| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,869.00 |
1,896.50 |
27.50 |
1.5% |
1,845.25 |
| High |
1,906.75 |
1,907.75 |
1.00 |
0.1% |
1,878.75 |
| Low |
1,856.00 |
1,876.50 |
20.50 |
1.1% |
1,800.00 |
| Close |
1,896.25 |
1,886.00 |
-10.25 |
-0.5% |
1,833.00 |
| Range |
50.75 |
31.25 |
-19.50 |
-38.4% |
78.75 |
| ATR |
48.20 |
46.99 |
-1.21 |
-2.5% |
0.00 |
| Volume |
408,417 |
418,191 |
9,774 |
2.4% |
1,880,899 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,983.75 |
1,966.25 |
1,903.25 |
|
| R3 |
1,952.50 |
1,935.00 |
1,894.50 |
|
| R2 |
1,921.25 |
1,921.25 |
1,891.75 |
|
| R1 |
1,903.75 |
1,903.75 |
1,888.75 |
1,897.00 |
| PP |
1,890.00 |
1,890.00 |
1,890.00 |
1,886.75 |
| S1 |
1,872.50 |
1,872.50 |
1,883.25 |
1,865.50 |
| S2 |
1,858.75 |
1,858.75 |
1,880.25 |
|
| S3 |
1,827.50 |
1,841.25 |
1,877.50 |
|
| S4 |
1,796.25 |
1,810.00 |
1,868.75 |
|
|
| 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 |
1,907.75 |
1,801.75 |
106.00 |
5.6% |
47.50 |
2.5% |
79% |
True |
False |
402,322 |
| 10 |
1,907.75 |
1,800.00 |
107.75 |
5.7% |
46.50 |
2.5% |
80% |
True |
False |
385,667 |
| 20 |
1,907.75 |
1,765.25 |
142.50 |
7.6% |
48.00 |
2.5% |
85% |
True |
False |
444,880 |
| 40 |
2,005.75 |
1,765.25 |
240.50 |
12.8% |
48.00 |
2.5% |
50% |
False |
False |
431,335 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.2% |
45.25 |
2.4% |
40% |
False |
False |
288,179 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.2% |
42.75 |
2.3% |
40% |
False |
False |
216,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,040.50 |
|
2.618 |
1,989.50 |
|
1.618 |
1,958.25 |
|
1.000 |
1,939.00 |
|
0.618 |
1,927.00 |
|
HIGH |
1,907.75 |
|
0.618 |
1,895.75 |
|
0.500 |
1,892.00 |
|
0.382 |
1,888.50 |
|
LOW |
1,876.50 |
|
0.618 |
1,857.25 |
|
1.000 |
1,845.25 |
|
1.618 |
1,826.00 |
|
2.618 |
1,794.75 |
|
4.250 |
1,743.75 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,892.00 |
1,877.00 |
| PP |
1,890.00 |
1,868.00 |
| S1 |
1,888.00 |
1,859.00 |
|