| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,918.75 |
1,915.75 |
-3.00 |
-0.2% |
1,921.00 |
| High |
1,936.00 |
1,917.00 |
-19.00 |
-1.0% |
1,977.25 |
| Low |
1,902.25 |
1,888.25 |
-14.00 |
-0.7% |
1,918.75 |
| Close |
1,916.00 |
1,907.25 |
-8.75 |
-0.5% |
1,965.50 |
| Range |
33.75 |
28.75 |
-5.00 |
-14.8% |
58.50 |
| ATR |
43.35 |
42.31 |
-1.04 |
-2.4% |
0.00 |
| Volume |
385,099 |
341,719 |
-43,380 |
-11.3% |
2,107,363 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,990.50 |
1,977.50 |
1,923.00 |
|
| R3 |
1,961.75 |
1,948.75 |
1,915.25 |
|
| R2 |
1,933.00 |
1,933.00 |
1,912.50 |
|
| R1 |
1,920.00 |
1,920.00 |
1,910.00 |
1,912.00 |
| PP |
1,904.25 |
1,904.25 |
1,904.25 |
1,900.25 |
| S1 |
1,891.25 |
1,891.25 |
1,904.50 |
1,883.50 |
| S2 |
1,875.50 |
1,875.50 |
1,902.00 |
|
| S3 |
1,846.75 |
1,862.50 |
1,899.25 |
|
| S4 |
1,818.00 |
1,833.75 |
1,891.50 |
|
|
| 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 |
1,888.25 |
89.00 |
4.7% |
36.50 |
1.9% |
21% |
False |
True |
373,236 |
| 10 |
1,977.25 |
1,879.25 |
98.00 |
5.1% |
38.75 |
2.0% |
29% |
False |
False |
389,470 |
| 20 |
1,977.25 |
1,800.00 |
177.25 |
9.3% |
42.50 |
2.2% |
61% |
False |
False |
387,569 |
| 40 |
1,977.25 |
1,765.25 |
212.00 |
11.1% |
46.50 |
2.4% |
67% |
False |
False |
432,307 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.0% |
46.25 |
2.4% |
46% |
False |
False |
352,975 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.0% |
43.25 |
2.3% |
46% |
False |
False |
264,863 |
| 100 |
2,070.75 |
1,765.25 |
305.50 |
16.0% |
42.00 |
2.2% |
46% |
False |
False |
212,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,039.25 |
|
2.618 |
1,992.25 |
|
1.618 |
1,963.50 |
|
1.000 |
1,945.75 |
|
0.618 |
1,934.75 |
|
HIGH |
1,917.00 |
|
0.618 |
1,906.00 |
|
0.500 |
1,902.50 |
|
0.382 |
1,899.25 |
|
LOW |
1,888.25 |
|
0.618 |
1,870.50 |
|
1.000 |
1,859.50 |
|
1.618 |
1,841.75 |
|
2.618 |
1,813.00 |
|
4.250 |
1,766.00 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,905.75 |
1,917.50 |
| PP |
1,904.25 |
1,914.00 |
| S1 |
1,902.50 |
1,910.50 |
|