| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,964.00 |
1,943.25 |
-20.75 |
-1.1% |
1,921.00 |
| High |
1,976.00 |
1,946.50 |
-29.50 |
-1.5% |
1,977.25 |
| Low |
1,923.75 |
1,903.00 |
-20.75 |
-1.1% |
1,918.75 |
| Close |
1,943.50 |
1,919.25 |
-24.25 |
-1.2% |
1,965.50 |
| Range |
52.25 |
43.50 |
-8.75 |
-16.7% |
58.50 |
| ATR |
44.13 |
44.09 |
-0.05 |
-0.1% |
0.00 |
| Volume |
346,035 |
352,952 |
6,917 |
2.0% |
2,107,363 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,053.50 |
2,029.75 |
1,943.25 |
|
| R3 |
2,010.00 |
1,986.25 |
1,931.25 |
|
| R2 |
1,966.50 |
1,966.50 |
1,927.25 |
|
| R1 |
1,942.75 |
1,942.75 |
1,923.25 |
1,933.00 |
| PP |
1,923.00 |
1,923.00 |
1,923.00 |
1,918.00 |
| S1 |
1,899.25 |
1,899.25 |
1,915.25 |
1,889.50 |
| S2 |
1,879.50 |
1,879.50 |
1,911.25 |
|
| S3 |
1,836.00 |
1,855.75 |
1,907.25 |
|
| S4 |
1,792.50 |
1,812.25 |
1,895.25 |
|
|
| 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 |
1,903.00 |
74.25 |
3.9% |
39.00 |
2.0% |
22% |
False |
True |
393,996 |
| 10 |
1,977.25 |
1,856.00 |
121.25 |
6.3% |
40.75 |
2.1% |
52% |
False |
False |
399,449 |
| 20 |
1,977.25 |
1,800.00 |
177.25 |
9.2% |
44.50 |
2.3% |
67% |
False |
False |
397,746 |
| 40 |
1,977.25 |
1,765.25 |
212.00 |
11.0% |
47.25 |
2.5% |
73% |
False |
False |
433,170 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
46.25 |
2.4% |
50% |
False |
False |
340,884 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
43.25 |
2.3% |
50% |
False |
False |
255,782 |
| 100 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
42.50 |
2.2% |
50% |
False |
False |
204,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.50 |
|
2.618 |
2,060.50 |
|
1.618 |
2,017.00 |
|
1.000 |
1,990.00 |
|
0.618 |
1,973.50 |
|
HIGH |
1,946.50 |
|
0.618 |
1,930.00 |
|
0.500 |
1,924.75 |
|
0.382 |
1,919.50 |
|
LOW |
1,903.00 |
|
0.618 |
1,876.00 |
|
1.000 |
1,859.50 |
|
1.618 |
1,832.50 |
|
2.618 |
1,789.00 |
|
4.250 |
1,718.00 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.75 |
1,940.00 |
| PP |
1,923.00 |
1,933.25 |
| S1 |
1,921.00 |
1,926.25 |
|