| Trading Metrics calculated at close of trading on 19-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2008 |
19-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,464.0 |
6,400.0 |
-64.0 |
-1.0% |
6,625.5 |
| High |
6,514.0 |
6,405.0 |
-109.0 |
-1.7% |
6,665.0 |
| Low |
6,387.5 |
6,275.5 |
-112.0 |
-1.8% |
6,395.0 |
| Close |
6,452.5 |
6,306.0 |
-146.5 |
-2.3% |
6,476.5 |
| Range |
126.5 |
129.5 |
3.0 |
2.4% |
270.0 |
| ATR |
139.1 |
141.8 |
2.7 |
1.9% |
0.0 |
| Volume |
124,104 |
166,346 |
42,242 |
34.0% |
730,523 |
|
| Daily Pivots for day following 19-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,717.3 |
6,641.2 |
6,377.2 |
|
| R3 |
6,587.8 |
6,511.7 |
6,341.6 |
|
| R2 |
6,458.3 |
6,458.3 |
6,329.7 |
|
| R1 |
6,382.2 |
6,382.2 |
6,317.9 |
6,355.5 |
| PP |
6,328.8 |
6,328.8 |
6,328.8 |
6,315.5 |
| S1 |
6,252.7 |
6,252.7 |
6,294.1 |
6,226.0 |
| S2 |
6,199.3 |
6,199.3 |
6,282.3 |
|
| S3 |
6,069.8 |
6,123.2 |
6,270.4 |
|
| S4 |
5,940.3 |
5,993.7 |
6,234.8 |
|
|
| 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 |
6,590.0 |
6,275.5 |
314.5 |
5.0% |
130.3 |
2.1% |
10% |
False |
True |
153,415 |
| 10 |
6,665.0 |
6,275.5 |
389.5 |
6.2% |
122.4 |
1.9% |
8% |
False |
True |
148,463 |
| 20 |
6,665.0 |
6,275.5 |
389.5 |
6.2% |
131.0 |
2.1% |
8% |
False |
True |
150,545 |
| 40 |
6,703.5 |
6,041.5 |
662.0 |
10.5% |
144.8 |
2.3% |
40% |
False |
False |
173,028 |
| 60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.6% |
135.9 |
2.2% |
23% |
False |
False |
126,205 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
123.3 |
2.0% |
20% |
False |
False |
94,744 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
122.9 |
1.9% |
20% |
False |
False |
75,898 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.6% |
124.4 |
2.0% |
20% |
False |
False |
63,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,955.4 |
|
2.618 |
6,744.0 |
|
1.618 |
6,614.5 |
|
1.000 |
6,534.5 |
|
0.618 |
6,485.0 |
|
HIGH |
6,405.0 |
|
0.618 |
6,355.5 |
|
0.500 |
6,340.3 |
|
0.382 |
6,325.0 |
|
LOW |
6,275.5 |
|
0.618 |
6,195.5 |
|
1.000 |
6,146.0 |
|
1.618 |
6,066.0 |
|
2.618 |
5,936.5 |
|
4.250 |
5,725.1 |
|
|
| Fisher Pivots for day following 19-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,340.3 |
6,409.5 |
| PP |
6,328.8 |
6,375.0 |
| S1 |
6,317.4 |
6,340.5 |
|