| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
4,871.0 |
4,964.0 |
93.0 |
1.9% |
4,916.0 |
| High |
4,916.0 |
5,024.0 |
108.0 |
2.2% |
5,019.0 |
| Low |
4,864.0 |
4,964.0 |
100.0 |
2.1% |
4,830.0 |
| Close |
4,901.0 |
5,001.0 |
100.0 |
2.0% |
4,901.0 |
| Range |
52.0 |
60.0 |
8.0 |
15.4% |
189.0 |
| ATR |
106.5 |
107.7 |
1.2 |
1.1% |
0.0 |
| Volume |
23,159 |
26,274 |
3,115 |
13.5% |
123,911 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,176.3 |
5,148.7 |
5,034.0 |
|
| R3 |
5,116.3 |
5,088.7 |
5,017.5 |
|
| R2 |
5,056.3 |
5,056.3 |
5,012.0 |
|
| R1 |
5,028.7 |
5,028.7 |
5,006.5 |
5,042.5 |
| PP |
4,996.3 |
4,996.3 |
4,996.3 |
5,003.3 |
| S1 |
4,968.7 |
4,968.7 |
4,995.5 |
4,982.5 |
| S2 |
4,936.3 |
4,936.3 |
4,990.0 |
|
| S3 |
4,876.3 |
4,908.7 |
4,984.5 |
|
| S4 |
4,816.3 |
4,848.7 |
4,968.0 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,483.7 |
5,381.3 |
5,005.0 |
|
| R3 |
5,294.7 |
5,192.3 |
4,953.0 |
|
| R2 |
5,105.7 |
5,105.7 |
4,935.7 |
|
| R1 |
5,003.3 |
5,003.3 |
4,918.3 |
4,960.0 |
| PP |
4,916.7 |
4,916.7 |
4,916.7 |
4,895.0 |
| S1 |
4,814.3 |
4,814.3 |
4,883.7 |
4,771.0 |
| S2 |
4,727.7 |
4,727.7 |
4,866.4 |
|
| S3 |
4,538.7 |
4,625.3 |
4,849.0 |
|
| S4 |
4,349.7 |
4,436.3 |
4,797.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,024.0 |
4,830.0 |
194.0 |
3.9% |
73.8 |
1.5% |
88% |
True |
False |
25,004 |
| 10 |
5,056.0 |
4,830.0 |
226.0 |
4.5% |
85.7 |
1.7% |
76% |
False |
False |
25,155 |
| 20 |
5,056.0 |
4,728.0 |
328.0 |
6.6% |
82.7 |
1.7% |
83% |
False |
False |
25,073 |
| 40 |
5,238.0 |
4,728.0 |
510.0 |
10.2% |
84.1 |
1.7% |
54% |
False |
False |
25,734 |
| 60 |
5,715.0 |
4,728.0 |
987.0 |
19.7% |
82.4 |
1.6% |
28% |
False |
False |
24,984 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
73.5 |
1.5% |
21% |
False |
False |
18,772 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
64.4 |
1.3% |
21% |
False |
False |
15,026 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
56.7 |
1.1% |
21% |
False |
False |
12,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,279.0 |
|
2.618 |
5,181.1 |
|
1.618 |
5,121.1 |
|
1.000 |
5,084.0 |
|
0.618 |
5,061.1 |
|
HIGH |
5,024.0 |
|
0.618 |
5,001.1 |
|
0.500 |
4,994.0 |
|
0.382 |
4,986.9 |
|
LOW |
4,964.0 |
|
0.618 |
4,926.9 |
|
1.000 |
4,904.0 |
|
1.618 |
4,866.9 |
|
2.618 |
4,806.9 |
|
4.250 |
4,709.0 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,998.7 |
4,976.8 |
| PP |
4,996.3 |
4,952.7 |
| S1 |
4,994.0 |
4,928.5 |
|