| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,691.0 |
6,693.0 |
2.0 |
0.0% |
6,489.5 |
| High |
6,738.0 |
6,730.5 |
-7.5 |
-0.1% |
6,726.5 |
| Low |
6,673.0 |
6,643.0 |
-30.0 |
-0.4% |
6,432.0 |
| Close |
6,711.5 |
6,691.0 |
-20.5 |
-0.3% |
6,661.0 |
| Range |
65.0 |
87.5 |
22.5 |
34.6% |
294.5 |
| ATR |
137.2 |
133.7 |
-3.6 |
-2.6% |
0.0 |
| Volume |
299 |
1,638 |
1,339 |
447.8% |
3,629 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,950.7 |
6,908.3 |
6,739.1 |
|
| R3 |
6,863.2 |
6,820.8 |
6,715.1 |
|
| R2 |
6,775.7 |
6,775.7 |
6,707.0 |
|
| R1 |
6,733.3 |
6,733.3 |
6,699.0 |
6,710.8 |
| PP |
6,688.2 |
6,688.2 |
6,688.2 |
6,676.9 |
| S1 |
6,645.8 |
6,645.8 |
6,683.0 |
6,623.3 |
| S2 |
6,600.7 |
6,600.7 |
6,675.0 |
|
| S3 |
6,513.2 |
6,558.3 |
6,666.9 |
|
| S4 |
6,425.7 |
6,470.8 |
6,642.9 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,490.0 |
7,370.0 |
6,823.0 |
|
| R3 |
7,195.5 |
7,075.5 |
6,742.0 |
|
| R2 |
6,901.0 |
6,901.0 |
6,715.0 |
|
| R1 |
6,781.0 |
6,781.0 |
6,688.0 |
6,841.0 |
| PP |
6,606.5 |
6,606.5 |
6,606.5 |
6,636.5 |
| S1 |
6,486.5 |
6,486.5 |
6,634.0 |
6,546.5 |
| S2 |
6,312.0 |
6,312.0 |
6,607.0 |
|
| S3 |
6,017.5 |
6,192.0 |
6,580.0 |
|
| S4 |
5,723.0 |
5,897.5 |
6,499.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,738.0 |
6,550.0 |
188.0 |
2.8% |
107.5 |
1.6% |
75% |
False |
False |
794 |
| 10 |
6,738.0 |
6,432.0 |
306.0 |
4.6% |
113.4 |
1.7% |
85% |
False |
False |
727 |
| 20 |
6,738.0 |
6,116.5 |
621.5 |
9.3% |
132.5 |
2.0% |
92% |
False |
False |
799 |
| 40 |
6,956.0 |
6,116.5 |
839.5 |
12.5% |
133.6 |
2.0% |
68% |
False |
False |
1,498 |
| 60 |
7,327.0 |
6,116.5 |
1,210.5 |
18.1% |
125.7 |
1.9% |
47% |
False |
False |
1,441 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.5% |
114.2 |
1.7% |
44% |
False |
False |
1,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,102.4 |
|
2.618 |
6,959.6 |
|
1.618 |
6,872.1 |
|
1.000 |
6,818.0 |
|
0.618 |
6,784.6 |
|
HIGH |
6,730.5 |
|
0.618 |
6,697.1 |
|
0.500 |
6,686.8 |
|
0.382 |
6,676.4 |
|
LOW |
6,643.0 |
|
0.618 |
6,588.9 |
|
1.000 |
6,555.5 |
|
1.618 |
6,501.4 |
|
2.618 |
6,413.9 |
|
4.250 |
6,271.1 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,689.6 |
6,675.3 |
| PP |
6,688.2 |
6,659.7 |
| S1 |
6,686.8 |
6,644.0 |
|