| Trading Metrics calculated at close of trading on 13-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2008 |
13-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,617.5 |
6,588.0 |
-29.5 |
-0.4% |
6,420.0 |
| High |
6,657.5 |
6,590.0 |
-67.5 |
-1.0% |
6,656.0 |
| Low |
6,563.5 |
6,436.0 |
-127.5 |
-1.9% |
6,356.5 |
| Close |
6,616.5 |
6,460.5 |
-156.0 |
-2.4% |
6,587.0 |
| Range |
94.0 |
154.0 |
60.0 |
63.8% |
299.5 |
| ATR |
140.3 |
143.1 |
2.9 |
2.0% |
0.0 |
| Volume |
141,430 |
178,625 |
37,195 |
26.3% |
762,729 |
|
| Daily Pivots for day following 13-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,957.5 |
6,863.0 |
6,545.2 |
|
| R3 |
6,803.5 |
6,709.0 |
6,502.9 |
|
| R2 |
6,649.5 |
6,649.5 |
6,488.7 |
|
| R1 |
6,555.0 |
6,555.0 |
6,474.6 |
6,525.3 |
| PP |
6,495.5 |
6,495.5 |
6,495.5 |
6,480.6 |
| S1 |
6,401.0 |
6,401.0 |
6,446.4 |
6,371.3 |
| S2 |
6,341.5 |
6,341.5 |
6,432.3 |
|
| S3 |
6,187.5 |
6,247.0 |
6,418.2 |
|
| S4 |
6,033.5 |
6,093.0 |
6,375.8 |
|
|
| 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 |
6,436.0 |
229.0 |
3.5% |
124.0 |
1.9% |
11% |
False |
True |
152,484 |
| 10 |
6,665.0 |
6,356.5 |
308.5 |
4.8% |
127.4 |
2.0% |
34% |
False |
False |
152,256 |
| 20 |
6,665.0 |
6,248.5 |
416.5 |
6.4% |
137.2 |
2.1% |
51% |
False |
False |
155,965 |
| 40 |
6,875.5 |
6,041.5 |
834.0 |
12.9% |
144.4 |
2.2% |
50% |
False |
False |
171,024 |
| 60 |
7,254.0 |
6,041.5 |
1,212.5 |
18.8% |
135.3 |
2.1% |
35% |
False |
False |
116,436 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.8 |
1.9% |
32% |
False |
False |
87,411 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
121.8 |
1.9% |
32% |
False |
False |
70,028 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.3 |
1.9% |
32% |
False |
False |
58,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,244.5 |
|
2.618 |
6,993.2 |
|
1.618 |
6,839.2 |
|
1.000 |
6,744.0 |
|
0.618 |
6,685.2 |
|
HIGH |
6,590.0 |
|
0.618 |
6,531.2 |
|
0.500 |
6,513.0 |
|
0.382 |
6,494.8 |
|
LOW |
6,436.0 |
|
0.618 |
6,340.8 |
|
1.000 |
6,282.0 |
|
1.618 |
6,186.8 |
|
2.618 |
6,032.8 |
|
4.250 |
5,781.5 |
|
|
| Fisher Pivots for day following 13-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,513.0 |
6,550.5 |
| PP |
6,495.5 |
6,520.5 |
| S1 |
6,478.0 |
6,490.5 |
|