| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,943.50 |
1,966.00 |
22.50 |
1.2% |
1,921.00 |
| High |
1,973.00 |
1,977.25 |
4.25 |
0.2% |
1,977.25 |
| Low |
1,933.50 |
1,952.50 |
19.00 |
1.0% |
1,918.75 |
| Close |
1,965.75 |
1,965.50 |
-0.25 |
0.0% |
1,965.50 |
| Range |
39.50 |
24.75 |
-14.75 |
-37.3% |
58.50 |
| ATR |
44.95 |
43.51 |
-1.44 |
-3.2% |
0.00 |
| Volume |
443,815 |
440,377 |
-3,438 |
-0.8% |
2,107,363 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,039.25 |
2,027.25 |
1,979.00 |
|
| R3 |
2,014.50 |
2,002.50 |
1,972.25 |
|
| R2 |
1,989.75 |
1,989.75 |
1,970.00 |
|
| R1 |
1,977.75 |
1,977.75 |
1,967.75 |
1,971.50 |
| PP |
1,965.00 |
1,965.00 |
1,965.00 |
1,962.00 |
| S1 |
1,953.00 |
1,953.00 |
1,963.25 |
1,946.50 |
| S2 |
1,940.25 |
1,940.25 |
1,961.00 |
|
| S3 |
1,915.50 |
1,928.25 |
1,958.75 |
|
| S4 |
1,890.75 |
1,903.50 |
1,952.00 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.25 |
2,106.00 |
1,997.75 |
|
| R3 |
2,070.75 |
2,047.50 |
1,981.50 |
|
| R2 |
2,012.25 |
2,012.25 |
1,976.25 |
|
| R1 |
1,989.00 |
1,989.00 |
1,970.75 |
2,000.50 |
| PP |
1,953.75 |
1,953.75 |
1,953.75 |
1,959.75 |
| S1 |
1,930.50 |
1,930.50 |
1,960.25 |
1,942.00 |
| S2 |
1,895.25 |
1,895.25 |
1,954.75 |
|
| S3 |
1,836.75 |
1,872.00 |
1,949.50 |
|
| S4 |
1,778.25 |
1,813.50 |
1,933.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,977.25 |
1,918.75 |
58.50 |
3.0% |
35.25 |
1.8% |
80% |
True |
False |
421,472 |
| 10 |
1,977.25 |
1,801.75 |
175.50 |
8.9% |
41.00 |
2.1% |
93% |
True |
False |
403,215 |
| 20 |
1,977.25 |
1,787.75 |
189.50 |
9.6% |
43.25 |
2.2% |
94% |
True |
False |
400,942 |
| 40 |
1,994.00 |
1,765.25 |
228.75 |
11.6% |
47.25 |
2.4% |
88% |
False |
False |
443,028 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
15.5% |
45.25 |
2.3% |
66% |
False |
False |
329,250 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
15.5% |
42.75 |
2.2% |
66% |
False |
False |
247,050 |
| 100 |
2,070.75 |
1,765.25 |
305.50 |
15.5% |
42.25 |
2.1% |
66% |
False |
False |
197,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.50 |
|
2.618 |
2,042.00 |
|
1.618 |
2,017.25 |
|
1.000 |
2,002.00 |
|
0.618 |
1,992.50 |
|
HIGH |
1,977.25 |
|
0.618 |
1,967.75 |
|
0.500 |
1,965.00 |
|
0.382 |
1,962.00 |
|
LOW |
1,952.50 |
|
0.618 |
1,937.25 |
|
1.000 |
1,927.75 |
|
1.618 |
1,912.50 |
|
2.618 |
1,887.75 |
|
4.250 |
1,847.25 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,965.25 |
1,960.50 |
| PP |
1,965.00 |
1,955.50 |
| S1 |
1,965.00 |
1,950.50 |
|