| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,440 |
11,686 |
246 |
2.2% |
11,310 |
| High |
11,748 |
11,853 |
105 |
0.9% |
11,748 |
| Low |
11,379 |
11,655 |
276 |
2.4% |
11,197 |
| Close |
11,687 |
11,769 |
82 |
0.7% |
11,687 |
| Range |
369 |
198 |
-171 |
-46.3% |
551 |
| ATR |
238 |
235 |
-3 |
-1.2% |
0 |
| Volume |
199,899 |
232,676 |
32,777 |
16.4% |
967,430 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,353 |
12,259 |
11,878 |
|
| R3 |
12,155 |
12,061 |
11,824 |
|
| R2 |
11,957 |
11,957 |
11,805 |
|
| R1 |
11,863 |
11,863 |
11,787 |
11,910 |
| PP |
11,759 |
11,759 |
11,759 |
11,783 |
| S1 |
11,665 |
11,665 |
11,751 |
11,712 |
| S2 |
11,561 |
11,561 |
11,733 |
|
| S3 |
11,363 |
11,467 |
11,715 |
|
| S4 |
11,165 |
11,269 |
11,660 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,197 |
12,993 |
11,990 |
|
| R3 |
12,646 |
12,442 |
11,839 |
|
| R2 |
12,095 |
12,095 |
11,788 |
|
| R1 |
11,891 |
11,891 |
11,738 |
11,993 |
| PP |
11,544 |
11,544 |
11,544 |
11,595 |
| S1 |
11,340 |
11,340 |
11,637 |
11,442 |
| S2 |
10,993 |
10,993 |
11,586 |
|
| S3 |
10,442 |
10,789 |
11,536 |
|
| S4 |
9,891 |
10,238 |
11,384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,853 |
11,259 |
594 |
5.0% |
260 |
2.2% |
86% |
True |
False |
198,345 |
| 10 |
11,853 |
11,101 |
752 |
6.4% |
242 |
2.1% |
89% |
True |
False |
197,754 |
| 20 |
11,853 |
10,812 |
1,041 |
8.8% |
240 |
2.0% |
92% |
True |
False |
204,886 |
| 40 |
12,353 |
10,812 |
1,541 |
13.1% |
229 |
1.9% |
62% |
False |
False |
208,479 |
| 60 |
13,139 |
10,812 |
2,327 |
19.8% |
215 |
1.8% |
41% |
False |
False |
141,500 |
| 80 |
13,140 |
10,812 |
2,328 |
19.8% |
200 |
1.7% |
41% |
False |
False |
106,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,695 |
|
2.618 |
12,371 |
|
1.618 |
12,173 |
|
1.000 |
12,051 |
|
0.618 |
11,975 |
|
HIGH |
11,853 |
|
0.618 |
11,777 |
|
0.500 |
11,754 |
|
0.382 |
11,731 |
|
LOW |
11,655 |
|
0.618 |
11,533 |
|
1.000 |
11,457 |
|
1.618 |
11,335 |
|
2.618 |
11,137 |
|
4.250 |
10,814 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,764 |
11,718 |
| PP |
11,759 |
11,667 |
| S1 |
11,754 |
11,616 |
|