| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,300.50 |
1,283.75 |
-16.75 |
-1.3% |
1,293.25 |
| High |
1,307.25 |
1,284.00 |
-23.25 |
-1.8% |
1,315.25 |
| Low |
1,275.75 |
1,264.25 |
-11.50 |
-0.9% |
1,276.50 |
| Close |
1,283.50 |
1,269.75 |
-13.75 |
-1.1% |
1,301.50 |
| Range |
31.50 |
19.75 |
-11.75 |
-37.3% |
38.75 |
| ATR |
24.21 |
23.89 |
-0.32 |
-1.3% |
0.00 |
| Volume |
3,120 |
5,916 |
2,796 |
89.6% |
17,411 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,332.00 |
1,320.50 |
1,280.50 |
|
| R3 |
1,312.25 |
1,300.75 |
1,275.25 |
|
| R2 |
1,292.50 |
1,292.50 |
1,273.25 |
|
| R1 |
1,281.00 |
1,281.00 |
1,271.50 |
1,277.00 |
| PP |
1,272.75 |
1,272.75 |
1,272.75 |
1,270.50 |
| S1 |
1,261.25 |
1,261.25 |
1,268.00 |
1,257.00 |
| S2 |
1,253.00 |
1,253.00 |
1,266.25 |
|
| S3 |
1,233.25 |
1,241.50 |
1,264.25 |
|
| S4 |
1,213.50 |
1,221.75 |
1,259.00 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.00 |
1,396.50 |
1,322.75 |
|
| R3 |
1,375.25 |
1,357.75 |
1,312.25 |
|
| R2 |
1,336.50 |
1,336.50 |
1,308.50 |
|
| R1 |
1,319.00 |
1,319.00 |
1,305.00 |
1,327.75 |
| PP |
1,297.75 |
1,297.75 |
1,297.75 |
1,302.00 |
| S1 |
1,280.25 |
1,280.25 |
1,298.00 |
1,289.00 |
| S2 |
1,259.00 |
1,259.00 |
1,294.50 |
|
| S3 |
1,220.25 |
1,241.50 |
1,290.75 |
|
| S4 |
1,181.50 |
1,202.75 |
1,280.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,307.25 |
1,264.25 |
43.00 |
3.4% |
21.25 |
1.7% |
13% |
False |
True |
3,929 |
| 10 |
1,315.25 |
1,263.50 |
51.75 |
4.1% |
23.00 |
1.8% |
12% |
False |
False |
3,929 |
| 20 |
1,315.25 |
1,234.00 |
81.25 |
6.4% |
23.50 |
1.9% |
44% |
False |
False |
3,748 |
| 40 |
1,340.25 |
1,202.00 |
138.25 |
10.9% |
25.50 |
2.0% |
49% |
False |
False |
3,773 |
| 60 |
1,410.25 |
1,202.00 |
208.25 |
16.4% |
22.75 |
1.8% |
33% |
False |
False |
2,651 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
19.75 |
1.6% |
28% |
False |
False |
2,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.00 |
|
2.618 |
1,335.75 |
|
1.618 |
1,316.00 |
|
1.000 |
1,303.75 |
|
0.618 |
1,296.25 |
|
HIGH |
1,284.00 |
|
0.618 |
1,276.50 |
|
0.500 |
1,274.00 |
|
0.382 |
1,271.75 |
|
LOW |
1,264.25 |
|
0.618 |
1,252.00 |
|
1.000 |
1,244.50 |
|
1.618 |
1,232.25 |
|
2.618 |
1,212.50 |
|
4.250 |
1,180.25 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,274.00 |
1,285.75 |
| PP |
1,272.75 |
1,280.50 |
| S1 |
1,271.25 |
1,275.00 |
|