| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,535.5 |
6,463.5 |
-72.0 |
-1.1% |
6,691.0 |
| High |
6,585.5 |
6,474.0 |
-111.5 |
-1.7% |
6,738.0 |
| Low |
6,465.0 |
6,354.5 |
-110.5 |
-1.7% |
6,472.0 |
| Close |
6,525.5 |
6,378.0 |
-147.5 |
-2.3% |
6,550.0 |
| Range |
120.5 |
119.5 |
-1.0 |
-0.8% |
266.0 |
| ATR |
133.0 |
135.7 |
2.7 |
2.0% |
0.0 |
| Volume |
1,179 |
1,734 |
555 |
47.1% |
4,807 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,760.7 |
6,688.8 |
6,443.7 |
|
| R3 |
6,641.2 |
6,569.3 |
6,410.9 |
|
| R2 |
6,521.7 |
6,521.7 |
6,399.9 |
|
| R1 |
6,449.8 |
6,449.8 |
6,389.0 |
6,426.0 |
| PP |
6,402.2 |
6,402.2 |
6,402.2 |
6,390.3 |
| S1 |
6,330.3 |
6,330.3 |
6,367.0 |
6,306.5 |
| S2 |
6,282.7 |
6,282.7 |
6,356.1 |
|
| S3 |
6,163.2 |
6,210.8 |
6,345.1 |
|
| S4 |
6,043.7 |
6,091.3 |
6,312.3 |
|
|
| 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 |
6,656.5 |
6,354.5 |
302.0 |
4.7% |
122.9 |
1.9% |
8% |
False |
True |
1,156 |
| 10 |
6,738.0 |
6,354.5 |
383.5 |
6.0% |
115.2 |
1.8% |
6% |
False |
True |
975 |
| 20 |
6,738.0 |
6,354.5 |
383.5 |
6.0% |
122.5 |
1.9% |
6% |
False |
True |
876 |
| 40 |
6,775.0 |
6,116.5 |
658.5 |
10.3% |
133.3 |
2.1% |
40% |
False |
False |
871 |
| 60 |
7,292.0 |
6,116.5 |
1,175.5 |
18.4% |
127.6 |
2.0% |
22% |
False |
False |
1,518 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.5% |
115.0 |
1.8% |
20% |
False |
False |
1,185 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.5% |
112.2 |
1.8% |
20% |
False |
False |
997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,981.9 |
|
2.618 |
6,786.9 |
|
1.618 |
6,667.4 |
|
1.000 |
6,593.5 |
|
0.618 |
6,547.9 |
|
HIGH |
6,474.0 |
|
0.618 |
6,428.4 |
|
0.500 |
6,414.3 |
|
0.382 |
6,400.1 |
|
LOW |
6,354.5 |
|
0.618 |
6,280.6 |
|
1.000 |
6,235.0 |
|
1.618 |
6,161.1 |
|
2.618 |
6,041.6 |
|
4.250 |
5,846.6 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,414.3 |
6,485.3 |
| PP |
6,402.2 |
6,449.5 |
| S1 |
6,390.1 |
6,413.8 |
|