| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,366.0 |
6,420.0 |
54.0 |
0.8% |
6,535.5 |
| High |
6,456.5 |
6,441.0 |
-15.5 |
-0.2% |
6,585.5 |
| Low |
6,328.0 |
6,337.5 |
9.5 |
0.2% |
6,312.0 |
| Close |
6,445.5 |
6,407.5 |
-38.0 |
-0.6% |
6,434.5 |
| Range |
128.5 |
103.5 |
-25.0 |
-19.5% |
273.5 |
| ATR |
127.2 |
125.8 |
-1.4 |
-1.1% |
0.0 |
| Volume |
1,174 |
1,262 |
88 |
7.5% |
8,297 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,705.8 |
6,660.2 |
6,464.4 |
|
| R3 |
6,602.3 |
6,556.7 |
6,436.0 |
|
| R2 |
6,498.8 |
6,498.8 |
6,426.5 |
|
| R1 |
6,453.2 |
6,453.2 |
6,417.0 |
6,424.3 |
| PP |
6,395.3 |
6,395.3 |
6,395.3 |
6,380.9 |
| S1 |
6,349.7 |
6,349.7 |
6,398.0 |
6,320.8 |
| S2 |
6,291.8 |
6,291.8 |
6,388.5 |
|
| S3 |
6,188.3 |
6,246.2 |
6,379.0 |
|
| S4 |
6,084.8 |
6,142.7 |
6,350.6 |
|
|
| 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 |
2.3% |
106.7 |
1.7% |
66% |
False |
False |
1,263 |
| 10 |
6,616.0 |
6,312.0 |
304.0 |
4.7% |
107.8 |
1.7% |
31% |
False |
False |
1,390 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.6% |
113.3 |
1.8% |
22% |
False |
False |
1,065 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.7% |
128.9 |
2.0% |
47% |
False |
False |
960 |
| 60 |
7,174.0 |
6,116.5 |
1,057.5 |
16.5% |
128.6 |
2.0% |
28% |
False |
False |
1,608 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.4% |
117.4 |
1.8% |
22% |
False |
False |
1,283 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.4% |
113.3 |
1.8% |
22% |
False |
False |
1,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,880.9 |
|
2.618 |
6,712.0 |
|
1.618 |
6,608.5 |
|
1.000 |
6,544.5 |
|
0.618 |
6,505.0 |
|
HIGH |
6,441.0 |
|
0.618 |
6,401.5 |
|
0.500 |
6,389.3 |
|
0.382 |
6,377.0 |
|
LOW |
6,337.5 |
|
0.618 |
6,273.5 |
|
1.000 |
6,234.0 |
|
1.618 |
6,170.0 |
|
2.618 |
6,066.5 |
|
4.250 |
5,897.6 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,401.4 |
6,402.4 |
| PP |
6,395.3 |
6,397.3 |
| S1 |
6,389.3 |
6,392.3 |
|