| 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 |
6,566.5 |
6,625.5 |
59.0 |
0.9% |
6,420.0 |
| High |
6,640.5 |
6,665.0 |
24.5 |
0.4% |
6,656.0 |
| Low |
6,472.0 |
6,590.0 |
118.0 |
1.8% |
6,356.5 |
| Close |
6,587.0 |
6,637.0 |
50.0 |
0.8% |
6,587.0 |
| Range |
168.5 |
75.0 |
-93.5 |
-55.5% |
299.5 |
| ATR |
148.9 |
143.8 |
-5.1 |
-3.4% |
0.0 |
| Volume |
170,491 |
112,468 |
-58,023 |
-34.0% |
762,729 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.7 |
6,821.3 |
6,678.3 |
|
| R3 |
6,780.7 |
6,746.3 |
6,657.6 |
|
| R2 |
6,705.7 |
6,705.7 |
6,650.8 |
|
| R1 |
6,671.3 |
6,671.3 |
6,643.9 |
6,688.5 |
| PP |
6,630.7 |
6,630.7 |
6,630.7 |
6,639.3 |
| S1 |
6,596.3 |
6,596.3 |
6,630.1 |
6,613.5 |
| S2 |
6,555.7 |
6,555.7 |
6,623.3 |
|
| S3 |
6,480.7 |
6,521.3 |
6,616.4 |
|
| S4 |
6,405.7 |
6,446.3 |
6,595.8 |
|
|
| 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 |
6,665.0 |
6,376.5 |
288.5 |
4.3% |
140.2 |
2.1% |
90% |
True |
False |
151,799 |
| 10 |
6,665.0 |
6,303.0 |
362.0 |
5.5% |
130.6 |
2.0% |
92% |
True |
False |
150,290 |
| 20 |
6,665.0 |
6,041.5 |
623.5 |
9.4% |
144.4 |
2.2% |
96% |
True |
False |
164,590 |
| 40 |
6,932.5 |
6,041.5 |
891.0 |
13.4% |
144.7 |
2.2% |
67% |
False |
False |
165,680 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
133.5 |
2.0% |
46% |
False |
False |
111,109 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
123.6 |
1.9% |
46% |
False |
False |
83,417 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
122.2 |
1.8% |
46% |
False |
False |
67,052 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
123.3 |
1.9% |
46% |
False |
False |
56,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,983.8 |
|
2.618 |
6,861.4 |
|
1.618 |
6,786.4 |
|
1.000 |
6,740.0 |
|
0.618 |
6,711.4 |
|
HIGH |
6,665.0 |
|
0.618 |
6,636.4 |
|
0.500 |
6,627.5 |
|
0.382 |
6,618.7 |
|
LOW |
6,590.0 |
|
0.618 |
6,543.7 |
|
1.000 |
6,515.0 |
|
1.618 |
6,468.7 |
|
2.618 |
6,393.7 |
|
4.250 |
6,271.3 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,633.8 |
6,614.2 |
| PP |
6,630.7 |
6,591.3 |
| S1 |
6,627.5 |
6,568.5 |
|