| Trading Metrics calculated at close of trading on 29-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2008 |
29-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,330.0 |
6,442.5 |
112.5 |
1.8% |
6,265.0 |
| High |
6,473.5 |
6,470.5 |
-3.0 |
0.0% |
6,473.5 |
| Low |
6,276.5 |
6,411.5 |
135.0 |
2.2% |
6,248.0 |
| Close |
6,437.5 |
6,436.5 |
-1.0 |
0.0% |
6,436.5 |
| Range |
197.0 |
59.0 |
-138.0 |
-70.1% |
225.5 |
| ATR |
137.1 |
131.5 |
-5.6 |
-4.1% |
0.0 |
| Volume |
156,242 |
102,975 |
-53,267 |
-34.1% |
522,873 |
|
| Daily Pivots for day following 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,616.5 |
6,585.5 |
6,469.0 |
|
| R3 |
6,557.5 |
6,526.5 |
6,452.7 |
|
| R2 |
6,498.5 |
6,498.5 |
6,447.3 |
|
| R1 |
6,467.5 |
6,467.5 |
6,441.9 |
6,453.5 |
| PP |
6,439.5 |
6,439.5 |
6,439.5 |
6,432.5 |
| S1 |
6,408.5 |
6,408.5 |
6,431.1 |
6,394.5 |
| S2 |
6,380.5 |
6,380.5 |
6,425.7 |
|
| S3 |
6,321.5 |
6,349.5 |
6,420.3 |
|
| S4 |
6,262.5 |
6,290.5 |
6,404.1 |
|
|
| Weekly Pivots for week ending 29-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,062.5 |
6,975.0 |
6,560.5 |
|
| R3 |
6,837.0 |
6,749.5 |
6,498.5 |
|
| R2 |
6,611.5 |
6,611.5 |
6,477.8 |
|
| R1 |
6,524.0 |
6,524.0 |
6,457.2 |
6,567.8 |
| PP |
6,386.0 |
6,386.0 |
6,386.0 |
6,407.9 |
| S1 |
6,298.5 |
6,298.5 |
6,415.8 |
6,342.3 |
| S2 |
6,160.5 |
6,160.5 |
6,395.2 |
|
| S3 |
5,935.0 |
6,073.0 |
6,374.5 |
|
| S4 |
5,709.5 |
5,847.5 |
6,312.5 |
|
|
| 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% |
125.3 |
1.9% |
84% |
False |
False |
104,574 |
| 10 |
6,514.0 |
6,237.5 |
276.5 |
4.3% |
117.0 |
1.8% |
72% |
False |
False |
122,618 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.6% |
122.1 |
1.9% |
47% |
False |
False |
135,972 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.7% |
136.2 |
2.1% |
63% |
False |
False |
157,344 |
| 60 |
7,088.5 |
6,041.5 |
1,047.0 |
16.3% |
138.2 |
2.1% |
38% |
False |
False |
141,656 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
127.3 |
2.0% |
30% |
False |
False |
106,416 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
122.5 |
1.9% |
30% |
False |
False |
85,204 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
124.4 |
1.9% |
30% |
False |
False |
71,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,721.3 |
|
2.618 |
6,625.0 |
|
1.618 |
6,566.0 |
|
1.000 |
6,529.5 |
|
0.618 |
6,507.0 |
|
HIGH |
6,470.5 |
|
0.618 |
6,448.0 |
|
0.500 |
6,441.0 |
|
0.382 |
6,434.0 |
|
LOW |
6,411.5 |
|
0.618 |
6,375.0 |
|
1.000 |
6,352.5 |
|
1.618 |
6,316.0 |
|
2.618 |
6,257.0 |
|
4.250 |
6,160.8 |
|
|
| Fisher Pivots for day following 29-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,441.0 |
6,414.4 |
| PP |
6,439.5 |
6,392.3 |
| S1 |
6,438.0 |
6,370.3 |
|