| Trading Metrics calculated at close of trading on 04-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2008 |
04-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,573.5 |
5,517.5 |
-56.0 |
-1.0% |
5,404.0 |
| High |
5,591.0 |
5,550.5 |
-40.5 |
-0.7% |
5,658.5 |
| Low |
5,482.5 |
5,317.5 |
-165.0 |
-3.0% |
5,378.5 |
| Close |
5,510.5 |
5,368.0 |
-142.5 |
-2.6% |
5,648.5 |
| Range |
108.5 |
233.0 |
124.5 |
114.7% |
280.0 |
| ATR |
116.8 |
125.1 |
8.3 |
7.1% |
0.0 |
| Volume |
100,773 |
133,777 |
33,004 |
32.8% |
404,696 |
|
| Daily Pivots for day following 04-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,111.0 |
5,972.5 |
5,496.0 |
|
| R3 |
5,878.0 |
5,739.5 |
5,432.0 |
|
| R2 |
5,645.0 |
5,645.0 |
5,410.5 |
|
| R1 |
5,506.5 |
5,506.5 |
5,389.5 |
5,459.0 |
| PP |
5,412.0 |
5,412.0 |
5,412.0 |
5,388.5 |
| S1 |
5,273.5 |
5,273.5 |
5,346.5 |
5,226.0 |
| S2 |
5,179.0 |
5,179.0 |
5,325.5 |
|
| S3 |
4,946.0 |
5,040.5 |
5,304.0 |
|
| S4 |
4,713.0 |
4,807.5 |
5,240.0 |
|
|
| 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 |
5,317.5 |
341.0 |
6.4% |
112.5 |
2.1% |
15% |
False |
True |
96,174 |
| 10 |
5,658.5 |
5,317.5 |
341.0 |
6.4% |
125.5 |
2.3% |
15% |
False |
True |
86,748 |
| 20 |
5,658.5 |
5,307.0 |
351.5 |
6.5% |
111.5 |
2.1% |
17% |
False |
False |
90,979 |
| 40 |
5,658.5 |
5,073.0 |
585.5 |
10.9% |
119.0 |
2.2% |
50% |
False |
False |
101,959 |
| 60 |
5,963.5 |
5,073.0 |
890.5 |
16.6% |
119.0 |
2.2% |
33% |
False |
False |
103,616 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
112.5 |
2.1% |
22% |
False |
False |
77,891 |
| 100 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
103.0 |
1.9% |
22% |
False |
False |
62,417 |
| 120 |
6,424.5 |
5,073.0 |
1,351.5 |
25.2% |
95.0 |
1.8% |
22% |
False |
False |
52,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,541.0 |
|
2.618 |
6,160.5 |
|
1.618 |
5,927.5 |
|
1.000 |
5,783.5 |
|
0.618 |
5,694.5 |
|
HIGH |
5,550.5 |
|
0.618 |
5,461.5 |
|
0.500 |
5,434.0 |
|
0.382 |
5,406.5 |
|
LOW |
5,317.5 |
|
0.618 |
5,173.5 |
|
1.000 |
5,084.5 |
|
1.618 |
4,940.5 |
|
2.618 |
4,707.5 |
|
4.250 |
4,327.0 |
|
|
| Fisher Pivots for day following 04-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,434.0 |
5,487.0 |
| PP |
5,412.0 |
5,447.0 |
| S1 |
5,390.0 |
5,407.5 |
|