| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,432.09 |
11,729.67 |
297.58 |
2.6% |
11,326.32 |
| High |
11,759.96 |
11,867.11 |
107.15 |
0.9% |
11,759.96 |
| Low |
11,388.04 |
11,675.53 |
287.49 |
2.5% |
11,221.53 |
| Close |
11,734.32 |
11,782.35 |
48.03 |
0.4% |
11,734.32 |
| Range |
371.92 |
191.58 |
-180.34 |
-48.5% |
538.43 |
| ATR |
223.29 |
221.03 |
-2.27 |
-1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,349.74 |
12,257.62 |
11,887.72 |
|
| R3 |
12,158.16 |
12,066.04 |
11,835.03 |
|
| R2 |
11,966.58 |
11,966.58 |
11,817.47 |
|
| R1 |
11,874.46 |
11,874.46 |
11,799.91 |
11,920.52 |
| PP |
11,775.00 |
11,775.00 |
11,775.00 |
11,798.03 |
| S1 |
11,682.88 |
11,682.88 |
11,764.79 |
11,728.94 |
| S2 |
11,583.42 |
11,583.42 |
11,747.23 |
|
| S3 |
11,391.84 |
11,491.30 |
11,729.67 |
|
| S4 |
11,200.26 |
11,299.72 |
11,676.98 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,187.23 |
12,999.20 |
12,030.46 |
|
| R3 |
12,648.80 |
12,460.77 |
11,882.39 |
|
| R2 |
12,110.37 |
12,110.37 |
11,833.03 |
|
| R1 |
11,922.34 |
11,922.34 |
11,783.68 |
12,016.36 |
| PP |
11,571.94 |
11,571.94 |
11,571.94 |
11,618.94 |
| S1 |
11,383.91 |
11,383.91 |
11,684.96 |
11,477.93 |
| S2 |
11,033.51 |
11,033.51 |
11,635.61 |
|
| S3 |
10,495.08 |
10,845.48 |
11,586.25 |
|
| S4 |
9,956.65 |
10,307.05 |
11,438.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,867.11 |
11,286.02 |
581.09 |
4.9% |
259.29 |
2.2% |
85% |
True |
False |
|
| 10 |
11,867.11 |
11,128.06 |
739.05 |
6.3% |
229.03 |
1.9% |
89% |
True |
False |
|
| 20 |
11,867.11 |
10,827.71 |
1,039.40 |
8.8% |
221.76 |
1.9% |
92% |
True |
False |
|
| 40 |
12,322.82 |
10,827.71 |
1,495.11 |
12.7% |
210.38 |
1.8% |
64% |
False |
False |
|
| 60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.6% |
200.46 |
1.7% |
41% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.6% |
190.55 |
1.6% |
41% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.6% |
187.92 |
1.6% |
41% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.6% |
200.84 |
1.7% |
41% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,681.33 |
|
2.618 |
12,368.67 |
|
1.618 |
12,177.09 |
|
1.000 |
12,058.69 |
|
0.618 |
11,985.51 |
|
HIGH |
11,867.11 |
|
0.618 |
11,793.93 |
|
0.500 |
11,771.32 |
|
0.382 |
11,748.71 |
|
LOW |
11,675.53 |
|
0.618 |
11,557.13 |
|
1.000 |
11,483.95 |
|
1.618 |
11,365.55 |
|
2.618 |
11,173.97 |
|
4.250 |
10,861.32 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,778.67 |
11,730.76 |
| PP |
11,775.00 |
11,679.17 |
| S1 |
11,771.32 |
11,627.58 |
|