| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,943.25 |
1,918.75 |
-24.50 |
-1.3% |
1,921.00 |
| High |
1,946.50 |
1,936.00 |
-10.50 |
-0.5% |
1,977.25 |
| Low |
1,903.00 |
1,902.25 |
-0.75 |
0.0% |
1,918.75 |
| Close |
1,919.25 |
1,916.00 |
-3.25 |
-0.2% |
1,965.50 |
| Range |
43.50 |
33.75 |
-9.75 |
-22.4% |
58.50 |
| ATR |
44.09 |
43.35 |
-0.74 |
-1.7% |
0.00 |
| Volume |
352,952 |
385,099 |
32,147 |
9.1% |
2,107,363 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.25 |
2,001.50 |
1,934.50 |
|
| R3 |
1,985.50 |
1,967.75 |
1,925.25 |
|
| R2 |
1,951.75 |
1,951.75 |
1,922.25 |
|
| R1 |
1,934.00 |
1,934.00 |
1,919.00 |
1,926.00 |
| PP |
1,918.00 |
1,918.00 |
1,918.00 |
1,914.00 |
| S1 |
1,900.25 |
1,900.25 |
1,913.00 |
1,892.25 |
| S2 |
1,884.25 |
1,884.25 |
1,909.75 |
|
| S3 |
1,850.50 |
1,866.50 |
1,906.75 |
|
| S4 |
1,816.75 |
1,832.75 |
1,897.50 |
|
|
| 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 |
1,902.25 |
75.00 |
3.9% |
38.75 |
2.0% |
18% |
False |
True |
393,655 |
| 10 |
1,977.25 |
1,876.50 |
100.75 |
5.3% |
39.00 |
2.0% |
39% |
False |
False |
397,117 |
| 20 |
1,977.25 |
1,800.00 |
177.25 |
9.3% |
43.75 |
2.3% |
65% |
False |
False |
395,186 |
| 40 |
1,977.25 |
1,765.25 |
212.00 |
11.1% |
47.00 |
2.5% |
71% |
False |
False |
434,100 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
46.25 |
2.4% |
49% |
False |
False |
347,291 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
43.50 |
2.3% |
49% |
False |
False |
260,594 |
| 100 |
2,070.75 |
1,765.25 |
305.50 |
15.9% |
42.00 |
2.2% |
49% |
False |
False |
208,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,079.50 |
|
2.618 |
2,024.25 |
|
1.618 |
1,990.50 |
|
1.000 |
1,969.75 |
|
0.618 |
1,956.75 |
|
HIGH |
1,936.00 |
|
0.618 |
1,923.00 |
|
0.500 |
1,919.00 |
|
0.382 |
1,915.25 |
|
LOW |
1,902.25 |
|
0.618 |
1,881.50 |
|
1.000 |
1,868.50 |
|
1.618 |
1,847.75 |
|
2.618 |
1,814.00 |
|
4.250 |
1,758.75 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,919.00 |
1,939.00 |
| PP |
1,918.00 |
1,931.50 |
| S1 |
1,917.00 |
1,923.75 |
|