| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,293.25 |
1,304.25 |
11.00 |
0.9% |
1,260.50 |
| High |
1,315.25 |
1,309.00 |
-6.25 |
-0.5% |
1,299.25 |
| Low |
1,290.25 |
1,287.25 |
-3.00 |
-0.2% |
1,248.00 |
| Close |
1,307.00 |
1,293.00 |
-14.00 |
-1.1% |
1,294.00 |
| Range |
25.00 |
21.75 |
-3.25 |
-13.0% |
51.25 |
| ATR |
25.25 |
25.00 |
-0.25 |
-1.0% |
0.00 |
| Volume |
2,468 |
4,330 |
1,862 |
75.4% |
18,908 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,361.75 |
1,349.00 |
1,305.00 |
|
| R3 |
1,340.00 |
1,327.25 |
1,299.00 |
|
| R2 |
1,318.25 |
1,318.25 |
1,297.00 |
|
| R1 |
1,305.50 |
1,305.50 |
1,295.00 |
1,301.00 |
| PP |
1,296.50 |
1,296.50 |
1,296.50 |
1,294.00 |
| S1 |
1,283.75 |
1,283.75 |
1,291.00 |
1,279.25 |
| S2 |
1,274.75 |
1,274.75 |
1,289.00 |
|
| S3 |
1,253.00 |
1,262.00 |
1,287.00 |
|
| S4 |
1,231.25 |
1,240.25 |
1,281.00 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.25 |
1,415.25 |
1,322.25 |
|
| R3 |
1,383.00 |
1,364.00 |
1,308.00 |
|
| R2 |
1,331.75 |
1,331.75 |
1,303.50 |
|
| R1 |
1,312.75 |
1,312.75 |
1,298.75 |
1,322.25 |
| PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,285.00 |
| S1 |
1,261.50 |
1,261.50 |
1,289.25 |
1,271.00 |
| S2 |
1,229.25 |
1,229.25 |
1,284.50 |
|
| S3 |
1,178.00 |
1,210.25 |
1,280.00 |
|
| S4 |
1,126.75 |
1,159.00 |
1,265.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.25 |
1,263.50 |
51.75 |
4.0% |
24.75 |
1.9% |
57% |
False |
False |
3,929 |
| 10 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
24.50 |
1.9% |
67% |
False |
False |
3,577 |
| 20 |
1,315.25 |
1,204.25 |
111.00 |
8.6% |
25.00 |
1.9% |
80% |
False |
False |
3,838 |
| 40 |
1,354.75 |
1,202.00 |
152.75 |
11.8% |
25.00 |
1.9% |
60% |
False |
False |
3,354 |
| 60 |
1,421.75 |
1,202.00 |
219.75 |
17.0% |
22.00 |
1.7% |
41% |
False |
False |
2,330 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.7% |
19.00 |
1.5% |
38% |
False |
False |
1,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,401.50 |
|
2.618 |
1,366.00 |
|
1.618 |
1,344.25 |
|
1.000 |
1,330.75 |
|
0.618 |
1,322.50 |
|
HIGH |
1,309.00 |
|
0.618 |
1,300.75 |
|
0.500 |
1,298.00 |
|
0.382 |
1,295.50 |
|
LOW |
1,287.25 |
|
0.618 |
1,273.75 |
|
1.000 |
1,265.50 |
|
1.618 |
1,252.00 |
|
2.618 |
1,230.25 |
|
4.250 |
1,194.75 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.00 |
1,291.75 |
| PP |
1,296.50 |
1,290.50 |
| S1 |
1,294.75 |
1,289.50 |
|