| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,729.67 |
11,781.70 |
52.03 |
0.4% |
11,326.32 |
| High |
11,867.11 |
11,782.35 |
-84.76 |
-0.7% |
11,759.96 |
| Low |
11,675.53 |
11,601.52 |
-74.01 |
-0.6% |
11,221.53 |
| Close |
11,782.35 |
11,642.47 |
-139.88 |
-1.2% |
11,734.32 |
| Range |
191.58 |
180.83 |
-10.75 |
-5.6% |
538.43 |
| ATR |
221.03 |
218.16 |
-2.87 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,217.94 |
12,111.03 |
11,741.93 |
|
| R3 |
12,037.11 |
11,930.20 |
11,692.20 |
|
| R2 |
11,856.28 |
11,856.28 |
11,675.62 |
|
| R1 |
11,749.37 |
11,749.37 |
11,659.05 |
11,712.41 |
| PP |
11,675.45 |
11,675.45 |
11,675.45 |
11,656.97 |
| S1 |
11,568.54 |
11,568.54 |
11,625.89 |
11,531.58 |
| S2 |
11,494.62 |
11,494.62 |
11,609.32 |
|
| S3 |
11,313.79 |
11,387.71 |
11,592.74 |
|
| S4 |
11,132.96 |
11,206.88 |
11,543.01 |
|
|
| 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 |
11,388.04 |
479.07 |
4.1% |
229.47 |
2.0% |
53% |
False |
False |
|
| 10 |
11,867.11 |
11,221.53 |
645.58 |
5.5% |
220.08 |
1.9% |
65% |
False |
False |
|
| 20 |
11,867.11 |
10,918.33 |
948.78 |
8.1% |
216.01 |
1.9% |
76% |
False |
False |
|
| 40 |
12,322.82 |
10,827.71 |
1,495.11 |
12.8% |
212.21 |
1.8% |
54% |
False |
False |
|
| 60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
201.66 |
1.7% |
35% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
189.47 |
1.6% |
35% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
186.91 |
1.6% |
35% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.8% |
200.21 |
1.7% |
35% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,550.88 |
|
2.618 |
12,255.76 |
|
1.618 |
12,074.93 |
|
1.000 |
11,963.18 |
|
0.618 |
11,894.10 |
|
HIGH |
11,782.35 |
|
0.618 |
11,713.27 |
|
0.500 |
11,691.94 |
|
0.382 |
11,670.60 |
|
LOW |
11,601.52 |
|
0.618 |
11,489.77 |
|
1.000 |
11,420.69 |
|
1.618 |
11,308.94 |
|
2.618 |
11,128.11 |
|
4.250 |
10,832.99 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,691.94 |
11,637.51 |
| PP |
11,675.45 |
11,632.54 |
| S1 |
11,658.96 |
11,627.58 |
|