| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,302.5 |
6,358.0 |
55.5 |
0.9% |
6,464.0 |
| High |
6,391.0 |
6,372.5 |
-18.5 |
-0.3% |
6,514.0 |
| Low |
6,255.5 |
6,267.0 |
11.5 |
0.2% |
6,237.5 |
| Close |
6,374.5 |
6,337.5 |
-37.0 |
-0.6% |
6,362.5 |
| Range |
135.5 |
105.5 |
-30.0 |
-22.1% |
276.5 |
| ATR |
134.4 |
132.5 |
-1.9 |
-1.4% |
0.0 |
| Volume |
128,415 |
135,241 |
6,826 |
5.3% |
703,315 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,642.2 |
6,595.3 |
6,395.5 |
|
| R3 |
6,536.7 |
6,489.8 |
6,366.5 |
|
| R2 |
6,431.2 |
6,431.2 |
6,356.8 |
|
| R1 |
6,384.3 |
6,384.3 |
6,347.2 |
6,355.0 |
| PP |
6,325.7 |
6,325.7 |
6,325.7 |
6,311.0 |
| S1 |
6,278.8 |
6,278.8 |
6,327.8 |
6,249.5 |
| S2 |
6,220.2 |
6,220.2 |
6,318.2 |
|
| S3 |
6,114.7 |
6,173.3 |
6,308.5 |
|
| S4 |
6,009.2 |
6,067.8 |
6,279.5 |
|
|
| 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% |
115.9 |
1.8% |
65% |
False |
False |
107,854 |
| 10 |
6,543.5 |
6,237.5 |
306.0 |
4.8% |
115.5 |
1.8% |
33% |
False |
False |
126,497 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.7% |
121.5 |
1.9% |
23% |
False |
False |
139,376 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.8% |
138.5 |
2.2% |
47% |
False |
False |
160,978 |
| 60 |
7,094.5 |
6,041.5 |
1,053.0 |
16.6% |
137.1 |
2.2% |
28% |
False |
False |
137,405 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.5% |
126.2 |
2.0% |
23% |
False |
False |
103,182 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.5% |
121.6 |
1.9% |
23% |
False |
False |
82,625 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.5% |
124.1 |
2.0% |
23% |
False |
False |
69,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,820.9 |
|
2.618 |
6,648.7 |
|
1.618 |
6,543.2 |
|
1.000 |
6,478.0 |
|
0.618 |
6,437.7 |
|
HIGH |
6,372.5 |
|
0.618 |
6,332.2 |
|
0.500 |
6,319.8 |
|
0.382 |
6,307.3 |
|
LOW |
6,267.0 |
|
0.618 |
6,201.8 |
|
1.000 |
6,161.5 |
|
1.618 |
6,096.3 |
|
2.618 |
5,990.8 |
|
4.250 |
5,818.6 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,331.6 |
6,331.5 |
| PP |
6,325.7 |
6,325.5 |
| S1 |
6,319.8 |
6,319.5 |
|