| Trading Metrics calculated at close of trading on 02-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2008 |
02-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,120.0 |
5,130.0 |
10.0 |
0.2% |
4,964.0 |
| High |
5,149.0 |
5,186.0 |
37.0 |
0.7% |
5,155.0 |
| Low |
5,097.0 |
5,108.0 |
11.0 |
0.2% |
4,872.0 |
| Close |
5,140.0 |
5,140.0 |
0.0 |
0.0% |
5,144.0 |
| Range |
52.0 |
78.0 |
26.0 |
50.0% |
283.0 |
| ATR |
102.1 |
100.4 |
-1.7 |
-1.7% |
0.0 |
| Volume |
16,196 |
25,774 |
9,578 |
59.1% |
132,577 |
|
| Daily Pivots for day following 02-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,378.7 |
5,337.3 |
5,182.9 |
|
| R3 |
5,300.7 |
5,259.3 |
5,161.5 |
|
| R2 |
5,222.7 |
5,222.7 |
5,154.3 |
|
| R1 |
5,181.3 |
5,181.3 |
5,147.2 |
5,202.0 |
| PP |
5,144.7 |
5,144.7 |
5,144.7 |
5,155.0 |
| S1 |
5,103.3 |
5,103.3 |
5,132.9 |
5,124.0 |
| S2 |
5,066.7 |
5,066.7 |
5,125.7 |
|
| S3 |
4,988.7 |
5,025.3 |
5,118.6 |
|
| S4 |
4,910.7 |
4,947.3 |
5,097.1 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,906.0 |
5,808.0 |
5,299.7 |
|
| R3 |
5,623.0 |
5,525.0 |
5,221.8 |
|
| R2 |
5,340.0 |
5,340.0 |
5,195.9 |
|
| R1 |
5,242.0 |
5,242.0 |
5,169.9 |
5,291.0 |
| PP |
5,057.0 |
5,057.0 |
5,057.0 |
5,081.5 |
| S1 |
4,959.0 |
4,959.0 |
5,118.1 |
5,008.0 |
| S2 |
4,774.0 |
4,774.0 |
5,092.1 |
|
| S3 |
4,491.0 |
4,676.0 |
5,066.2 |
|
| S4 |
4,208.0 |
4,393.0 |
4,988.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,186.0 |
4,955.0 |
231.0 |
4.5% |
71.0 |
1.4% |
80% |
True |
False |
23,451 |
| 10 |
5,186.0 |
4,831.0 |
355.0 |
6.9% |
78.5 |
1.5% |
87% |
True |
False |
24,466 |
| 20 |
5,186.0 |
4,830.0 |
356.0 |
6.9% |
83.5 |
1.6% |
87% |
True |
False |
24,809 |
| 40 |
5,186.0 |
4,728.0 |
458.0 |
8.9% |
84.3 |
1.6% |
90% |
True |
False |
25,666 |
| 60 |
5,479.0 |
4,728.0 |
751.0 |
14.6% |
84.4 |
1.6% |
55% |
False |
False |
27,411 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
24.9% |
76.1 |
1.5% |
32% |
False |
False |
20,617 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
24.9% |
67.9 |
1.3% |
32% |
False |
False |
16,505 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
24.9% |
60.0 |
1.2% |
32% |
False |
False |
13,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,517.5 |
|
2.618 |
5,390.2 |
|
1.618 |
5,312.2 |
|
1.000 |
5,264.0 |
|
0.618 |
5,234.2 |
|
HIGH |
5,186.0 |
|
0.618 |
5,156.2 |
|
0.500 |
5,147.0 |
|
0.382 |
5,137.8 |
|
LOW |
5,108.0 |
|
0.618 |
5,059.8 |
|
1.000 |
5,030.0 |
|
1.618 |
4,981.8 |
|
2.618 |
4,903.8 |
|
4.250 |
4,776.5 |
|
|
| Fisher Pivots for day following 02-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,147.0 |
5,139.3 |
| PP |
5,144.7 |
5,138.7 |
| S1 |
5,142.3 |
5,138.0 |
|