| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,318.0 |
3,308.0 |
-10.0 |
-0.3% |
3,355.0 |
| High |
3,334.0 |
3,428.0 |
94.0 |
2.8% |
3,417.0 |
| Low |
3,292.0 |
3,303.0 |
11.0 |
0.3% |
3,282.0 |
| Close |
3,297.0 |
3,395.0 |
98.0 |
3.0% |
3,326.0 |
| Range |
42.0 |
125.0 |
83.0 |
197.6% |
135.0 |
| ATR |
79.4 |
83.1 |
3.7 |
4.6% |
0.0 |
| Volume |
981,437 |
1,437,827 |
456,390 |
46.5% |
6,322,503 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.3 |
3,697.7 |
3,463.8 |
|
| R3 |
3,625.3 |
3,572.7 |
3,429.4 |
|
| R2 |
3,500.3 |
3,500.3 |
3,417.9 |
|
| R1 |
3,447.7 |
3,447.7 |
3,406.5 |
3,474.0 |
| PP |
3,375.3 |
3,375.3 |
3,375.3 |
3,388.5 |
| S1 |
3,322.7 |
3,322.7 |
3,383.5 |
3,349.0 |
| S2 |
3,250.3 |
3,250.3 |
3,372.1 |
|
| S3 |
3,125.3 |
3,197.7 |
3,360.6 |
|
| S4 |
3,000.3 |
3,072.7 |
3,326.3 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,746.7 |
3,671.3 |
3,400.3 |
|
| R3 |
3,611.7 |
3,536.3 |
3,363.1 |
|
| R2 |
3,476.7 |
3,476.7 |
3,350.8 |
|
| R1 |
3,401.3 |
3,401.3 |
3,338.4 |
3,371.5 |
| PP |
3,341.7 |
3,341.7 |
3,341.7 |
3,326.8 |
| S1 |
3,266.3 |
3,266.3 |
3,313.6 |
3,236.5 |
| S2 |
3,206.7 |
3,206.7 |
3,301.3 |
|
| S3 |
3,071.7 |
3,131.3 |
3,288.9 |
|
| S4 |
2,936.7 |
2,996.3 |
3,251.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,428.0 |
3,292.0 |
136.0 |
4.0% |
69.8 |
2.1% |
76% |
True |
False |
1,298,914 |
| 10 |
3,432.0 |
3,282.0 |
150.0 |
4.4% |
72.3 |
2.1% |
75% |
False |
False |
1,267,105 |
| 20 |
3,432.0 |
3,107.0 |
325.0 |
9.6% |
81.8 |
2.4% |
89% |
False |
False |
1,572,664 |
| 40 |
3,635.0 |
3,107.0 |
528.0 |
15.6% |
79.3 |
2.3% |
55% |
False |
False |
1,407,066 |
| 60 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
71.3 |
2.1% |
36% |
False |
False |
940,184 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
66.3 |
2.0% |
36% |
False |
False |
705,451 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
69.9 |
2.1% |
36% |
False |
False |
566,904 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.5% |
69.7 |
2.1% |
36% |
False |
False |
472,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,959.3 |
|
2.618 |
3,755.3 |
|
1.618 |
3,630.3 |
|
1.000 |
3,553.0 |
|
0.618 |
3,505.3 |
|
HIGH |
3,428.0 |
|
0.618 |
3,380.3 |
|
0.500 |
3,365.5 |
|
0.382 |
3,350.8 |
|
LOW |
3,303.0 |
|
0.618 |
3,225.8 |
|
1.000 |
3,178.0 |
|
1.618 |
3,100.8 |
|
2.618 |
2,975.8 |
|
4.250 |
2,771.8 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,385.2 |
3,383.3 |
| PP |
3,375.3 |
3,371.7 |
| S1 |
3,365.5 |
3,360.0 |
|