| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,463.5 |
6,390.0 |
-73.5 |
-1.1% |
6,691.0 |
| High |
6,474.0 |
6,430.0 |
-44.0 |
-0.7% |
6,738.0 |
| Low |
6,354.5 |
6,359.0 |
4.5 |
0.1% |
6,472.0 |
| Close |
6,378.0 |
6,416.0 |
38.0 |
0.6% |
6,550.0 |
| Range |
119.5 |
71.0 |
-48.5 |
-40.6% |
266.0 |
| ATR |
135.7 |
131.1 |
-4.6 |
-3.4% |
0.0 |
| Volume |
1,734 |
2,563 |
829 |
47.8% |
4,807 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,614.7 |
6,586.3 |
6,455.1 |
|
| R3 |
6,543.7 |
6,515.3 |
6,435.5 |
|
| R2 |
6,472.7 |
6,472.7 |
6,429.0 |
|
| R1 |
6,444.3 |
6,444.3 |
6,422.5 |
6,458.5 |
| PP |
6,401.7 |
6,401.7 |
6,401.7 |
6,408.8 |
| S1 |
6,373.3 |
6,373.3 |
6,409.5 |
6,387.5 |
| S2 |
6,330.7 |
6,330.7 |
6,403.0 |
|
| S3 |
6,259.7 |
6,302.3 |
6,396.5 |
|
| S4 |
6,188.7 |
6,231.3 |
6,377.0 |
|
|
| 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 |
6,616.0 |
6,354.5 |
261.5 |
4.1% |
108.9 |
1.7% |
24% |
False |
False |
1,518 |
| 10 |
6,738.0 |
6,354.5 |
383.5 |
6.0% |
112.3 |
1.7% |
16% |
False |
False |
1,189 |
| 20 |
6,738.0 |
6,354.5 |
383.5 |
6.0% |
122.6 |
1.9% |
16% |
False |
False |
977 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.7% |
132.8 |
2.1% |
48% |
False |
False |
924 |
| 60 |
7,292.0 |
6,116.5 |
1,175.5 |
18.3% |
126.7 |
2.0% |
25% |
False |
False |
1,558 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.3% |
115.4 |
1.8% |
23% |
False |
False |
1,213 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.3% |
111.2 |
1.7% |
23% |
False |
False |
1,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,731.8 |
|
2.618 |
6,615.9 |
|
1.618 |
6,544.9 |
|
1.000 |
6,501.0 |
|
0.618 |
6,473.9 |
|
HIGH |
6,430.0 |
|
0.618 |
6,402.9 |
|
0.500 |
6,394.5 |
|
0.382 |
6,386.1 |
|
LOW |
6,359.0 |
|
0.618 |
6,315.1 |
|
1.000 |
6,288.0 |
|
1.618 |
6,244.1 |
|
2.618 |
6,173.1 |
|
4.250 |
6,057.3 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,408.8 |
6,470.0 |
| PP |
6,401.7 |
6,452.0 |
| S1 |
6,394.5 |
6,434.0 |
|