| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,420.0 |
6,394.0 |
-26.0 |
-0.4% |
6,462.0 |
| High |
6,437.5 |
6,599.5 |
162.0 |
2.5% |
6,581.5 |
| Low |
6,356.5 |
6,376.5 |
20.0 |
0.3% |
6,303.0 |
| Close |
6,373.0 |
6,551.5 |
178.5 |
2.8% |
6,427.5 |
| Range |
81.0 |
223.0 |
142.0 |
175.3% |
278.5 |
| ATR |
146.4 |
152.1 |
5.7 |
3.9% |
0.0 |
| Volume |
116,202 |
182,870 |
66,668 |
57.4% |
761,125 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,178.2 |
7,087.8 |
6,674.2 |
|
| R3 |
6,955.2 |
6,864.8 |
6,612.8 |
|
| R2 |
6,732.2 |
6,732.2 |
6,592.4 |
|
| R1 |
6,641.8 |
6,641.8 |
6,571.9 |
6,687.0 |
| PP |
6,509.2 |
6,509.2 |
6,509.2 |
6,531.8 |
| S1 |
6,418.8 |
6,418.8 |
6,531.1 |
6,464.0 |
| S2 |
6,286.2 |
6,286.2 |
6,510.6 |
|
| S3 |
6,063.2 |
6,195.8 |
6,490.2 |
|
| S4 |
5,840.2 |
5,972.8 |
6,428.9 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,272.8 |
7,128.7 |
6,580.7 |
|
| R3 |
6,994.3 |
6,850.2 |
6,504.1 |
|
| R2 |
6,715.8 |
6,715.8 |
6,478.6 |
|
| R1 |
6,571.7 |
6,571.7 |
6,453.0 |
6,504.5 |
| PP |
6,437.3 |
6,437.3 |
6,437.3 |
6,403.8 |
| S1 |
6,293.2 |
6,293.2 |
6,402.0 |
6,226.0 |
| S2 |
6,158.8 |
6,158.8 |
6,376.4 |
|
| S3 |
5,880.3 |
6,014.7 |
6,350.9 |
|
| S4 |
5,601.8 |
5,736.2 |
6,274.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,599.5 |
6,356.5 |
243.0 |
3.7% |
127.9 |
2.0% |
80% |
True |
False |
154,498 |
| 10 |
6,616.5 |
6,303.0 |
313.5 |
4.8% |
139.7 |
2.1% |
79% |
False |
False |
152,627 |
| 20 |
6,616.5 |
6,041.5 |
575.0 |
8.8% |
150.5 |
2.3% |
89% |
False |
False |
174,282 |
| 40 |
6,932.5 |
6,041.5 |
891.0 |
13.6% |
145.3 |
2.2% |
57% |
False |
False |
151,822 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.8% |
131.9 |
2.0% |
39% |
False |
False |
101,538 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.8% |
122.2 |
1.9% |
39% |
False |
False |
76,234 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.8% |
125.2 |
1.9% |
39% |
False |
False |
61,450 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.8% |
123.8 |
1.9% |
39% |
False |
False |
51,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,547.3 |
|
2.618 |
7,183.3 |
|
1.618 |
6,960.3 |
|
1.000 |
6,822.5 |
|
0.618 |
6,737.3 |
|
HIGH |
6,599.5 |
|
0.618 |
6,514.3 |
|
0.500 |
6,488.0 |
|
0.382 |
6,461.7 |
|
LOW |
6,376.5 |
|
0.618 |
6,238.7 |
|
1.000 |
6,153.5 |
|
1.618 |
6,015.7 |
|
2.618 |
5,792.7 |
|
4.250 |
5,428.8 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,530.3 |
6,527.0 |
| PP |
6,509.2 |
6,502.5 |
| S1 |
6,488.0 |
6,478.0 |
|