| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,358.0 |
6,330.0 |
-28.0 |
-0.4% |
6,464.0 |
| High |
6,372.5 |
6,473.5 |
101.0 |
1.6% |
6,514.0 |
| Low |
6,267.0 |
6,276.5 |
9.5 |
0.2% |
6,237.5 |
| Close |
6,337.5 |
6,437.5 |
100.0 |
1.6% |
6,362.5 |
| Range |
105.5 |
197.0 |
91.5 |
86.7% |
276.5 |
| ATR |
132.5 |
137.1 |
4.6 |
3.5% |
0.0 |
| Volume |
135,241 |
156,242 |
21,001 |
15.5% |
703,315 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,986.8 |
6,909.2 |
6,545.9 |
|
| R3 |
6,789.8 |
6,712.2 |
6,491.7 |
|
| R2 |
6,592.8 |
6,592.8 |
6,473.6 |
|
| R1 |
6,515.2 |
6,515.2 |
6,455.6 |
6,554.0 |
| PP |
6,395.8 |
6,395.8 |
6,395.8 |
6,415.3 |
| S1 |
6,318.2 |
6,318.2 |
6,419.4 |
6,357.0 |
| S2 |
6,198.8 |
6,198.8 |
6,401.4 |
|
| S3 |
6,001.8 |
6,121.2 |
6,383.3 |
|
| S4 |
5,804.8 |
5,924.2 |
6,329.2 |
|
|
| 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 |
6,473.5 |
6,248.0 |
225.5 |
3.5% |
139.4 |
2.2% |
84% |
True |
False |
109,289 |
| 10 |
6,543.5 |
6,237.5 |
306.0 |
4.8% |
123.7 |
1.9% |
65% |
False |
False |
126,255 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.6% |
125.4 |
1.9% |
47% |
False |
False |
138,553 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.7% |
139.6 |
2.2% |
64% |
False |
False |
160,566 |
| 60 |
7,094.5 |
6,041.5 |
1,053.0 |
16.4% |
138.8 |
2.2% |
38% |
False |
False |
139,967 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
127.4 |
2.0% |
30% |
False |
False |
105,132 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
123.0 |
1.9% |
30% |
False |
False |
84,186 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
125.0 |
1.9% |
30% |
False |
False |
70,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,310.8 |
|
2.618 |
6,989.2 |
|
1.618 |
6,792.2 |
|
1.000 |
6,670.5 |
|
0.618 |
6,595.2 |
|
HIGH |
6,473.5 |
|
0.618 |
6,398.2 |
|
0.500 |
6,375.0 |
|
0.382 |
6,351.8 |
|
LOW |
6,276.5 |
|
0.618 |
6,154.8 |
|
1.000 |
6,079.5 |
|
1.618 |
5,957.8 |
|
2.618 |
5,760.8 |
|
4.250 |
5,439.3 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,416.7 |
6,413.2 |
| PP |
6,395.8 |
6,388.8 |
| S1 |
6,375.0 |
6,364.5 |
|