| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
4,785.0 |
4,900.0 |
115.0 |
2.4% |
4,994.0 |
| High |
4,830.0 |
4,979.0 |
149.0 |
3.1% |
5,007.0 |
| Low |
4,728.0 |
4,898.0 |
170.0 |
3.6% |
4,799.0 |
| Close |
4,826.0 |
4,972.0 |
146.0 |
3.0% |
4,913.0 |
| Range |
102.0 |
81.0 |
-21.0 |
-20.6% |
208.0 |
| ATR |
111.6 |
114.5 |
3.0 |
2.7% |
0.0 |
| Volume |
39,887 |
30,027 |
-9,860 |
-24.7% |
120,837 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,192.7 |
5,163.3 |
5,016.6 |
|
| R3 |
5,111.7 |
5,082.3 |
4,994.3 |
|
| R2 |
5,030.7 |
5,030.7 |
4,986.9 |
|
| R1 |
5,001.3 |
5,001.3 |
4,979.4 |
5,016.0 |
| PP |
4,949.7 |
4,949.7 |
4,949.7 |
4,957.0 |
| S1 |
4,920.3 |
4,920.3 |
4,964.6 |
4,935.0 |
| S2 |
4,868.7 |
4,868.7 |
4,957.2 |
|
| S3 |
4,787.7 |
4,839.3 |
4,949.7 |
|
| S4 |
4,706.7 |
4,758.3 |
4,927.5 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,530.3 |
5,429.7 |
5,027.4 |
|
| R3 |
5,322.3 |
5,221.7 |
4,970.2 |
|
| R2 |
5,114.3 |
5,114.3 |
4,951.1 |
|
| R1 |
5,013.7 |
5,013.7 |
4,932.1 |
4,960.0 |
| PP |
4,906.3 |
4,906.3 |
4,906.3 |
4,879.5 |
| S1 |
4,805.7 |
4,805.7 |
4,893.9 |
4,752.0 |
| S2 |
4,698.3 |
4,698.3 |
4,874.9 |
|
| S3 |
4,490.3 |
4,597.7 |
4,855.8 |
|
| S4 |
4,282.3 |
4,389.7 |
4,798.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,007.0 |
4,728.0 |
279.0 |
5.6% |
82.0 |
1.6% |
87% |
False |
False |
28,318 |
| 10 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
84.5 |
1.7% |
58% |
False |
False |
27,035 |
| 20 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
85.7 |
1.7% |
58% |
False |
False |
26,626 |
| 40 |
5,454.0 |
4,728.0 |
726.0 |
14.6% |
85.2 |
1.7% |
34% |
False |
False |
29,427 |
| 60 |
6,006.0 |
4,728.0 |
1,278.0 |
25.7% |
74.4 |
1.5% |
19% |
False |
False |
19,718 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.7% |
64.2 |
1.3% |
19% |
False |
False |
14,804 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.7% |
56.2 |
1.1% |
19% |
False |
False |
11,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,323.3 |
|
2.618 |
5,191.1 |
|
1.618 |
5,110.1 |
|
1.000 |
5,060.0 |
|
0.618 |
5,029.1 |
|
HIGH |
4,979.0 |
|
0.618 |
4,948.1 |
|
0.500 |
4,938.5 |
|
0.382 |
4,928.9 |
|
LOW |
4,898.0 |
|
0.618 |
4,847.9 |
|
1.000 |
4,817.0 |
|
1.618 |
4,766.9 |
|
2.618 |
4,685.9 |
|
4.250 |
4,553.8 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,960.8 |
4,932.5 |
| PP |
4,949.7 |
4,893.0 |
| S1 |
4,938.5 |
4,853.5 |
|