| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,625.5 |
6,617.5 |
-8.0 |
-0.1% |
6,420.0 |
| High |
6,665.0 |
6,657.5 |
-7.5 |
-0.1% |
6,656.0 |
| Low |
6,590.0 |
6,563.5 |
-26.5 |
-0.4% |
6,356.5 |
| Close |
6,637.0 |
6,616.5 |
-20.5 |
-0.3% |
6,587.0 |
| Range |
75.0 |
94.0 |
19.0 |
25.3% |
299.5 |
| ATR |
143.8 |
140.3 |
-3.6 |
-2.5% |
0.0 |
| Volume |
112,468 |
141,430 |
28,962 |
25.8% |
762,729 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,894.5 |
6,849.5 |
6,668.2 |
|
| R3 |
6,800.5 |
6,755.5 |
6,642.4 |
|
| R2 |
6,706.5 |
6,706.5 |
6,633.7 |
|
| R1 |
6,661.5 |
6,661.5 |
6,625.1 |
6,637.0 |
| PP |
6,612.5 |
6,612.5 |
6,612.5 |
6,600.3 |
| S1 |
6,567.5 |
6,567.5 |
6,607.9 |
6,543.0 |
| S2 |
6,518.5 |
6,518.5 |
6,599.3 |
|
| S3 |
6,424.5 |
6,473.5 |
6,590.7 |
|
| S4 |
6,330.5 |
6,379.5 |
6,564.8 |
|
|
| 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 |
6,472.0 |
193.0 |
2.9% |
114.4 |
1.7% |
75% |
False |
False |
143,511 |
| 10 |
6,665.0 |
6,356.5 |
308.5 |
4.7% |
121.2 |
1.8% |
84% |
False |
False |
149,004 |
| 20 |
6,665.0 |
6,041.5 |
623.5 |
9.4% |
141.5 |
2.1% |
92% |
False |
False |
158,663 |
| 40 |
6,932.5 |
6,041.5 |
891.0 |
13.5% |
143.5 |
2.2% |
65% |
False |
False |
168,323 |
| 60 |
7,285.0 |
6,041.5 |
1,243.5 |
18.8% |
134.0 |
2.0% |
46% |
False |
False |
113,463 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
122.9 |
1.9% |
44% |
False |
False |
85,181 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
121.2 |
1.8% |
44% |
False |
False |
68,303 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
19.6% |
123.1 |
1.9% |
44% |
False |
False |
57,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,057.0 |
|
2.618 |
6,903.6 |
|
1.618 |
6,809.6 |
|
1.000 |
6,751.5 |
|
0.618 |
6,715.6 |
|
HIGH |
6,657.5 |
|
0.618 |
6,621.6 |
|
0.500 |
6,610.5 |
|
0.382 |
6,599.4 |
|
LOW |
6,563.5 |
|
0.618 |
6,505.4 |
|
1.000 |
6,469.5 |
|
1.618 |
6,411.4 |
|
2.618 |
6,317.4 |
|
4.250 |
6,164.0 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,614.5 |
6,600.5 |
| PP |
6,612.5 |
6,584.5 |
| S1 |
6,610.5 |
6,568.5 |
|