| Trading Metrics calculated at close of trading on 08-Sep-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2008 |
08-Sep-2008 |
Change |
Change % |
Previous Week |
| Open |
5,335.0 |
5,421.0 |
86.0 |
1.6% |
5,605.0 |
| High |
5,366.5 |
5,542.5 |
176.0 |
3.3% |
5,656.0 |
| Low |
5,232.0 |
5,415.0 |
183.0 |
3.5% |
5,232.0 |
| Close |
5,244.0 |
5,472.0 |
228.0 |
4.3% |
5,244.0 |
| Range |
134.5 |
127.5 |
-7.0 |
-5.2% |
424.0 |
| ATR |
125.9 |
138.2 |
12.3 |
9.8% |
0.0 |
| Volume |
136,612 |
163,812 |
27,200 |
19.9% |
515,131 |
|
| Daily Pivots for day following 08-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,859.0 |
5,793.0 |
5,542.0 |
|
| R3 |
5,731.5 |
5,665.5 |
5,507.0 |
|
| R2 |
5,604.0 |
5,604.0 |
5,495.5 |
|
| R1 |
5,538.0 |
5,538.0 |
5,483.5 |
5,571.0 |
| PP |
5,476.5 |
5,476.5 |
5,476.5 |
5,493.0 |
| S1 |
5,410.5 |
5,410.5 |
5,460.5 |
5,443.5 |
| S2 |
5,349.0 |
5,349.0 |
5,448.5 |
|
| S3 |
5,221.5 |
5,283.0 |
5,437.0 |
|
| S4 |
5,094.0 |
5,155.5 |
5,402.0 |
|
|
| Weekly Pivots for week ending 05-Sep-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,649.5 |
6,370.5 |
5,477.0 |
|
| R3 |
6,225.5 |
5,946.5 |
5,360.5 |
|
| R2 |
5,801.5 |
5,801.5 |
5,321.5 |
|
| R1 |
5,522.5 |
5,522.5 |
5,283.0 |
5,450.0 |
| PP |
5,377.5 |
5,377.5 |
5,377.5 |
5,341.0 |
| S1 |
5,098.5 |
5,098.5 |
5,205.0 |
5,026.0 |
| S2 |
4,953.5 |
4,953.5 |
5,166.5 |
|
| S3 |
4,529.5 |
4,674.5 |
5,127.5 |
|
| S4 |
4,105.5 |
4,250.5 |
5,011.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,656.0 |
5,232.0 |
424.0 |
7.7% |
141.0 |
2.6% |
57% |
False |
False |
116,129 |
| 10 |
5,658.5 |
5,232.0 |
426.5 |
7.8% |
122.5 |
2.2% |
56% |
False |
False |
108,363 |
| 20 |
5,658.5 |
5,232.0 |
426.5 |
7.8% |
114.5 |
2.1% |
56% |
False |
False |
96,920 |
| 40 |
5,658.5 |
5,073.0 |
585.5 |
10.7% |
117.5 |
2.1% |
68% |
False |
False |
103,565 |
| 60 |
5,963.5 |
5,073.0 |
890.5 |
16.3% |
120.5 |
2.2% |
45% |
False |
False |
107,994 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
113.5 |
2.1% |
30% |
False |
False |
81,615 |
| 100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
104.5 |
1.9% |
30% |
False |
False |
65,420 |
| 120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.7% |
96.5 |
1.8% |
30% |
False |
False |
54,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,084.5 |
|
2.618 |
5,876.5 |
|
1.618 |
5,749.0 |
|
1.000 |
5,670.0 |
|
0.618 |
5,621.5 |
|
HIGH |
5,542.5 |
|
0.618 |
5,494.0 |
|
0.500 |
5,479.0 |
|
0.382 |
5,463.5 |
|
LOW |
5,415.0 |
|
0.618 |
5,336.0 |
|
1.000 |
5,287.5 |
|
1.618 |
5,208.5 |
|
2.618 |
5,081.0 |
|
4.250 |
4,873.0 |
|
|
| Fisher Pivots for day following 08-Sep-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,479.0 |
5,445.0 |
| PP |
5,476.5 |
5,418.0 |
| S1 |
5,474.0 |
5,391.0 |
|