| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,252.00 |
1,284.50 |
32.50 |
2.6% |
1,255.00 |
| High |
1,286.00 |
1,293.25 |
7.25 |
0.6% |
1,291.00 |
| Low |
1,249.50 |
1,277.50 |
28.00 |
2.2% |
1,234.00 |
| Close |
1,284.50 |
1,289.50 |
5.00 |
0.4% |
1,262.00 |
| Range |
36.50 |
15.75 |
-20.75 |
-56.8% |
57.00 |
| ATR |
25.09 |
24.42 |
-0.67 |
-2.7% |
0.00 |
| Volume |
1,981 |
2,430 |
449 |
22.7% |
15,091 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.00 |
1,327.50 |
1,298.25 |
|
| R3 |
1,318.25 |
1,311.75 |
1,293.75 |
|
| R2 |
1,302.50 |
1,302.50 |
1,292.50 |
|
| R1 |
1,296.00 |
1,296.00 |
1,291.00 |
1,299.25 |
| PP |
1,286.75 |
1,286.75 |
1,286.75 |
1,288.50 |
| S1 |
1,280.25 |
1,280.25 |
1,288.00 |
1,283.50 |
| S2 |
1,271.00 |
1,271.00 |
1,286.50 |
|
| S3 |
1,255.25 |
1,264.50 |
1,285.25 |
|
| S4 |
1,239.50 |
1,248.75 |
1,280.75 |
|
|
| 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 |
1,293.25 |
1,248.00 |
45.25 |
3.5% |
22.50 |
1.7% |
92% |
True |
False |
3,180 |
| 10 |
1,293.25 |
1,234.00 |
59.25 |
4.6% |
24.00 |
1.9% |
94% |
True |
False |
3,340 |
| 20 |
1,293.25 |
1,202.00 |
91.25 |
7.1% |
26.00 |
2.0% |
96% |
True |
False |
3,975 |
| 40 |
1,371.75 |
1,202.00 |
169.75 |
13.2% |
24.25 |
1.9% |
52% |
False |
False |
2,938 |
| 60 |
1,443.50 |
1,202.00 |
241.50 |
18.7% |
20.75 |
1.6% |
36% |
False |
False |
2,044 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.7% |
18.00 |
1.4% |
36% |
False |
False |
1,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.25 |
|
2.618 |
1,334.50 |
|
1.618 |
1,318.75 |
|
1.000 |
1,309.00 |
|
0.618 |
1,303.00 |
|
HIGH |
1,293.25 |
|
0.618 |
1,287.25 |
|
0.500 |
1,285.50 |
|
0.382 |
1,283.50 |
|
LOW |
1,277.50 |
|
0.618 |
1,267.75 |
|
1.000 |
1,261.75 |
|
1.618 |
1,252.00 |
|
2.618 |
1,236.25 |
|
4.250 |
1,210.50 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.00 |
1,283.25 |
| PP |
1,286.75 |
1,277.00 |
| S1 |
1,285.50 |
1,270.50 |
|