| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,610.5 |
6,584.5 |
-26.0 |
-0.4% |
6,462.0 |
| High |
6,637.5 |
6,656.0 |
18.5 |
0.3% |
6,581.5 |
| Low |
6,531.5 |
6,527.5 |
-4.0 |
-0.1% |
6,303.0 |
| Close |
6,602.5 |
6,581.0 |
-21.5 |
-0.3% |
6,427.5 |
| Range |
106.0 |
128.5 |
22.5 |
21.2% |
278.5 |
| ATR |
148.8 |
147.4 |
-1.5 |
-1.0% |
0.0 |
| Volume |
133,760 |
159,406 |
25,646 |
19.2% |
761,125 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,973.7 |
6,905.8 |
6,651.7 |
|
| R3 |
6,845.2 |
6,777.3 |
6,616.3 |
|
| R2 |
6,716.7 |
6,716.7 |
6,604.6 |
|
| R1 |
6,648.8 |
6,648.8 |
6,592.8 |
6,618.5 |
| PP |
6,588.2 |
6,588.2 |
6,588.2 |
6,573.0 |
| S1 |
6,520.3 |
6,520.3 |
6,569.2 |
6,490.0 |
| S2 |
6,459.7 |
6,459.7 |
6,557.4 |
|
| S3 |
6,331.2 |
6,391.8 |
6,545.7 |
|
| S4 |
6,202.7 |
6,263.3 |
6,510.3 |
|
|
| 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 |
6,656.0 |
6,356.5 |
299.5 |
4.6% |
133.0 |
2.0% |
75% |
True |
False |
149,369 |
| 10 |
6,656.0 |
6,303.0 |
353.0 |
5.4% |
135.7 |
2.1% |
79% |
True |
False |
151,033 |
| 20 |
6,656.0 |
6,041.5 |
614.5 |
9.3% |
149.2 |
2.3% |
88% |
True |
False |
171,102 |
| 40 |
6,932.5 |
6,041.5 |
891.0 |
13.5% |
144.4 |
2.2% |
61% |
False |
False |
158,957 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
132.8 |
2.0% |
42% |
False |
False |
106,411 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
123.2 |
1.9% |
42% |
False |
False |
79,894 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
123.3 |
1.9% |
42% |
False |
False |
64,346 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
123.8 |
1.9% |
42% |
False |
False |
53,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,202.1 |
|
2.618 |
6,992.4 |
|
1.618 |
6,863.9 |
|
1.000 |
6,784.5 |
|
0.618 |
6,735.4 |
|
HIGH |
6,656.0 |
|
0.618 |
6,606.9 |
|
0.500 |
6,591.8 |
|
0.382 |
6,576.6 |
|
LOW |
6,527.5 |
|
0.618 |
6,448.1 |
|
1.000 |
6,399.0 |
|
1.618 |
6,319.6 |
|
2.618 |
6,191.1 |
|
4.250 |
5,981.4 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,591.8 |
6,559.4 |
| PP |
6,588.2 |
6,537.8 |
| S1 |
6,584.6 |
6,516.3 |
|