| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,426.0 |
6,366.0 |
-60.0 |
-0.9% |
6,535.5 |
| High |
6,450.5 |
6,456.5 |
6.0 |
0.1% |
6,585.5 |
| Low |
6,346.0 |
6,328.0 |
-18.0 |
-0.3% |
6,312.0 |
| Close |
6,390.0 |
6,445.5 |
55.5 |
0.9% |
6,434.5 |
| Range |
104.5 |
128.5 |
24.0 |
23.0% |
273.5 |
| ATR |
127.1 |
127.2 |
0.1 |
0.1% |
0.0 |
| Volume |
1,059 |
1,174 |
115 |
10.9% |
8,297 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.5 |
6,749.0 |
6,516.2 |
|
| R3 |
6,667.0 |
6,620.5 |
6,480.8 |
|
| R2 |
6,538.5 |
6,538.5 |
6,469.1 |
|
| R1 |
6,492.0 |
6,492.0 |
6,457.3 |
6,515.3 |
| PP |
6,410.0 |
6,410.0 |
6,410.0 |
6,421.6 |
| S1 |
6,363.5 |
6,363.5 |
6,433.7 |
6,386.8 |
| S2 |
6,281.5 |
6,281.5 |
6,421.9 |
|
| S3 |
6,153.0 |
6,235.0 |
6,410.2 |
|
| S4 |
6,024.5 |
6,106.5 |
6,374.8 |
|
|
| 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 |
6,456.5 |
6,312.0 |
144.5 |
2.2% |
100.2 |
1.6% |
92% |
True |
False |
1,523 |
| 10 |
6,656.5 |
6,312.0 |
344.5 |
5.3% |
111.6 |
1.7% |
39% |
False |
False |
1,340 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.6% |
112.5 |
1.7% |
31% |
False |
False |
1,033 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.6% |
129.5 |
2.0% |
53% |
False |
False |
937 |
| 60 |
7,174.0 |
6,116.5 |
1,057.5 |
16.4% |
128.3 |
2.0% |
31% |
False |
False |
1,611 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.2% |
116.9 |
1.8% |
25% |
False |
False |
1,268 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.2% |
112.7 |
1.7% |
25% |
False |
False |
1,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,002.6 |
|
2.618 |
6,792.9 |
|
1.618 |
6,664.4 |
|
1.000 |
6,585.0 |
|
0.618 |
6,535.9 |
|
HIGH |
6,456.5 |
|
0.618 |
6,407.4 |
|
0.500 |
6,392.3 |
|
0.382 |
6,377.1 |
|
LOW |
6,328.0 |
|
0.618 |
6,248.6 |
|
1.000 |
6,199.5 |
|
1.618 |
6,120.1 |
|
2.618 |
5,991.6 |
|
4.250 |
5,781.9 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,427.8 |
6,426.5 |
| PP |
6,410.0 |
6,407.5 |
| S1 |
6,392.3 |
6,388.5 |
|