| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,306.0 |
3,304.0 |
-2.0 |
-0.1% |
3,374.0 |
| High |
3,324.0 |
3,381.0 |
57.0 |
1.7% |
3,409.0 |
| Low |
3,266.0 |
3,279.0 |
13.0 |
0.4% |
3,251.0 |
| Close |
3,304.0 |
3,365.0 |
61.0 |
1.8% |
3,318.0 |
| Range |
58.0 |
102.0 |
44.0 |
75.9% |
158.0 |
| ATR |
72.0 |
74.2 |
2.1 |
3.0% |
0.0 |
| Volume |
1,043,786 |
1,358,688 |
314,902 |
30.2% |
5,259,093 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,647.7 |
3,608.3 |
3,421.1 |
|
| R3 |
3,545.7 |
3,506.3 |
3,393.1 |
|
| R2 |
3,443.7 |
3,443.7 |
3,383.7 |
|
| R1 |
3,404.3 |
3,404.3 |
3,374.4 |
3,424.0 |
| PP |
3,341.7 |
3,341.7 |
3,341.7 |
3,351.5 |
| S1 |
3,302.3 |
3,302.3 |
3,355.7 |
3,322.0 |
| S2 |
3,239.7 |
3,239.7 |
3,346.3 |
|
| S3 |
3,137.7 |
3,200.3 |
3,337.0 |
|
| S4 |
3,035.7 |
3,098.3 |
3,308.9 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,800.0 |
3,717.0 |
3,404.9 |
|
| R3 |
3,642.0 |
3,559.0 |
3,361.5 |
|
| R2 |
3,484.0 |
3,484.0 |
3,347.0 |
|
| R1 |
3,401.0 |
3,401.0 |
3,332.5 |
3,363.5 |
| PP |
3,326.0 |
3,326.0 |
3,326.0 |
3,307.3 |
| S1 |
3,243.0 |
3,243.0 |
3,303.5 |
3,205.5 |
| S2 |
3,168.0 |
3,168.0 |
3,289.0 |
|
| S3 |
3,010.0 |
3,085.0 |
3,274.6 |
|
| S4 |
2,852.0 |
2,927.0 |
3,231.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,381.0 |
3,251.0 |
130.0 |
3.9% |
74.4 |
2.2% |
88% |
True |
False |
887,230 |
| 10 |
3,409.0 |
3,251.0 |
158.0 |
4.7% |
65.1 |
1.9% |
72% |
False |
False |
962,304 |
| 20 |
3,474.0 |
3,251.0 |
223.0 |
6.6% |
67.9 |
2.0% |
51% |
False |
False |
1,077,156 |
| 40 |
3,474.0 |
3,107.0 |
367.0 |
10.9% |
75.6 |
2.2% |
70% |
False |
False |
1,366,560 |
| 60 |
3,753.0 |
3,107.0 |
646.0 |
19.2% |
75.8 |
2.3% |
40% |
False |
False |
1,235,483 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
68.8 |
2.0% |
32% |
False |
False |
927,856 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
66.7 |
2.0% |
32% |
False |
False |
742,508 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.7% |
69.8 |
2.1% |
32% |
False |
False |
621,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,814.5 |
|
2.618 |
3,648.0 |
|
1.618 |
3,546.0 |
|
1.000 |
3,483.0 |
|
0.618 |
3,444.0 |
|
HIGH |
3,381.0 |
|
0.618 |
3,342.0 |
|
0.500 |
3,330.0 |
|
0.382 |
3,318.0 |
|
LOW |
3,279.0 |
|
0.618 |
3,216.0 |
|
1.000 |
3,177.0 |
|
1.618 |
3,114.0 |
|
2.618 |
3,012.0 |
|
4.250 |
2,845.5 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,353.3 |
3,348.7 |
| PP |
3,341.7 |
3,332.3 |
| S1 |
3,330.0 |
3,316.0 |
|