| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,473.0 |
6,681.0 |
208.0 |
3.2% |
6,531.0 |
| High |
6,671.0 |
6,707.5 |
36.5 |
0.5% |
6,651.0 |
| Low |
6,457.0 |
6,607.0 |
150.0 |
2.3% |
6,380.5 |
| Close |
6,625.0 |
6,676.5 |
51.5 |
0.8% |
6,501.0 |
| Range |
214.0 |
100.5 |
-113.5 |
-53.0% |
270.5 |
| ATR |
144.8 |
141.7 |
-3.2 |
-2.2% |
0.0 |
| Volume |
816 |
419 |
-397 |
-48.7% |
3,428 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,965.2 |
6,921.3 |
6,731.8 |
|
| R3 |
6,864.7 |
6,820.8 |
6,704.1 |
|
| R2 |
6,764.2 |
6,764.2 |
6,694.9 |
|
| R1 |
6,720.3 |
6,720.3 |
6,685.7 |
6,692.0 |
| PP |
6,663.7 |
6,663.7 |
6,663.7 |
6,649.5 |
| S1 |
6,619.8 |
6,619.8 |
6,667.3 |
6,591.5 |
| S2 |
6,563.2 |
6,563.2 |
6,658.1 |
|
| S3 |
6,462.7 |
6,519.3 |
6,648.9 |
|
| S4 |
6,362.2 |
6,418.8 |
6,621.2 |
|
|
| 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 |
6,707.5 |
6,432.0 |
275.5 |
4.1% |
121.9 |
1.8% |
89% |
True |
False |
619 |
| 10 |
6,707.5 |
6,380.5 |
327.0 |
4.9% |
133.0 |
2.0% |
91% |
True |
False |
765 |
| 20 |
6,707.5 |
6,116.5 |
591.0 |
8.9% |
139.4 |
2.1% |
95% |
True |
False |
803 |
| 40 |
7,012.5 |
6,116.5 |
896.0 |
13.4% |
134.4 |
2.0% |
63% |
False |
False |
1,745 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.5% |
123.4 |
1.8% |
43% |
False |
False |
1,394 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.5% |
114.2 |
1.7% |
43% |
False |
False |
1,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,134.6 |
|
2.618 |
6,970.6 |
|
1.618 |
6,870.1 |
|
1.000 |
6,808.0 |
|
0.618 |
6,769.6 |
|
HIGH |
6,707.5 |
|
0.618 |
6,669.1 |
|
0.500 |
6,657.3 |
|
0.382 |
6,645.4 |
|
LOW |
6,607.0 |
|
0.618 |
6,544.9 |
|
1.000 |
6,506.5 |
|
1.618 |
6,444.4 |
|
2.618 |
6,343.9 |
|
4.250 |
6,179.9 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,670.1 |
6,640.9 |
| PP |
6,663.7 |
6,605.3 |
| S1 |
6,657.3 |
6,569.8 |
|