| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,547.0 |
6,489.5 |
-57.5 |
-0.9% |
6,531.0 |
| High |
6,597.0 |
6,504.5 |
-92.5 |
-1.4% |
6,651.0 |
| Low |
6,481.5 |
6,432.0 |
-49.5 |
-0.8% |
6,380.5 |
| Close |
6,501.0 |
6,446.0 |
-55.0 |
-0.8% |
6,501.0 |
| Range |
115.5 |
72.5 |
-43.0 |
-37.2% |
270.5 |
| ATR |
143.7 |
138.7 |
-5.1 |
-3.5% |
0.0 |
| Volume |
384 |
780 |
396 |
103.1% |
3,428 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,678.3 |
6,634.7 |
6,485.9 |
|
| R3 |
6,605.8 |
6,562.2 |
6,465.9 |
|
| R2 |
6,533.3 |
6,533.3 |
6,459.3 |
|
| R1 |
6,489.7 |
6,489.7 |
6,452.6 |
6,475.3 |
| PP |
6,460.8 |
6,460.8 |
6,460.8 |
6,453.6 |
| S1 |
6,417.2 |
6,417.2 |
6,439.4 |
6,402.8 |
| S2 |
6,388.3 |
6,388.3 |
6,432.7 |
|
| S3 |
6,315.8 |
6,344.7 |
6,426.1 |
|
| S4 |
6,243.3 |
6,272.2 |
6,406.1 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.3 |
7,182.2 |
6,649.8 |
|
| R3 |
7,051.8 |
6,911.7 |
6,575.4 |
|
| R2 |
6,781.3 |
6,781.3 |
6,550.6 |
|
| R1 |
6,641.2 |
6,641.2 |
6,525.8 |
6,576.0 |
| PP |
6,510.8 |
6,510.8 |
6,510.8 |
6,478.3 |
| S1 |
6,370.7 |
6,370.7 |
6,476.2 |
6,305.5 |
| S2 |
6,240.3 |
6,240.3 |
6,451.4 |
|
| S3 |
5,969.8 |
6,100.2 |
6,426.6 |
|
| S4 |
5,699.3 |
5,829.7 |
6,352.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,651.0 |
6,380.5 |
270.5 |
4.2% |
111.7 |
1.7% |
24% |
False |
False |
651 |
| 10 |
6,690.0 |
6,380.5 |
309.5 |
4.8% |
126.1 |
2.0% |
21% |
False |
False |
799 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.9% |
137.2 |
2.1% |
57% |
False |
False |
806 |
| 40 |
7,012.5 |
6,116.5 |
896.0 |
13.9% |
133.2 |
2.1% |
37% |
False |
False |
1,805 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
20.2% |
121.1 |
1.9% |
25% |
False |
False |
1,384 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.2% |
112.0 |
1.7% |
25% |
False |
False |
1,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,812.6 |
|
2.618 |
6,694.3 |
|
1.618 |
6,621.8 |
|
1.000 |
6,577.0 |
|
0.618 |
6,549.3 |
|
HIGH |
6,504.5 |
|
0.618 |
6,476.8 |
|
0.500 |
6,468.3 |
|
0.382 |
6,459.7 |
|
LOW |
6,432.0 |
|
0.618 |
6,387.2 |
|
1.000 |
6,359.5 |
|
1.618 |
6,314.7 |
|
2.618 |
6,242.2 |
|
4.250 |
6,123.9 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,468.3 |
6,541.5 |
| PP |
6,460.8 |
6,509.7 |
| S1 |
6,453.4 |
6,477.8 |
|