| Trading Metrics calculated at close of trading on 04-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2008 |
04-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,854.50 |
1,833.25 |
-21.25 |
-1.1% |
1,845.25 |
| High |
1,863.25 |
1,837.25 |
-26.00 |
-1.4% |
1,878.75 |
| Low |
1,806.75 |
1,801.75 |
-5.00 |
-0.3% |
1,800.00 |
| Close |
1,833.00 |
1,811.75 |
-21.25 |
-1.2% |
1,833.00 |
| Range |
56.50 |
35.50 |
-21.00 |
-37.2% |
78.75 |
| ATR |
47.64 |
46.77 |
-0.87 |
-1.8% |
0.00 |
| Volume |
448,365 |
454,181 |
5,816 |
1.3% |
1,880,899 |
|
| Daily Pivots for day following 04-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,923.50 |
1,903.00 |
1,831.25 |
|
| R3 |
1,888.00 |
1,867.50 |
1,821.50 |
|
| R2 |
1,852.50 |
1,852.50 |
1,818.25 |
|
| R1 |
1,832.00 |
1,832.00 |
1,815.00 |
1,824.50 |
| PP |
1,817.00 |
1,817.00 |
1,817.00 |
1,813.00 |
| S1 |
1,796.50 |
1,796.50 |
1,808.50 |
1,789.00 |
| S2 |
1,781.50 |
1,781.50 |
1,805.25 |
|
| S3 |
1,746.00 |
1,761.00 |
1,802.00 |
|
| S4 |
1,710.50 |
1,725.50 |
1,792.25 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.50 |
2,032.00 |
1,876.25 |
|
| R3 |
1,994.75 |
1,953.25 |
1,854.75 |
|
| R2 |
1,916.00 |
1,916.00 |
1,847.50 |
|
| R1 |
1,874.50 |
1,874.50 |
1,840.25 |
1,856.00 |
| PP |
1,837.25 |
1,837.25 |
1,837.25 |
1,828.00 |
| S1 |
1,795.75 |
1,795.75 |
1,825.75 |
1,777.00 |
| S2 |
1,758.50 |
1,758.50 |
1,818.50 |
|
| S3 |
1,679.75 |
1,717.00 |
1,811.25 |
|
| S4 |
1,601.00 |
1,638.25 |
1,789.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,878.75 |
1,801.75 |
77.00 |
4.3% |
45.25 |
2.5% |
13% |
False |
True |
408,121 |
| 10 |
1,878.75 |
1,787.75 |
91.00 |
5.0% |
45.75 |
2.5% |
26% |
False |
False |
401,060 |
| 20 |
1,878.75 |
1,765.25 |
113.50 |
6.3% |
48.75 |
2.7% |
41% |
False |
False |
460,556 |
| 40 |
2,009.00 |
1,765.25 |
243.75 |
13.5% |
48.00 |
2.6% |
19% |
False |
False |
404,086 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.9% |
44.50 |
2.5% |
15% |
False |
False |
269,720 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.9% |
42.25 |
2.3% |
15% |
False |
False |
202,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,988.00 |
|
2.618 |
1,930.25 |
|
1.618 |
1,894.75 |
|
1.000 |
1,872.75 |
|
0.618 |
1,859.25 |
|
HIGH |
1,837.25 |
|
0.618 |
1,823.75 |
|
0.500 |
1,819.50 |
|
0.382 |
1,815.25 |
|
LOW |
1,801.75 |
|
0.618 |
1,779.75 |
|
1.000 |
1,766.25 |
|
1.618 |
1,744.25 |
|
2.618 |
1,708.75 |
|
4.250 |
1,651.00 |
|
|
| Fisher Pivots for day following 04-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,819.50 |
1,840.25 |
| PP |
1,817.00 |
1,830.75 |
| S1 |
1,814.25 |
1,821.25 |
|