| 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 |
5,130.0 |
5,123.0 |
-7.0 |
-0.1% |
4,964.0 |
| High |
5,186.0 |
5,154.0 |
-32.0 |
-0.6% |
5,155.0 |
| Low |
5,108.0 |
5,033.0 |
-75.0 |
-1.5% |
4,872.0 |
| Close |
5,140.0 |
5,082.0 |
-58.0 |
-1.1% |
5,144.0 |
| Range |
78.0 |
121.0 |
43.0 |
55.1% |
283.0 |
| ATR |
100.4 |
101.9 |
1.5 |
1.5% |
0.0 |
| Volume |
25,774 |
36,009 |
10,235 |
39.7% |
132,577 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,452.7 |
5,388.3 |
5,148.6 |
|
| R3 |
5,331.7 |
5,267.3 |
5,115.3 |
|
| R2 |
5,210.7 |
5,210.7 |
5,104.2 |
|
| R1 |
5,146.3 |
5,146.3 |
5,093.1 |
5,118.0 |
| PP |
5,089.7 |
5,089.7 |
5,089.7 |
5,075.5 |
| S1 |
5,025.3 |
5,025.3 |
5,070.9 |
4,997.0 |
| S2 |
4,968.7 |
4,968.7 |
5,059.8 |
|
| S3 |
4,847.7 |
4,904.3 |
5,048.7 |
|
| S4 |
4,726.7 |
4,783.3 |
5,015.5 |
|
|
| 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 |
5,004.0 |
182.0 |
3.6% |
78.2 |
1.5% |
43% |
False |
False |
25,937 |
| 10 |
5,186.0 |
4,833.0 |
353.0 |
6.9% |
82.4 |
1.6% |
71% |
False |
False |
25,813 |
| 20 |
5,186.0 |
4,830.0 |
356.0 |
7.0% |
85.5 |
1.7% |
71% |
False |
False |
25,108 |
| 40 |
5,186.0 |
4,728.0 |
458.0 |
9.0% |
85.6 |
1.7% |
77% |
False |
False |
25,867 |
| 60 |
5,454.0 |
4,728.0 |
726.0 |
14.3% |
85.3 |
1.7% |
49% |
False |
False |
27,987 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.1% |
77.2 |
1.5% |
28% |
False |
False |
21,065 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.1% |
68.4 |
1.3% |
28% |
False |
False |
16,865 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.1% |
61.0 |
1.2% |
28% |
False |
False |
14,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,668.3 |
|
2.618 |
5,470.8 |
|
1.618 |
5,349.8 |
|
1.000 |
5,275.0 |
|
0.618 |
5,228.8 |
|
HIGH |
5,154.0 |
|
0.618 |
5,107.8 |
|
0.500 |
5,093.5 |
|
0.382 |
5,079.2 |
|
LOW |
5,033.0 |
|
0.618 |
4,958.2 |
|
1.000 |
4,912.0 |
|
1.618 |
4,837.2 |
|
2.618 |
4,716.2 |
|
4.250 |
4,518.8 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,093.5 |
5,109.5 |
| PP |
5,089.7 |
5,100.3 |
| S1 |
5,085.8 |
5,091.2 |
|