| 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 |
1,921.00 |
1,941.50 |
20.50 |
1.1% |
1,833.25 |
| High |
1,966.00 |
1,961.00 |
-5.00 |
-0.3% |
1,932.00 |
| Low |
1,918.75 |
1,931.25 |
12.50 |
0.7% |
1,801.75 |
| Close |
1,943.00 |
1,944.75 |
1.75 |
0.1% |
1,923.75 |
| Range |
47.25 |
29.75 |
-17.50 |
-37.0% |
130.25 |
| ATR |
47.39 |
46.13 |
-1.26 |
-2.7% |
0.00 |
| Volume |
405,308 |
431,061 |
25,753 |
6.4% |
1,924,787 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.00 |
2,019.50 |
1,961.00 |
|
| R3 |
2,005.25 |
1,989.75 |
1,953.00 |
|
| R2 |
1,975.50 |
1,975.50 |
1,950.25 |
|
| R1 |
1,960.00 |
1,960.00 |
1,947.50 |
1,967.75 |
| PP |
1,945.75 |
1,945.75 |
1,945.75 |
1,949.50 |
| S1 |
1,930.25 |
1,930.25 |
1,942.00 |
1,938.00 |
| S2 |
1,916.00 |
1,916.00 |
1,939.25 |
|
| S3 |
1,886.25 |
1,900.50 |
1,936.50 |
|
| S4 |
1,856.50 |
1,870.75 |
1,928.50 |
|
|
| 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 |
1,856.00 |
110.00 |
5.7% |
42.25 |
2.2% |
81% |
False |
False |
404,903 |
| 10 |
1,966.00 |
1,801.75 |
164.25 |
8.4% |
45.25 |
2.3% |
87% |
False |
False |
399,636 |
| 20 |
1,966.00 |
1,785.75 |
180.25 |
9.3% |
44.75 |
2.3% |
88% |
False |
False |
425,449 |
| 40 |
2,005.75 |
1,765.25 |
240.50 |
12.4% |
47.75 |
2.5% |
75% |
False |
False |
441,532 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
45.50 |
2.3% |
59% |
False |
False |
308,112 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
43.25 |
2.2% |
59% |
False |
False |
231,179 |
| 100 |
2,070.75 |
1,765.25 |
305.50 |
15.7% |
42.00 |
2.2% |
59% |
False |
False |
185,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,087.50 |
|
2.618 |
2,039.00 |
|
1.618 |
2,009.25 |
|
1.000 |
1,990.75 |
|
0.618 |
1,979.50 |
|
HIGH |
1,961.00 |
|
0.618 |
1,949.75 |
|
0.500 |
1,946.00 |
|
0.382 |
1,942.50 |
|
LOW |
1,931.25 |
|
0.618 |
1,912.75 |
|
1.000 |
1,901.50 |
|
1.618 |
1,883.00 |
|
2.618 |
1,853.25 |
|
4.250 |
1,804.75 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,946.00 |
1,937.50 |
| PP |
1,945.75 |
1,930.00 |
| S1 |
1,945.25 |
1,922.50 |
|