |
False |
|
| 60 |
12,322.82 |
10,827.71 |
1,495.11 |
13.3% |
206.58 |
1.8% |
26% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
199.52 |
1.8% |
17% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
192.13 |
1.7% |
17% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.6% |
193.30 |
1.7% |
17% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,126.18 |
|
2.618 |
11,787.86 |
|
1.618 |
11,580.56 |
|
1.000 |
11,452.45 |
|
0.618 |
11,373.26 |
|
HIGH |
11,245.15 |
|
0.618 |
11,165.96 |
|
0.500 |
11,141.50 |
|
0.382 |
11,117.04 |
|
LOW |
11,037.85 |
|
0.618 |
10,909.74 |
|
1.000 |
10,830.55 |
|
1.618 |
10,702.44 |
|
2.618 |
10,495.14 |
|
4.250 |
10,156.83 |
|
|
| Fisher Pivots for day following 05-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,194.47 |
11,296.12 |
| PP |
11,167.99 |
11,271.06 |
| S1 |
11,141.50 |
11,246.01 |
|