| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,573.0 |
6,535.5 |
-37.5 |
-0.6% |
6,691.0 |
| High |
6,616.0 |
6,585.5 |
-30.5 |
-0.5% |
6,738.0 |
| Low |
6,491.5 |
6,465.0 |
-26.5 |
-0.4% |
6,472.0 |
| Close |
6,550.0 |
6,525.5 |
-24.5 |
-0.4% |
6,550.0 |
| Range |
124.5 |
120.5 |
-4.0 |
-3.2% |
266.0 |
| ATR |
134.0 |
133.0 |
-1.0 |
-0.7% |
0.0 |
| Volume |
1,256 |
1,179 |
-77 |
-6.1% |
4,807 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,886.8 |
6,826.7 |
6,591.8 |
|
| R3 |
6,766.3 |
6,706.2 |
6,558.6 |
|
| R2 |
6,645.8 |
6,645.8 |
6,547.6 |
|
| R1 |
6,585.7 |
6,585.7 |
6,536.5 |
6,555.5 |
| PP |
6,525.3 |
6,525.3 |
6,525.3 |
6,510.3 |
| S1 |
6,465.2 |
6,465.2 |
6,514.5 |
6,435.0 |
| S2 |
6,404.8 |
6,404.8 |
6,503.4 |
|
| S3 |
6,284.3 |
6,344.7 |
6,492.4 |
|
| S4 |
6,163.8 |
6,224.2 |
6,459.2 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,384.7 |
7,233.3 |
6,696.3 |
|
| R3 |
7,118.7 |
6,967.3 |
6,623.2 |
|
| R2 |
6,852.7 |
6,852.7 |
6,598.8 |
|
| R1 |
6,701.3 |
6,701.3 |
6,574.4 |
6,644.0 |
| PP |
6,586.7 |
6,586.7 |
6,586.7 |
6,558.0 |
| S1 |
6,435.3 |
6,435.3 |
6,525.6 |
6,378.0 |
| S2 |
6,320.7 |
6,320.7 |
6,501.2 |
|
| S3 |
6,054.7 |
6,169.3 |
6,476.9 |
|
| S4 |
5,788.7 |
5,903.3 |
6,403.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,730.5 |
6,465.0 |
265.5 |
4.1% |
116.5 |
1.8% |
23% |
False |
True |
1,137 |
| 10 |
6,738.0 |
6,457.0 |
281.0 |
4.3% |
124.7 |
1.9% |
24% |
False |
False |
883 |
| 20 |
6,738.0 |
6,380.5 |
357.5 |
5.5% |
125.4 |
1.9% |
41% |
False |
False |
841 |
| 40 |
6,775.0 |
6,116.5 |
658.5 |
10.1% |
134.1 |
2.1% |
62% |
False |
False |
840 |
| 60 |
7,292.0 |
6,116.5 |
1,175.5 |
18.0% |
127.0 |
1.9% |
35% |
False |
False |
1,493 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
114.1 |
1.7% |
31% |
False |
False |
1,165 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
112.1 |
1.7% |
31% |
False |
False |
982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,097.6 |
|
2.618 |
6,901.0 |
|
1.618 |
6,780.5 |
|
1.000 |
6,706.0 |
|
0.618 |
6,660.0 |
|
HIGH |
6,585.5 |
|
0.618 |
6,539.5 |
|
0.500 |
6,525.3 |
|
0.382 |
6,511.0 |
|
LOW |
6,465.0 |
|
0.618 |
6,390.5 |
|
1.000 |
6,344.5 |
|
1.618 |
6,270.0 |
|
2.618 |
6,149.5 |
|
4.250 |
5,952.9 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,525.4 |
6,540.5 |
| PP |
6,525.3 |
6,535.5 |
| S1 |
6,525.3 |
6,530.5 |
|