| 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 |
6,402.5 |
6,467.5 |
65.0 |
1.0% |
6,265.0 |
| High |
6,566.0 |
6,530.5 |
-35.5 |
-0.5% |
6,473.5 |
| Low |
6,387.5 |
6,448.0 |
60.5 |
0.9% |
6,248.0 |
| Close |
6,520.0 |
6,485.0 |
-35.0 |
-0.5% |
6,436.5 |
| Range |
178.5 |
82.5 |
-96.0 |
-53.8% |
225.5 |
| ATR |
133.7 |
130.0 |
-3.7 |
-2.7% |
0.0 |
| Volume |
175,619 |
152,670 |
-22,949 |
-13.1% |
522,873 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.3 |
6,692.7 |
6,530.4 |
|
| R3 |
6,652.8 |
6,610.2 |
6,507.7 |
|
| R2 |
6,570.3 |
6,570.3 |
6,500.1 |
|
| R1 |
6,527.7 |
6,527.7 |
6,492.6 |
6,549.0 |
| PP |
6,487.8 |
6,487.8 |
6,487.8 |
6,498.5 |
| S1 |
6,445.2 |
6,445.2 |
6,477.4 |
6,466.5 |
| S2 |
6,405.3 |
6,405.3 |
6,469.9 |
|
| S3 |
6,322.8 |
6,362.7 |
6,462.3 |
|
| S4 |
6,240.3 |
6,280.2 |
6,439.6 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,062.5 |
6,975.0 |
6,560.5 |
|
| R3 |
6,837.0 |
6,749.5 |
6,498.5 |
|
| R2 |
6,611.5 |
6,611.5 |
6,477.8 |
|
| R1 |
6,524.0 |
6,524.0 |
6,457.2 |
6,567.8 |
| PP |
6,386.0 |
6,386.0 |
6,386.0 |
6,407.9 |
| S1 |
6,298.5 |
6,298.5 |
6,415.8 |
6,342.3 |
| S2 |
6,160.5 |
6,160.5 |
6,395.2 |
|
| S3 |
5,935.0 |
6,073.0 |
6,374.5 |
|
| S4 |
5,709.5 |
5,847.5 |
6,312.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,566.0 |
6,276.5 |
289.5 |
4.5% |
126.2 |
1.9% |
72% |
False |
False |
132,663 |
| 10 |
6,566.0 |
6,237.5 |
328.5 |
5.1% |
121.1 |
1.9% |
75% |
False |
False |
120,259 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.6% |
120.3 |
1.9% |
58% |
False |
False |
134,535 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.6% |
135.0 |
2.1% |
71% |
False |
False |
154,021 |
| 60 |
6,932.5 |
6,041.5 |
891.0 |
13.7% |
137.3 |
2.1% |
50% |
False |
False |
148,241 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
129.4 |
2.0% |
34% |
False |
False |
111,456 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
122.3 |
1.9% |
34% |
False |
False |
89,230 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.9 |
1.9% |
34% |
False |
False |
74,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,881.1 |
|
2.618 |
6,746.5 |
|
1.618 |
6,664.0 |
|
1.000 |
6,613.0 |
|
0.618 |
6,581.5 |
|
HIGH |
6,530.5 |
|
0.618 |
6,499.0 |
|
0.500 |
6,489.3 |
|
0.382 |
6,479.5 |
|
LOW |
6,448.0 |
|
0.618 |
6,397.0 |
|
1.000 |
6,365.5 |
|
1.618 |
6,314.5 |
|
2.618 |
6,232.0 |
|
4.250 |
6,097.4 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,489.3 |
6,475.8 |
| PP |
6,487.8 |
6,466.5 |
| S1 |
6,486.4 |
6,457.3 |
|