| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,477.5 |
6,490.0 |
12.5 |
0.2% |
6,625.5 |
| High |
6,510.0 |
6,543.5 |
33.5 |
0.5% |
6,665.0 |
| Low |
6,395.0 |
6,417.0 |
22.0 |
0.3% |
6,395.0 |
| Close |
6,473.5 |
6,476.5 |
3.0 |
0.0% |
6,476.5 |
| Range |
115.0 |
126.5 |
11.5 |
10.0% |
270.0 |
| ATR |
141.1 |
140.1 |
-1.0 |
-0.7% |
0.0 |
| Volume |
158,662 |
139,338 |
-19,324 |
-12.2% |
730,523 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,858.5 |
6,794.0 |
6,546.1 |
|
| R3 |
6,732.0 |
6,667.5 |
6,511.3 |
|
| R2 |
6,605.5 |
6,605.5 |
6,499.7 |
|
| R1 |
6,541.0 |
6,541.0 |
6,488.1 |
6,510.0 |
| PP |
6,479.0 |
6,479.0 |
6,479.0 |
6,463.5 |
| S1 |
6,414.5 |
6,414.5 |
6,464.9 |
6,383.5 |
| S2 |
6,352.5 |
6,352.5 |
6,453.3 |
|
| S3 |
6,226.0 |
6,288.0 |
6,441.7 |
|
| S4 |
6,099.5 |
6,161.5 |
6,406.9 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.2 |
7,169.3 |
6,625.0 |
|
| R3 |
7,052.2 |
6,899.3 |
6,550.8 |
|
| R2 |
6,782.2 |
6,782.2 |
6,526.0 |
|
| R1 |
6,629.3 |
6,629.3 |
6,501.3 |
6,570.8 |
| PP |
6,512.2 |
6,512.2 |
6,512.2 |
6,482.9 |
| S1 |
6,359.3 |
6,359.3 |
6,451.8 |
6,300.8 |
| S2 |
6,242.2 |
6,242.2 |
6,427.0 |
|
| S3 |
5,972.2 |
6,089.3 |
6,402.3 |
|
| S4 |
5,702.2 |
5,819.3 |
6,328.0 |
|
|
| 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% |
112.9 |
1.7% |
30% |
False |
False |
146,104 |
| 10 |
6,665.0 |
6,356.5 |
308.5 |
4.8% |
127.2 |
2.0% |
39% |
False |
False |
149,325 |
| 20 |
6,665.0 |
6,303.0 |
362.0 |
5.6% |
134.7 |
2.1% |
48% |
False |
False |
150,864 |
| 40 |
6,839.0 |
6,041.5 |
797.5 |
12.3% |
145.5 |
2.2% |
55% |
False |
False |
174,121 |
| 60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.2% |
134.5 |
2.1% |
37% |
False |
False |
121,377 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.2 |
1.9% |
34% |
False |
False |
91,124 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
122.8 |
1.9% |
34% |
False |
False |
73,000 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.0% |
123.8 |
1.9% |
34% |
False |
False |
61,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,081.1 |
|
2.618 |
6,874.7 |
|
1.618 |
6,748.2 |
|
1.000 |
6,670.0 |
|
0.618 |
6,621.7 |
|
HIGH |
6,543.5 |
|
0.618 |
6,495.2 |
|
0.500 |
6,480.3 |
|
0.382 |
6,465.3 |
|
LOW |
6,417.0 |
|
0.618 |
6,338.8 |
|
1.000 |
6,290.5 |
|
1.618 |
6,212.3 |
|
2.618 |
6,085.8 |
|
4.250 |
5,879.4 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,480.3 |
6,492.5 |
| PP |
6,479.0 |
6,487.2 |
| S1 |
6,477.8 |
6,481.8 |
|