| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,584.5 |
6,566.5 |
-18.0 |
-0.3% |
6,420.0 |
| High |
6,656.0 |
6,640.5 |
-15.5 |
-0.2% |
6,656.0 |
| Low |
6,527.5 |
6,472.0 |
-55.5 |
-0.9% |
6,356.5 |
| Close |
6,581.0 |
6,587.0 |
6.0 |
0.1% |
6,587.0 |
| Range |
128.5 |
168.5 |
40.0 |
31.1% |
299.5 |
| ATR |
147.4 |
148.9 |
1.5 |
1.0% |
0.0 |
| Volume |
159,406 |
170,491 |
11,085 |
7.0% |
762,729 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,072.0 |
6,998.0 |
6,679.7 |
|
| R3 |
6,903.5 |
6,829.5 |
6,633.3 |
|
| R2 |
6,735.0 |
6,735.0 |
6,617.9 |
|
| R1 |
6,661.0 |
6,661.0 |
6,602.4 |
6,698.0 |
| PP |
6,566.5 |
6,566.5 |
6,566.5 |
6,585.0 |
| S1 |
6,492.5 |
6,492.5 |
6,571.6 |
6,529.5 |
| S2 |
6,398.0 |
6,398.0 |
6,556.1 |
|
| S3 |
6,229.5 |
6,324.0 |
6,540.7 |
|
| S4 |
6,061.0 |
6,155.5 |
6,494.3 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,431.7 |
7,308.8 |
6,751.7 |
|
| R3 |
7,132.2 |
7,009.3 |
6,669.4 |
|
| R2 |
6,832.7 |
6,832.7 |
6,641.9 |
|
| R1 |
6,709.8 |
6,709.8 |
6,614.5 |
6,771.3 |
| PP |
6,533.2 |
6,533.2 |
6,533.2 |
6,563.9 |
| S1 |
6,410.3 |
6,410.3 |
6,559.5 |
6,471.8 |
| S2 |
6,233.7 |
6,233.7 |
6,532.1 |
|
| S3 |
5,934.2 |
6,110.8 |
6,504.6 |
|
| S4 |
5,634.7 |
5,811.3 |
6,422.3 |
|
|
| 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 |
4.5% |
141.4 |
2.1% |
77% |
False |
False |
152,545 |
| 10 |
6,656.0 |
6,303.0 |
353.0 |
5.4% |
137.4 |
2.1% |
80% |
False |
False |
152,385 |
| 20 |
6,656.0 |
6,041.5 |
614.5 |
9.3% |
146.4 |
2.2% |
89% |
False |
False |
167,391 |
| 40 |
6,932.5 |
6,041.5 |
891.0 |
13.5% |
146.0 |
2.2% |
61% |
False |
False |
163,108 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
134.0 |
2.0% |
42% |
False |
False |
109,245 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
123.5 |
1.9% |
42% |
False |
False |
82,016 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
123.6 |
1.9% |
42% |
False |
False |
65,988 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.7% |
124.3 |
1.9% |
42% |
False |
False |
55,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,356.6 |
|
2.618 |
7,081.6 |
|
1.618 |
6,913.1 |
|
1.000 |
6,809.0 |
|
0.618 |
6,744.6 |
|
HIGH |
6,640.5 |
|
0.618 |
6,576.1 |
|
0.500 |
6,556.3 |
|
0.382 |
6,536.4 |
|
LOW |
6,472.0 |
|
0.618 |
6,367.9 |
|
1.000 |
6,303.5 |
|
1.618 |
6,199.4 |
|
2.618 |
6,030.9 |
|
4.250 |
5,755.9 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,576.8 |
6,579.3 |
| PP |
6,566.5 |
6,571.7 |
| S1 |
6,556.3 |
6,564.0 |
|