| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,267.50 |
1,260.50 |
-7.00 |
-0.6% |
1,255.00 |
| High |
1,275.25 |
1,264.00 |
-11.25 |
-0.9% |
1,291.00 |
| Low |
1,255.00 |
1,248.00 |
-7.00 |
-0.6% |
1,234.00 |
| Close |
1,262.00 |
1,250.25 |
-11.75 |
-0.9% |
1,262.00 |
| Range |
20.25 |
16.00 |
-4.25 |
-21.0% |
57.00 |
| ATR |
24.84 |
24.21 |
-0.63 |
-2.5% |
0.00 |
| Volume |
4,159 |
4,078 |
-81 |
-1.9% |
15,091 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.00 |
1,292.25 |
1,259.00 |
|
| R3 |
1,286.00 |
1,276.25 |
1,254.75 |
|
| R2 |
1,270.00 |
1,270.00 |
1,253.25 |
|
| R1 |
1,260.25 |
1,260.25 |
1,251.75 |
1,257.00 |
| PP |
1,254.00 |
1,254.00 |
1,254.00 |
1,252.50 |
| S1 |
1,244.25 |
1,244.25 |
1,248.75 |
1,241.00 |
| S2 |
1,238.00 |
1,238.00 |
1,247.25 |
|
| S3 |
1,222.00 |
1,228.25 |
1,245.75 |
|
| S4 |
1,206.00 |
1,212.25 |
1,241.50 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.25 |
1,404.75 |
1,293.25 |
|
| R3 |
1,376.25 |
1,347.75 |
1,277.75 |
|
| R2 |
1,319.25 |
1,319.25 |
1,272.50 |
|
| R1 |
1,290.75 |
1,290.75 |
1,267.25 |
1,305.00 |
| PP |
1,262.25 |
1,262.25 |
1,262.25 |
1,269.50 |
| S1 |
1,233.75 |
1,233.75 |
1,256.75 |
1,248.00 |
| S2 |
1,205.25 |
1,205.25 |
1,251.50 |
|
| S3 |
1,148.25 |
1,176.75 |
1,246.25 |
|
| S4 |
1,091.25 |
1,119.75 |
1,230.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.00 |
1,234.00 |
57.00 |
4.6% |
23.00 |
1.8% |
29% |
False |
False |
3,305 |
| 10 |
1,293.00 |
1,234.00 |
59.00 |
4.7% |
23.50 |
1.9% |
28% |
False |
False |
3,453 |
| 20 |
1,293.00 |
1,202.00 |
91.00 |
7.3% |
27.00 |
2.1% |
53% |
False |
False |
3,916 |
| 40 |
1,371.75 |
1,202.00 |
169.75 |
13.6% |
24.00 |
1.9% |
28% |
False |
False |
2,841 |
| 60 |
1,443.50 |
1,202.00 |
241.50 |
19.3% |
20.50 |
1.6% |
20% |
False |
False |
1,970 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
19.3% |
17.50 |
1.4% |
20% |
False |
False |
1,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.00 |
|
2.618 |
1,306.00 |
|
1.618 |
1,290.00 |
|
1.000 |
1,280.00 |
|
0.618 |
1,274.00 |
|
HIGH |
1,264.00 |
|
0.618 |
1,258.00 |
|
0.500 |
1,256.00 |
|
0.382 |
1,254.00 |
|
LOW |
1,248.00 |
|
0.618 |
1,238.00 |
|
1.000 |
1,232.00 |
|
1.618 |
1,222.00 |
|
2.618 |
1,206.00 |
|
4.250 |
1,180.00 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,256.00 |
1,269.50 |
| PP |
1,254.00 |
1,263.00 |
| S1 |
1,252.25 |
1,256.75 |
|