| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,394.0 |
6,610.5 |
216.5 |
3.4% |
6,462.0 |
| High |
6,599.5 |
6,637.5 |
38.0 |
0.6% |
6,581.5 |
| Low |
6,376.5 |
6,531.5 |
155.0 |
2.4% |
6,303.0 |
| Close |
6,551.5 |
6,602.5 |
51.0 |
0.8% |
6,427.5 |
| Range |
223.0 |
106.0 |
-117.0 |
-52.5% |
278.5 |
| ATR |
152.1 |
148.8 |
-3.3 |
-2.2% |
0.0 |
| Volume |
182,870 |
133,760 |
-49,110 |
-26.9% |
761,125 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,908.5 |
6,861.5 |
6,660.8 |
|
| R3 |
6,802.5 |
6,755.5 |
6,631.7 |
|
| R2 |
6,696.5 |
6,696.5 |
6,621.9 |
|
| R1 |
6,649.5 |
6,649.5 |
6,612.2 |
6,620.0 |
| PP |
6,590.5 |
6,590.5 |
6,590.5 |
6,575.8 |
| S1 |
6,543.5 |
6,543.5 |
6,592.8 |
6,514.0 |
| S2 |
6,484.5 |
6,484.5 |
6,583.1 |
|
| S3 |
6,378.5 |
6,437.5 |
6,573.4 |
|
| S4 |
6,272.5 |
6,331.5 |
6,544.2 |
|
|
| 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 |
6,637.5 |
6,356.5 |
281.0 |
4.3% |
130.8 |
2.0% |
88% |
True |
False |
152,028 |
| 10 |
6,637.5 |
6,303.0 |
334.5 |
5.1% |
142.2 |
2.2% |
90% |
True |
False |
151,302 |
| 20 |
6,637.5 |
6,041.5 |
596.0 |
9.0% |
149.7 |
2.3% |
94% |
True |
False |
173,507 |
| 40 |
6,932.5 |
6,041.5 |
891.0 |
13.5% |
145.8 |
2.2% |
63% |
False |
False |
155,094 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
132.4 |
2.0% |
43% |
False |
False |
103,763 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
122.8 |
1.9% |
43% |
False |
False |
77,904 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
124.7 |
1.9% |
43% |
False |
False |
62,772 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
123.7 |
1.9% |
43% |
False |
False |
52,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,088.0 |
|
2.618 |
6,915.0 |
|
1.618 |
6,809.0 |
|
1.000 |
6,743.5 |
|
0.618 |
6,703.0 |
|
HIGH |
6,637.5 |
|
0.618 |
6,597.0 |
|
0.500 |
6,584.5 |
|
0.382 |
6,572.0 |
|
LOW |
6,531.5 |
|
0.618 |
6,466.0 |
|
1.000 |
6,425.5 |
|
1.618 |
6,360.0 |
|
2.618 |
6,254.0 |
|
4.250 |
6,081.0 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,596.5 |
6,567.3 |
| PP |
6,590.5 |
6,532.2 |
| S1 |
6,584.5 |
6,497.0 |
|