| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,364.5 |
6,339.0 |
-25.5 |
-0.4% |
6,535.5 |
| High |
6,384.0 |
6,445.5 |
61.5 |
1.0% |
6,585.5 |
| Low |
6,312.0 |
6,320.5 |
8.5 |
0.1% |
6,312.0 |
| Close |
6,330.5 |
6,434.5 |
104.0 |
1.6% |
6,434.5 |
| Range |
72.0 |
125.0 |
53.0 |
73.6% |
273.5 |
| ATR |
129.1 |
128.9 |
-0.3 |
-0.2% |
0.0 |
| Volume |
1,792 |
1,029 |
-763 |
-42.6% |
8,297 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.2 |
6,729.8 |
6,503.3 |
|
| R3 |
6,650.2 |
6,604.8 |
6,468.9 |
|
| R2 |
6,525.2 |
6,525.2 |
6,457.4 |
|
| R1 |
6,479.8 |
6,479.8 |
6,446.0 |
6,502.5 |
| PP |
6,400.2 |
6,400.2 |
6,400.2 |
6,411.5 |
| S1 |
6,354.8 |
6,354.8 |
6,423.0 |
6,377.5 |
| S2 |
6,275.2 |
6,275.2 |
6,411.6 |
|
| S3 |
6,150.2 |
6,229.8 |
6,400.1 |
|
| S4 |
6,025.2 |
6,104.8 |
6,365.8 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,264.5 |
7,123.0 |
6,584.9 |
|
| R3 |
6,991.0 |
6,849.5 |
6,509.7 |
|
| R2 |
6,717.5 |
6,717.5 |
6,484.6 |
|
| R1 |
6,576.0 |
6,576.0 |
6,459.6 |
6,510.0 |
| PP |
6,444.0 |
6,444.0 |
6,444.0 |
6,411.0 |
| S1 |
6,302.5 |
6,302.5 |
6,409.4 |
6,236.5 |
| S2 |
6,170.5 |
6,170.5 |
6,384.4 |
|
| S3 |
5,897.0 |
6,029.0 |
6,359.3 |
|
| S4 |
5,623.5 |
5,755.5 |
6,284.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,585.5 |
6,312.0 |
273.5 |
4.3% |
101.6 |
1.6% |
45% |
False |
False |
1,659 |
| 10 |
6,738.0 |
6,312.0 |
426.0 |
6.6% |
103.5 |
1.6% |
29% |
False |
False |
1,310 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.6% |
115.4 |
1.8% |
29% |
False |
False |
1,008 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.7% |
130.8 |
2.0% |
51% |
False |
False |
909 |
| 60 |
7,273.5 |
6,116.5 |
1,157.0 |
18.0% |
128.0 |
2.0% |
27% |
False |
False |
1,592 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.3% |
115.6 |
1.8% |
24% |
False |
False |
1,242 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.3% |
111.6 |
1.7% |
24% |
False |
False |
1,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,976.8 |
|
2.618 |
6,772.8 |
|
1.618 |
6,647.8 |
|
1.000 |
6,570.5 |
|
0.618 |
6,522.8 |
|
HIGH |
6,445.5 |
|
0.618 |
6,397.8 |
|
0.500 |
6,383.0 |
|
0.382 |
6,368.3 |
|
LOW |
6,320.5 |
|
0.618 |
6,243.3 |
|
1.000 |
6,195.5 |
|
1.618 |
6,118.3 |
|
2.618 |
5,993.3 |
|
4.250 |
5,789.3 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,417.3 |
6,415.9 |
| PP |
6,400.2 |
6,397.3 |
| S1 |
6,383.0 |
6,378.8 |
|