| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,320.0 |
6,299.5 |
-20.5 |
-0.3% |
6,625.5 |
| High |
6,362.0 |
6,317.0 |
-45.0 |
-0.7% |
6,665.0 |
| Low |
6,284.0 |
6,237.5 |
-46.5 |
-0.7% |
6,395.0 |
| Close |
6,344.0 |
6,259.5 |
-84.5 |
-1.3% |
6,476.5 |
| Range |
78.0 |
79.5 |
1.5 |
1.9% |
270.0 |
| ATR |
137.3 |
135.1 |
-2.2 |
-1.6% |
0.0 |
| Volume |
137,248 |
149,070 |
11,822 |
8.6% |
730,523 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,509.8 |
6,464.2 |
6,303.2 |
|
| R3 |
6,430.3 |
6,384.7 |
6,281.4 |
|
| R2 |
6,350.8 |
6,350.8 |
6,274.1 |
|
| R1 |
6,305.2 |
6,305.2 |
6,266.8 |
6,288.3 |
| PP |
6,271.3 |
6,271.3 |
6,271.3 |
6,262.9 |
| S1 |
6,225.7 |
6,225.7 |
6,252.2 |
6,208.8 |
| S2 |
6,191.8 |
6,191.8 |
6,244.9 |
|
| S3 |
6,112.3 |
6,146.2 |
6,237.6 |
|
| S4 |
6,032.8 |
6,066.7 |
6,215.8 |
|
|
| 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 |
6,543.5 |
6,237.5 |
306.0 |
4.9% |
108.0 |
1.7% |
7% |
False |
True |
143,221 |
| 10 |
6,665.0 |
6,237.5 |
427.5 |
6.8% |
114.7 |
1.8% |
5% |
False |
True |
147,778 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.8% |
125.2 |
2.0% |
5% |
False |
True |
149,405 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
10.0% |
141.6 |
2.3% |
35% |
False |
False |
171,596 |
| 60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.8% |
134.9 |
2.2% |
19% |
False |
False |
130,957 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.7% |
124.0 |
2.0% |
17% |
False |
False |
98,316 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.7% |
120.0 |
1.9% |
17% |
False |
False |
78,736 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.7% |
123.4 |
2.0% |
17% |
False |
False |
65,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,654.9 |
|
2.618 |
6,525.1 |
|
1.618 |
6,445.6 |
|
1.000 |
6,396.5 |
|
0.618 |
6,366.1 |
|
HIGH |
6,317.0 |
|
0.618 |
6,286.6 |
|
0.500 |
6,277.3 |
|
0.382 |
6,267.9 |
|
LOW |
6,237.5 |
|
0.618 |
6,188.4 |
|
1.000 |
6,158.0 |
|
1.618 |
6,108.9 |
|
2.618 |
6,029.4 |
|
4.250 |
5,899.6 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,277.3 |
6,321.3 |
| PP |
6,271.3 |
6,300.7 |
| S1 |
6,265.4 |
6,280.1 |
|