| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,304.25 |
1,294.00 |
-10.25 |
-0.8% |
1,260.50 |
| High |
1,309.00 |
1,295.75 |
-13.25 |
-1.0% |
1,299.25 |
| Low |
1,287.25 |
1,276.50 |
-10.75 |
-0.8% |
1,248.00 |
| Close |
1,293.00 |
1,286.25 |
-6.75 |
-0.5% |
1,294.00 |
| Range |
21.75 |
19.25 |
-2.50 |
-11.5% |
51.25 |
| ATR |
25.00 |
24.59 |
-0.41 |
-1.6% |
0.00 |
| Volume |
4,330 |
3,729 |
-601 |
-13.9% |
18,908 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,344.00 |
1,334.25 |
1,296.75 |
|
| R3 |
1,324.75 |
1,315.00 |
1,291.50 |
|
| R2 |
1,305.50 |
1,305.50 |
1,289.75 |
|
| R1 |
1,295.75 |
1,295.75 |
1,288.00 |
1,291.00 |
| PP |
1,286.25 |
1,286.25 |
1,286.25 |
1,283.75 |
| S1 |
1,276.50 |
1,276.50 |
1,284.50 |
1,271.75 |
| S2 |
1,267.00 |
1,267.00 |
1,282.75 |
|
| S3 |
1,247.75 |
1,257.25 |
1,281.00 |
|
| S4 |
1,228.50 |
1,238.00 |
1,275.75 |
|
|
| 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% |
25.25 |
2.0% |
44% |
False |
False |
4,189 |
| 10 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
24.00 |
1.9% |
57% |
False |
False |
3,685 |
| 20 |
1,315.25 |
1,234.00 |
81.25 |
6.3% |
23.75 |
1.8% |
64% |
False |
False |
3,657 |
| 40 |
1,351.75 |
1,202.00 |
149.75 |
11.6% |
25.25 |
2.0% |
56% |
False |
False |
3,437 |
| 60 |
1,410.25 |
1,202.00 |
208.25 |
16.2% |
22.00 |
1.7% |
40% |
False |
False |
2,392 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.8% |
19.00 |
1.5% |
35% |
False |
False |
1,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.50 |
|
2.618 |
1,346.25 |
|
1.618 |
1,327.00 |
|
1.000 |
1,315.00 |
|
0.618 |
1,307.75 |
|
HIGH |
1,295.75 |
|
0.618 |
1,288.50 |
|
0.500 |
1,286.00 |
|
0.382 |
1,283.75 |
|
LOW |
1,276.50 |
|
0.618 |
1,264.50 |
|
1.000 |
1,257.25 |
|
1.618 |
1,245.25 |
|
2.618 |
1,226.00 |
|
4.250 |
1,194.75 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,286.25 |
1,296.00 |
| PP |
1,286.25 |
1,292.75 |
| S1 |
1,286.00 |
1,289.50 |
|