| 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 |
1,886.25 |
1,921.00 |
34.75 |
1.8% |
1,833.25 |
| High |
1,932.00 |
1,966.00 |
34.00 |
1.8% |
1,932.00 |
| Low |
1,879.25 |
1,918.75 |
39.50 |
2.1% |
1,801.75 |
| Close |
1,923.75 |
1,943.00 |
19.25 |
1.0% |
1,923.75 |
| Range |
52.75 |
47.25 |
-5.50 |
-10.4% |
130.25 |
| ATR |
47.40 |
47.39 |
-0.01 |
0.0% |
0.00 |
| Volume |
361,538 |
405,308 |
43,770 |
12.1% |
1,924,787 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.25 |
2,061.00 |
1,969.00 |
|
| R3 |
2,037.00 |
2,013.75 |
1,956.00 |
|
| R2 |
1,989.75 |
1,989.75 |
1,951.75 |
|
| R1 |
1,966.50 |
1,966.50 |
1,947.25 |
1,978.00 |
| PP |
1,942.50 |
1,942.50 |
1,942.50 |
1,948.50 |
| S1 |
1,919.25 |
1,919.25 |
1,938.75 |
1,931.00 |
| S2 |
1,895.25 |
1,895.25 |
1,934.25 |
|
| S3 |
1,848.00 |
1,872.00 |
1,930.00 |
|
| S4 |
1,800.75 |
1,824.75 |
1,917.00 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,276.50 |
2,230.50 |
1,995.50 |
|
| R3 |
2,146.25 |
2,100.25 |
1,959.50 |
|
| R2 |
2,016.00 |
2,016.00 |
1,947.75 |
|
| R1 |
1,970.00 |
1,970.00 |
1,935.75 |
1,993.00 |
| PP |
1,885.75 |
1,885.75 |
1,885.75 |
1,897.50 |
| S1 |
1,839.75 |
1,839.75 |
1,911.75 |
1,862.75 |
| S2 |
1,755.50 |
1,755.50 |
1,899.75 |
|
| S3 |
1,625.25 |
1,709.50 |
1,888.00 |
|
| S4 |
1,495.00 |
1,579.25 |
1,852.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,966.00 |
1,810.00 |
156.00 |
8.0% |
49.25 |
2.5% |
85% |
True |
False |
375,182 |
| 10 |
1,966.00 |
1,801.75 |
164.25 |
8.5% |
47.25 |
2.4% |
86% |
True |
False |
391,652 |
| 20 |
1,966.00 |
1,765.25 |
200.75 |
10.3% |
46.75 |
2.4% |
89% |
True |
False |
427,907 |
| 40 |
2,005.75 |
1,765.25 |
240.50 |
12.4% |
48.00 |
2.5% |
74% |
False |
False |
441,201 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
45.75 |
2.4% |
58% |
False |
False |
300,941 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
43.00 |
2.2% |
58% |
False |
False |
225,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.75 |
|
2.618 |
2,089.75 |
|
1.618 |
2,042.50 |
|
1.000 |
2,013.25 |
|
0.618 |
1,995.25 |
|
HIGH |
1,966.00 |
|
0.618 |
1,948.00 |
|
0.500 |
1,942.50 |
|
0.382 |
1,936.75 |
|
LOW |
1,918.75 |
|
0.618 |
1,889.50 |
|
1.000 |
1,871.50 |
|
1.618 |
1,842.25 |
|
2.618 |
1,795.00 |
|
4.250 |
1,718.00 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,942.75 |
1,935.75 |
| PP |
1,942.50 |
1,928.50 |
| S1 |
1,942.50 |
1,921.25 |
|