| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,693.0 |
6,654.5 |
-38.5 |
-0.6% |
6,489.5 |
| High |
6,730.5 |
6,656.5 |
-74.0 |
-1.1% |
6,726.5 |
| Low |
6,643.0 |
6,515.5 |
-127.5 |
-1.9% |
6,432.0 |
| Close |
6,691.0 |
6,534.0 |
-157.0 |
-2.3% |
6,661.0 |
| Range |
87.5 |
141.0 |
53.5 |
61.1% |
294.5 |
| ATR |
133.7 |
136.7 |
3.0 |
2.2% |
0.0 |
| Volume |
1,638 |
754 |
-884 |
-54.0% |
3,629 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,991.7 |
6,903.8 |
6,611.6 |
|
| R3 |
6,850.7 |
6,762.8 |
6,572.8 |
|
| R2 |
6,709.7 |
6,709.7 |
6,559.9 |
|
| R1 |
6,621.8 |
6,621.8 |
6,546.9 |
6,595.3 |
| PP |
6,568.7 |
6,568.7 |
6,568.7 |
6,555.4 |
| S1 |
6,480.8 |
6,480.8 |
6,521.1 |
6,454.3 |
| S2 |
6,427.7 |
6,427.7 |
6,508.2 |
|
| S3 |
6,286.7 |
6,339.8 |
6,495.2 |
|
| S4 |
6,145.7 |
6,198.8 |
6,456.5 |
|
|
| 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 |
6,515.5 |
222.5 |
3.4% |
115.6 |
1.8% |
8% |
False |
True |
861 |
| 10 |
6,738.0 |
6,432.0 |
306.0 |
4.7% |
118.8 |
1.8% |
33% |
False |
False |
740 |
| 20 |
6,738.0 |
6,326.0 |
412.0 |
6.3% |
128.2 |
2.0% |
50% |
False |
False |
778 |
| 40 |
6,920.0 |
6,116.5 |
803.5 |
12.3% |
134.8 |
2.1% |
52% |
False |
False |
1,334 |
| 60 |
7,292.0 |
6,116.5 |
1,175.5 |
18.0% |
125.1 |
1.9% |
36% |
False |
False |
1,449 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
114.5 |
1.8% |
32% |
False |
False |
1,137 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
110.7 |
1.7% |
32% |
False |
False |
951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,255.8 |
|
2.618 |
7,025.6 |
|
1.618 |
6,884.6 |
|
1.000 |
6,797.5 |
|
0.618 |
6,743.6 |
|
HIGH |
6,656.5 |
|
0.618 |
6,602.6 |
|
0.500 |
6,586.0 |
|
0.382 |
6,569.4 |
|
LOW |
6,515.5 |
|
0.618 |
6,428.4 |
|
1.000 |
6,374.5 |
|
1.618 |
6,287.4 |
|
2.618 |
6,146.4 |
|
4.250 |
5,916.3 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,586.0 |
6,626.8 |
| PP |
6,568.7 |
6,595.8 |
| S1 |
6,551.3 |
6,564.9 |
|