| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,390.0 |
6,364.5 |
-25.5 |
-0.4% |
6,691.0 |
| High |
6,430.0 |
6,384.0 |
-46.0 |
-0.7% |
6,738.0 |
| Low |
6,359.0 |
6,312.0 |
-47.0 |
-0.7% |
6,472.0 |
| Close |
6,416.0 |
6,330.5 |
-85.5 |
-1.3% |
6,550.0 |
| Range |
71.0 |
72.0 |
1.0 |
1.4% |
266.0 |
| ATR |
131.1 |
129.1 |
-1.9 |
-1.5% |
0.0 |
| Volume |
2,563 |
1,792 |
-771 |
-30.1% |
4,807 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,558.2 |
6,516.3 |
6,370.1 |
|
| R3 |
6,486.2 |
6,444.3 |
6,350.3 |
|
| R2 |
6,414.2 |
6,414.2 |
6,343.7 |
|
| R1 |
6,372.3 |
6,372.3 |
6,337.1 |
6,357.3 |
| PP |
6,342.2 |
6,342.2 |
6,342.2 |
6,334.6 |
| S1 |
6,300.3 |
6,300.3 |
6,323.9 |
6,285.3 |
| S2 |
6,270.2 |
6,270.2 |
6,317.3 |
|
| S3 |
6,198.2 |
6,228.3 |
6,310.7 |
|
| S4 |
6,126.2 |
6,156.3 |
6,290.9 |
|
|
| 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 |
6,312.0 |
304.0 |
4.8% |
101.5 |
1.6% |
6% |
False |
True |
1,704 |
| 10 |
6,738.0 |
6,312.0 |
426.0 |
6.7% |
107.3 |
1.7% |
4% |
False |
True |
1,288 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.7% |
116.6 |
1.8% |
4% |
False |
True |
1,008 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.8% |
130.3 |
2.1% |
34% |
False |
False |
901 |
| 60 |
7,292.0 |
6,116.5 |
1,175.5 |
18.6% |
126.5 |
2.0% |
18% |
False |
False |
1,583 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.6% |
115.1 |
1.8% |
16% |
False |
False |
1,231 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.6% |
111.3 |
1.8% |
16% |
False |
False |
1,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,690.0 |
|
2.618 |
6,572.5 |
|
1.618 |
6,500.5 |
|
1.000 |
6,456.0 |
|
0.618 |
6,428.5 |
|
HIGH |
6,384.0 |
|
0.618 |
6,356.5 |
|
0.500 |
6,348.0 |
|
0.382 |
6,339.5 |
|
LOW |
6,312.0 |
|
0.618 |
6,267.5 |
|
1.000 |
6,240.0 |
|
1.618 |
6,195.5 |
|
2.618 |
6,123.5 |
|
4.250 |
6,006.0 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,348.0 |
6,393.0 |
| PP |
6,342.2 |
6,372.2 |
| S1 |
6,336.3 |
6,351.3 |
|