| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,283.75 |
1,268.75 |
-15.00 |
-1.2% |
1,293.25 |
| High |
1,284.00 |
1,278.00 |
-6.00 |
-0.5% |
1,315.25 |
| Low |
1,264.25 |
1,262.25 |
-2.00 |
-0.2% |
1,276.50 |
| Close |
1,269.75 |
1,275.25 |
5.50 |
0.4% |
1,301.50 |
| Range |
19.75 |
15.75 |
-4.00 |
-20.3% |
38.75 |
| ATR |
23.89 |
23.31 |
-0.58 |
-2.4% |
0.00 |
| Volume |
5,916 |
3,431 |
-2,485 |
-42.0% |
17,411 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.00 |
1,313.00 |
1,284.00 |
|
| R3 |
1,303.25 |
1,297.25 |
1,279.50 |
|
| R2 |
1,287.50 |
1,287.50 |
1,278.25 |
|
| R1 |
1,281.50 |
1,281.50 |
1,276.75 |
1,284.50 |
| PP |
1,271.75 |
1,271.75 |
1,271.75 |
1,273.50 |
| S1 |
1,265.75 |
1,265.75 |
1,273.75 |
1,268.75 |
| S2 |
1,256.00 |
1,256.00 |
1,272.25 |
|
| S3 |
1,240.25 |
1,250.00 |
1,271.00 |
|
| S4 |
1,224.50 |
1,234.25 |
1,266.50 |
|
|
| 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 |
1,262.25 |
45.00 |
3.5% |
20.50 |
1.6% |
29% |
False |
True |
3,870 |
| 10 |
1,315.25 |
1,262.25 |
53.00 |
4.2% |
23.00 |
1.8% |
25% |
False |
True |
4,029 |
| 20 |
1,315.25 |
1,234.00 |
81.25 |
6.4% |
23.50 |
1.8% |
51% |
False |
False |
3,684 |
| 40 |
1,322.75 |
1,202.00 |
120.75 |
9.5% |
25.50 |
2.0% |
61% |
False |
False |
3,673 |
| 60 |
1,410.25 |
1,202.00 |
208.25 |
16.3% |
22.75 |
1.8% |
35% |
False |
False |
2,708 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.9% |
19.75 |
1.6% |
30% |
False |
False |
2,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,345.00 |
|
2.618 |
1,319.25 |
|
1.618 |
1,303.50 |
|
1.000 |
1,293.75 |
|
0.618 |
1,287.75 |
|
HIGH |
1,278.00 |
|
0.618 |
1,272.00 |
|
0.500 |
1,270.00 |
|
0.382 |
1,268.25 |
|
LOW |
1,262.25 |
|
0.618 |
1,252.50 |
|
1.000 |
1,246.50 |
|
1.618 |
1,236.75 |
|
2.618 |
1,221.00 |
|
4.250 |
1,195.25 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,273.50 |
1,284.75 |
| PP |
1,271.75 |
1,281.50 |
| S1 |
1,270.00 |
1,278.50 |
|