| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,294.00 |
1,269.25 |
-24.75 |
-1.9% |
1,300.50 |
| High |
1,294.00 |
1,277.00 |
-17.00 |
-1.3% |
1,307.25 |
| Low |
1,266.00 |
1,264.00 |
-2.00 |
-0.2% |
1,262.25 |
| Close |
1,267.75 |
1,273.25 |
5.50 |
0.4% |
1,293.75 |
| Range |
28.00 |
13.00 |
-15.00 |
-53.6% |
45.00 |
| ATR |
23.23 |
22.50 |
-0.73 |
-3.1% |
0.00 |
| Volume |
5,895 |
3,919 |
-1,976 |
-33.5% |
25,913 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.50 |
1,304.75 |
1,280.50 |
|
| R3 |
1,297.50 |
1,291.75 |
1,276.75 |
|
| R2 |
1,284.50 |
1,284.50 |
1,275.75 |
|
| R1 |
1,278.75 |
1,278.75 |
1,274.50 |
1,281.50 |
| PP |
1,271.50 |
1,271.50 |
1,271.50 |
1,272.75 |
| S1 |
1,265.75 |
1,265.75 |
1,272.00 |
1,268.50 |
| S2 |
1,258.50 |
1,258.50 |
1,270.75 |
|
| S3 |
1,245.50 |
1,252.75 |
1,269.75 |
|
| S4 |
1,232.50 |
1,239.75 |
1,266.00 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.75 |
1,403.25 |
1,318.50 |
|
| R3 |
1,377.75 |
1,358.25 |
1,306.00 |
|
| R2 |
1,332.75 |
1,332.75 |
1,302.00 |
|
| R1 |
1,313.25 |
1,313.25 |
1,298.00 |
1,300.50 |
| PP |
1,287.75 |
1,287.75 |
1,287.75 |
1,281.50 |
| S1 |
1,268.25 |
1,268.25 |
1,289.50 |
1,255.50 |
| S2 |
1,242.75 |
1,242.75 |
1,285.50 |
|
| S3 |
1,197.75 |
1,223.25 |
1,281.50 |
|
| S4 |
1,152.75 |
1,178.25 |
1,269.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,295.00 |
1,262.25 |
32.75 |
2.6% |
19.25 |
1.5% |
34% |
False |
False |
5,338 |
| 10 |
1,307.25 |
1,262.25 |
45.00 |
3.5% |
20.25 |
1.6% |
24% |
False |
False |
4,634 |
| 20 |
1,315.25 |
1,248.00 |
67.25 |
5.3% |
22.50 |
1.8% |
38% |
False |
False |
4,105 |
| 40 |
1,315.25 |
1,202.00 |
113.25 |
8.9% |
25.00 |
2.0% |
63% |
False |
False |
3,945 |
| 60 |
1,410.25 |
1,202.00 |
208.25 |
16.4% |
23.75 |
1.9% |
34% |
False |
False |
3,049 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
19.0% |
20.25 |
1.6% |
30% |
False |
False |
2,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,332.25 |
|
2.618 |
1,311.00 |
|
1.618 |
1,298.00 |
|
1.000 |
1,290.00 |
|
0.618 |
1,285.00 |
|
HIGH |
1,277.00 |
|
0.618 |
1,272.00 |
|
0.500 |
1,270.50 |
|
0.382 |
1,269.00 |
|
LOW |
1,264.00 |
|
0.618 |
1,256.00 |
|
1.000 |
1,251.00 |
|
1.618 |
1,243.00 |
|
2.618 |
1,230.00 |
|
4.250 |
1,208.75 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.25 |
1,279.50 |
| PP |
1,271.50 |
1,277.50 |
| S1 |
1,270.50 |
1,275.25 |
|