| 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 |
5,404.0 |
5,404.0 |
0.0 |
0.0% |
5,440.5 |
| High |
5,525.0 |
5,525.0 |
0.0 |
0.0% |
5,525.0 |
| Low |
5,378.5 |
5,378.5 |
0.0 |
0.0% |
5,307.0 |
| Close |
5,514.0 |
5,514.0 |
0.0 |
0.0% |
5,514.0 |
| Range |
146.5 |
146.5 |
0.0 |
0.0% |
218.0 |
| ATR |
117.8 |
119.8 |
2.1 |
1.7% |
0.0 |
| Volume |
84,271 |
0 |
-84,271 |
-100.0% |
467,248 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,912.0 |
5,859.5 |
5,594.5 |
|
| R3 |
5,765.5 |
5,713.0 |
5,554.5 |
|
| R2 |
5,619.0 |
5,619.0 |
5,541.0 |
|
| R1 |
5,566.5 |
5,566.5 |
5,527.5 |
5,593.0 |
| PP |
5,472.5 |
5,472.5 |
5,472.5 |
5,485.5 |
| S1 |
5,420.0 |
5,420.0 |
5,500.5 |
5,446.0 |
| S2 |
5,326.0 |
5,326.0 |
5,487.0 |
|
| S3 |
5,179.5 |
5,273.5 |
5,473.5 |
|
| S4 |
5,033.0 |
5,127.0 |
5,433.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,102.5 |
6,026.5 |
5,634.0 |
|
| R3 |
5,884.5 |
5,808.5 |
5,574.0 |
|
| R2 |
5,666.5 |
5,666.5 |
5,554.0 |
|
| R1 |
5,590.5 |
5,590.5 |
5,534.0 |
5,628.5 |
| PP |
5,448.5 |
5,448.5 |
5,448.5 |
5,468.0 |
| S1 |
5,372.5 |
5,372.5 |
5,494.0 |
5,410.5 |
| S2 |
5,230.5 |
5,230.5 |
5,474.0 |
|
| S3 |
5,012.5 |
5,154.5 |
5,454.0 |
|
| S4 |
4,794.5 |
4,936.5 |
5,394.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,525.0 |
5,307.0 |
218.0 |
4.0% |
111.5 |
2.0% |
95% |
True |
False |
72,048 |
| 10 |
5,571.5 |
5,307.0 |
264.5 |
4.8% |
106.5 |
1.9% |
78% |
False |
False |
85,477 |
| 20 |
5,571.5 |
5,257.0 |
314.5 |
5.7% |
108.0 |
2.0% |
82% |
False |
False |
90,973 |
| 40 |
5,660.0 |
5,073.0 |
587.0 |
10.6% |
124.0 |
2.3% |
75% |
False |
False |
105,327 |
| 60 |
6,115.5 |
5,073.0 |
1,042.5 |
18.9% |
116.5 |
2.1% |
42% |
False |
False |
90,678 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
107.0 |
1.9% |
33% |
False |
False |
68,207 |
| 100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.5% |
98.0 |
1.8% |
33% |
False |
False |
54,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,147.5 |
|
2.618 |
5,908.5 |
|
1.618 |
5,762.0 |
|
1.000 |
5,671.5 |
|
0.618 |
5,615.5 |
|
HIGH |
5,525.0 |
|
0.618 |
5,469.0 |
|
0.500 |
5,452.0 |
|
0.382 |
5,434.5 |
|
LOW |
5,378.5 |
|
0.618 |
5,288.0 |
|
1.000 |
5,232.0 |
|
1.618 |
5,141.5 |
|
2.618 |
4,995.0 |
|
4.250 |
4,756.0 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,493.0 |
5,483.5 |
| PP |
5,472.5 |
5,453.5 |
| S1 |
5,452.0 |
5,423.0 |
|