| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,449.0 |
3,427.0 |
-22.0 |
-0.6% |
3,318.0 |
| High |
3,468.0 |
3,431.0 |
-37.0 |
-1.1% |
3,456.0 |
| Low |
3,421.0 |
3,355.0 |
-66.0 |
-1.9% |
3,292.0 |
| Close |
3,445.0 |
3,368.0 |
-77.0 |
-2.2% |
3,415.0 |
| Range |
47.0 |
76.0 |
29.0 |
61.7% |
164.0 |
| ATR |
77.6 |
78.5 |
0.9 |
1.1% |
0.0 |
| Volume |
1,119,134 |
1,362,276 |
243,142 |
21.7% |
6,003,309 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,612.7 |
3,566.3 |
3,409.8 |
|
| R3 |
3,536.7 |
3,490.3 |
3,388.9 |
|
| R2 |
3,460.7 |
3,460.7 |
3,381.9 |
|
| R1 |
3,414.3 |
3,414.3 |
3,375.0 |
3,399.5 |
| PP |
3,384.7 |
3,384.7 |
3,384.7 |
3,377.3 |
| S1 |
3,338.3 |
3,338.3 |
3,361.0 |
3,323.5 |
| S2 |
3,308.7 |
3,308.7 |
3,354.1 |
|
| S3 |
3,232.7 |
3,262.3 |
3,347.1 |
|
| S4 |
3,156.7 |
3,186.3 |
3,326.2 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,879.7 |
3,811.3 |
3,505.2 |
|
| R3 |
3,715.7 |
3,647.3 |
3,460.1 |
|
| R2 |
3,551.7 |
3,551.7 |
3,445.1 |
|
| R1 |
3,483.3 |
3,483.3 |
3,430.0 |
3,517.5 |
| PP |
3,387.7 |
3,387.7 |
3,387.7 |
3,404.8 |
| S1 |
3,319.3 |
3,319.3 |
3,400.0 |
3,353.5 |
| S2 |
3,223.7 |
3,223.7 |
3,384.9 |
|
| S3 |
3,059.7 |
3,155.3 |
3,369.9 |
|
| S4 |
2,895.7 |
2,991.3 |
3,324.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,474.0 |
3,355.0 |
119.0 |
3.5% |
70.0 |
2.1% |
11% |
False |
True |
1,175,383 |
| 10 |
3,474.0 |
3,292.0 |
182.0 |
5.4% |
70.6 |
2.1% |
42% |
False |
False |
1,211,064 |
| 20 |
3,474.0 |
3,218.0 |
256.0 |
7.6% |
74.6 |
2.2% |
59% |
False |
False |
1,312,117 |
| 40 |
3,585.0 |
3,107.0 |
478.0 |
14.2% |
79.2 |
2.4% |
55% |
False |
False |
1,521,489 |
| 60 |
3,854.0 |
3,107.0 |
747.0 |
22.2% |
73.4 |
2.2% |
35% |
False |
False |
1,055,752 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
67.0 |
2.0% |
33% |
False |
False |
792,355 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.8 |
2.0% |
33% |
False |
False |
634,076 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.7 |
2.1% |
33% |
False |
False |
530,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,754.0 |
|
2.618 |
3,630.0 |
|
1.618 |
3,554.0 |
|
1.000 |
3,507.0 |
|
0.618 |
3,478.0 |
|
HIGH |
3,431.0 |
|
0.618 |
3,402.0 |
|
0.500 |
3,393.0 |
|
0.382 |
3,384.0 |
|
LOW |
3,355.0 |
|
0.618 |
3,308.0 |
|
1.000 |
3,279.0 |
|
1.618 |
3,232.0 |
|
2.618 |
3,156.0 |
|
4.250 |
3,032.0 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,393.0 |
3,414.5 |
| PP |
3,384.7 |
3,399.0 |
| S1 |
3,376.3 |
3,383.5 |
|