| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,588.0 |
6,477.5 |
-110.5 |
-1.7% |
6,420.0 |
| High |
6,590.0 |
6,510.0 |
-80.0 |
-1.2% |
6,656.0 |
| Low |
6,436.0 |
6,395.0 |
-41.0 |
-0.6% |
6,356.5 |
| Close |
6,460.5 |
6,473.5 |
13.0 |
0.2% |
6,587.0 |
| Range |
154.0 |
115.0 |
-39.0 |
-25.3% |
299.5 |
| ATR |
143.1 |
141.1 |
-2.0 |
-1.4% |
0.0 |
| Volume |
178,625 |
158,662 |
-19,963 |
-11.2% |
762,729 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,804.5 |
6,754.0 |
6,536.8 |
|
| R3 |
6,689.5 |
6,639.0 |
6,505.1 |
|
| R2 |
6,574.5 |
6,574.5 |
6,494.6 |
|
| R1 |
6,524.0 |
6,524.0 |
6,484.0 |
6,491.8 |
| PP |
6,459.5 |
6,459.5 |
6,459.5 |
6,443.4 |
| S1 |
6,409.0 |
6,409.0 |
6,463.0 |
6,376.8 |
| S2 |
6,344.5 |
6,344.5 |
6,452.4 |
|
| S3 |
6,229.5 |
6,294.0 |
6,441.9 |
|
| S4 |
6,114.5 |
6,179.0 |
6,410.3 |
|
|
| 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 |
6,665.0 |
6,395.0 |
270.0 |
4.2% |
121.3 |
1.9% |
29% |
False |
True |
152,335 |
| 10 |
6,665.0 |
6,356.5 |
308.5 |
4.8% |
127.2 |
2.0% |
38% |
False |
False |
150,852 |
| 20 |
6,665.0 |
6,280.5 |
384.5 |
5.9% |
136.3 |
2.1% |
50% |
False |
False |
153,373 |
| 40 |
6,841.0 |
6,041.5 |
799.5 |
12.4% |
145.0 |
2.2% |
54% |
False |
False |
172,887 |
| 60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.2% |
134.1 |
2.1% |
37% |
False |
False |
119,067 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.6 |
1.9% |
33% |
False |
False |
89,390 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
122.3 |
1.9% |
33% |
False |
False |
71,609 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
123.4 |
1.9% |
33% |
False |
False |
60,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,998.8 |
|
2.618 |
6,811.1 |
|
1.618 |
6,696.1 |
|
1.000 |
6,625.0 |
|
0.618 |
6,581.1 |
|
HIGH |
6,510.0 |
|
0.618 |
6,466.1 |
|
0.500 |
6,452.5 |
|
0.382 |
6,438.9 |
|
LOW |
6,395.0 |
|
0.618 |
6,323.9 |
|
1.000 |
6,280.0 |
|
1.618 |
6,208.9 |
|
2.618 |
6,093.9 |
|
4.250 |
5,906.3 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,466.5 |
6,526.3 |
| PP |
6,459.5 |
6,508.7 |
| S1 |
6,452.5 |
6,491.1 |
|