| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,268.75 |
1,275.50 |
6.75 |
0.5% |
1,293.25 |
| High |
1,278.00 |
1,282.75 |
4.75 |
0.4% |
1,315.25 |
| Low |
1,262.25 |
1,265.00 |
2.75 |
0.2% |
1,276.50 |
| Close |
1,275.25 |
1,277.00 |
1.75 |
0.1% |
1,301.50 |
| Range |
15.75 |
17.75 |
2.00 |
12.7% |
38.75 |
| ATR |
23.31 |
22.91 |
-0.40 |
-1.7% |
0.00 |
| Volume |
3,431 |
6,323 |
2,892 |
84.3% |
17,411 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.25 |
1,320.25 |
1,286.75 |
|
| R3 |
1,310.50 |
1,302.50 |
1,282.00 |
|
| R2 |
1,292.75 |
1,292.75 |
1,280.25 |
|
| R1 |
1,284.75 |
1,284.75 |
1,278.75 |
1,288.75 |
| PP |
1,275.00 |
1,275.00 |
1,275.00 |
1,277.00 |
| S1 |
1,267.00 |
1,267.00 |
1,275.25 |
1,271.00 |
| S2 |
1,257.25 |
1,257.25 |
1,273.75 |
|
| S3 |
1,239.50 |
1,249.25 |
1,272.00 |
|
| S4 |
1,221.75 |
1,231.50 |
1,267.25 |
|
|
| 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% |
19.25 |
1.5% |
33% |
False |
False |
4,468 |
| 10 |
1,315.25 |
1,262.25 |
53.00 |
4.2% |
22.25 |
1.7% |
28% |
False |
False |
4,283 |
| 20 |
1,315.25 |
1,234.00 |
81.25 |
6.4% |
22.75 |
1.8% |
53% |
False |
False |
3,696 |
| 40 |
1,315.25 |
1,202.00 |
113.25 |
8.9% |
25.00 |
2.0% |
66% |
False |
False |
3,776 |
| 60 |
1,410.25 |
1,202.00 |
208.25 |
16.3% |
23.25 |
1.8% |
36% |
False |
False |
2,813 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.9% |
20.00 |
1.6% |
31% |
False |
False |
2,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,358.25 |
|
2.618 |
1,329.25 |
|
1.618 |
1,311.50 |
|
1.000 |
1,300.50 |
|
0.618 |
1,293.75 |
|
HIGH |
1,282.75 |
|
0.618 |
1,276.00 |
|
0.500 |
1,274.00 |
|
0.382 |
1,271.75 |
|
LOW |
1,265.00 |
|
0.618 |
1,254.00 |
|
1.000 |
1,247.25 |
|
1.618 |
1,236.25 |
|
2.618 |
1,218.50 |
|
4.250 |
1,189.50 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,276.00 |
1,275.75 |
| PP |
1,275.00 |
1,274.50 |
| S1 |
1,274.00 |
1,273.00 |
|