| 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 |
5,600.5 |
5,573.5 |
-27.0 |
-0.5% |
5,404.0 |
| High |
5,656.0 |
5,591.0 |
-65.0 |
-1.1% |
5,658.5 |
| Low |
5,554.0 |
5,482.5 |
-71.5 |
-1.3% |
5,378.5 |
| Close |
5,630.0 |
5,510.5 |
-119.5 |
-2.1% |
5,648.5 |
| Range |
102.0 |
108.5 |
6.5 |
6.4% |
280.0 |
| ATR |
114.5 |
116.8 |
2.4 |
2.1% |
0.0 |
| Volume |
45,672 |
100,773 |
55,101 |
120.6% |
404,696 |
|
| Daily Pivots for day following 03-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,853.5 |
5,790.5 |
5,570.0 |
|
| R3 |
5,745.0 |
5,682.0 |
5,540.5 |
|
| R2 |
5,636.5 |
5,636.5 |
5,530.5 |
|
| R1 |
5,573.5 |
5,573.5 |
5,520.5 |
5,551.0 |
| PP |
5,528.0 |
5,528.0 |
5,528.0 |
5,516.5 |
| S1 |
5,465.0 |
5,465.0 |
5,500.5 |
5,442.0 |
| S2 |
5,419.5 |
5,419.5 |
5,490.5 |
|
| S3 |
5,311.0 |
5,356.5 |
5,480.5 |
|
| S4 |
5,202.5 |
5,248.0 |
5,451.0 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,402.0 |
6,305.0 |
5,802.5 |
|
| R3 |
6,122.0 |
6,025.0 |
5,725.5 |
|
| R2 |
5,842.0 |
5,842.0 |
5,700.0 |
|
| R1 |
5,745.0 |
5,745.0 |
5,674.0 |
5,793.5 |
| PP |
5,562.0 |
5,562.0 |
5,562.0 |
5,586.0 |
| S1 |
5,465.0 |
5,465.0 |
5,623.0 |
5,513.5 |
| S2 |
5,282.0 |
5,282.0 |
5,597.0 |
|
| S3 |
5,002.0 |
5,185.0 |
5,571.5 |
|
| S4 |
4,722.0 |
4,905.0 |
5,494.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,658.5 |
5,482.5 |
176.0 |
3.2% |
94.5 |
1.7% |
16% |
False |
True |
89,578 |
| 10 |
5,658.5 |
5,321.0 |
337.5 |
6.1% |
112.5 |
2.0% |
56% |
False |
False |
82,255 |
| 20 |
5,658.5 |
5,307.0 |
351.5 |
6.4% |
105.0 |
1.9% |
58% |
False |
False |
89,321 |
| 40 |
5,658.5 |
5,073.0 |
585.5 |
10.6% |
116.0 |
2.1% |
75% |
False |
False |
100,976 |
| 60 |
5,963.5 |
5,073.0 |
890.5 |
16.2% |
117.5 |
2.1% |
49% |
False |
False |
101,425 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
111.0 |
2.0% |
32% |
False |
False |
76,232 |
| 100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
101.0 |
1.8% |
32% |
False |
False |
61,080 |
| 120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
93.5 |
1.7% |
32% |
False |
False |
50,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,052.0 |
|
2.618 |
5,875.0 |
|
1.618 |
5,766.5 |
|
1.000 |
5,699.5 |
|
0.618 |
5,658.0 |
|
HIGH |
5,591.0 |
|
0.618 |
5,549.5 |
|
0.500 |
5,537.0 |
|
0.382 |
5,524.0 |
|
LOW |
5,482.5 |
|
0.618 |
5,415.5 |
|
1.000 |
5,374.0 |
|
1.618 |
5,307.0 |
|
2.618 |
5,198.5 |
|
4.250 |
5,021.5 |
|
|
| Fisher Pivots for day following 03-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,537.0 |
5,569.0 |
| PP |
5,528.0 |
5,549.5 |
| S1 |
5,519.0 |
5,530.0 |
|