| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,265.0 |
6,302.5 |
37.5 |
0.6% |
6,464.0 |
| High |
6,377.5 |
6,391.0 |
13.5 |
0.2% |
6,514.0 |
| Low |
6,248.0 |
6,255.5 |
7.5 |
0.1% |
6,237.5 |
| Close |
6,362.5 |
6,374.5 |
12.0 |
0.2% |
6,362.5 |
| Range |
129.5 |
135.5 |
6.0 |
4.6% |
276.5 |
| ATR |
134.3 |
134.4 |
0.1 |
0.1% |
0.0 |
| Volume |
0 |
128,415 |
128,415 |
|
703,315 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,746.8 |
6,696.2 |
6,449.0 |
|
| R3 |
6,611.3 |
6,560.7 |
6,411.8 |
|
| R2 |
6,475.8 |
6,475.8 |
6,399.3 |
|
| R1 |
6,425.2 |
6,425.2 |
6,386.9 |
6,450.5 |
| PP |
6,340.3 |
6,340.3 |
6,340.3 |
6,353.0 |
| S1 |
6,289.7 |
6,289.7 |
6,362.1 |
6,315.0 |
| S2 |
6,204.8 |
6,204.8 |
6,349.7 |
|
| S3 |
6,069.3 |
6,154.2 |
6,337.2 |
|
| S4 |
5,933.8 |
6,018.7 |
6,300.0 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,200.8 |
7,058.2 |
6,514.6 |
|
| R3 |
6,924.3 |
6,781.7 |
6,438.5 |
|
| R2 |
6,647.8 |
6,647.8 |
6,413.2 |
|
| R1 |
6,505.2 |
6,505.2 |
6,387.8 |
6,438.3 |
| PP |
6,371.3 |
6,371.3 |
6,371.3 |
6,337.9 |
| S1 |
6,228.7 |
6,228.7 |
6,337.2 |
6,161.8 |
| S2 |
6,094.8 |
6,094.8 |
6,311.8 |
|
| S3 |
5,818.3 |
5,952.2 |
6,286.5 |
|
| S4 |
5,541.8 |
5,675.7 |
6,210.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,391.0 |
6,237.5 |
153.5 |
2.4% |
110.4 |
1.7% |
89% |
True |
False |
108,256 |
| 10 |
6,590.0 |
6,237.5 |
352.5 |
5.5% |
120.4 |
1.9% |
39% |
False |
False |
130,835 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.7% |
120.8 |
1.9% |
32% |
False |
False |
139,920 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.8% |
140.4 |
2.2% |
53% |
False |
False |
163,247 |
| 60 |
7,115.0 |
6,041.5 |
1,073.5 |
16.8% |
136.6 |
2.1% |
31% |
False |
False |
135,166 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
126.0 |
2.0% |
26% |
False |
False |
101,495 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
121.1 |
1.9% |
26% |
False |
False |
81,274 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
124.1 |
1.9% |
26% |
False |
False |
68,106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,966.9 |
|
2.618 |
6,745.7 |
|
1.618 |
6,610.2 |
|
1.000 |
6,526.5 |
|
0.618 |
6,474.7 |
|
HIGH |
6,391.0 |
|
0.618 |
6,339.2 |
|
0.500 |
6,323.3 |
|
0.382 |
6,307.3 |
|
LOW |
6,255.5 |
|
0.618 |
6,171.8 |
|
1.000 |
6,120.0 |
|
1.618 |
6,036.3 |
|
2.618 |
5,900.8 |
|
4.250 |
5,679.6 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,357.4 |
6,356.2 |
| PP |
6,340.3 |
6,337.8 |
| S1 |
6,323.3 |
6,319.5 |
|