| 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 |
3,320.0 |
3,320.0 |
0.0 |
0.0% |
3,389.0 |
| High |
3,341.0 |
3,401.0 |
60.0 |
1.8% |
3,429.0 |
| Low |
3,288.0 |
3,300.0 |
12.0 |
0.4% |
3,272.0 |
| Close |
3,325.0 |
3,386.0 |
61.0 |
1.8% |
3,338.0 |
| Range |
53.0 |
101.0 |
48.0 |
90.6% |
157.0 |
| ATR |
67.6 |
70.0 |
2.4 |
3.5% |
0.0 |
| Volume |
6,344 |
18,738 |
12,394 |
195.4% |
34,002 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,665.3 |
3,626.7 |
3,441.6 |
|
| R3 |
3,564.3 |
3,525.7 |
3,413.8 |
|
| R2 |
3,463.3 |
3,463.3 |
3,404.5 |
|
| R1 |
3,424.7 |
3,424.7 |
3,395.3 |
3,444.0 |
| PP |
3,362.3 |
3,362.3 |
3,362.3 |
3,372.0 |
| S1 |
3,323.7 |
3,323.7 |
3,376.7 |
3,343.0 |
| S2 |
3,261.3 |
3,261.3 |
3,367.5 |
|
| S3 |
3,160.3 |
3,222.7 |
3,358.2 |
|
| S4 |
3,059.3 |
3,121.7 |
3,330.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,817.3 |
3,734.7 |
3,424.4 |
|
| R3 |
3,660.3 |
3,577.7 |
3,381.2 |
|
| R2 |
3,503.3 |
3,503.3 |
3,366.8 |
|
| R1 |
3,420.7 |
3,420.7 |
3,352.4 |
3,383.5 |
| PP |
3,346.3 |
3,346.3 |
3,346.3 |
3,327.8 |
| S1 |
3,263.7 |
3,263.7 |
3,323.6 |
3,226.5 |
| S2 |
3,189.3 |
3,189.3 |
3,309.2 |
|
| S3 |
3,032.3 |
3,106.7 |
3,294.8 |
|
| S4 |
2,875.3 |
2,949.7 |
3,251.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,401.0 |
3,274.0 |
127.0 |
3.8% |
69.4 |
2.0% |
88% |
True |
False |
11,926 |
| 10 |
3,429.0 |
3,272.0 |
157.0 |
4.6% |
60.9 |
1.8% |
73% |
False |
False |
8,690 |
| 20 |
3,494.0 |
3,272.0 |
222.0 |
6.6% |
63.5 |
1.9% |
51% |
False |
False |
5,129 |
| 40 |
3,494.0 |
3,133.0 |
361.0 |
10.7% |
68.5 |
2.0% |
70% |
False |
False |
4,992 |
| 60 |
3,779.0 |
3,133.0 |
646.0 |
19.1% |
70.1 |
2.1% |
39% |
False |
False |
6,403 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
23.6% |
62.5 |
1.8% |
32% |
False |
False |
5,250 |
| 100 |
3,931.0 |
3,133.0 |
798.0 |
23.6% |
59.0 |
1.7% |
32% |
False |
False |
4,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,830.3 |
|
2.618 |
3,665.4 |
|
1.618 |
3,564.4 |
|
1.000 |
3,502.0 |
|
0.618 |
3,463.4 |
|
HIGH |
3,401.0 |
|
0.618 |
3,362.4 |
|
0.500 |
3,350.5 |
|
0.382 |
3,338.6 |
|
LOW |
3,300.0 |
|
0.618 |
3,237.6 |
|
1.000 |
3,199.0 |
|
1.618 |
3,136.6 |
|
2.618 |
3,035.6 |
|
4.250 |
2,870.8 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,374.2 |
3,369.8 |
| PP |
3,362.3 |
3,353.7 |
| S1 |
3,350.5 |
3,337.5 |
|