| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,399.0 |
3,435.0 |
36.0 |
1.1% |
3,318.0 |
| High |
3,449.0 |
3,474.0 |
25.0 |
0.7% |
3,456.0 |
| Low |
3,357.0 |
3,417.0 |
60.0 |
1.8% |
3,292.0 |
| Close |
3,415.0 |
3,453.0 |
38.0 |
1.1% |
3,415.0 |
| Range |
92.0 |
57.0 |
-35.0 |
-38.0% |
164.0 |
| ATR |
81.6 |
80.0 |
-1.6 |
-2.0% |
0.0 |
| Volume |
1,242,454 |
894,921 |
-347,533 |
-28.0% |
6,003,309 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,619.0 |
3,593.0 |
3,484.4 |
|
| R3 |
3,562.0 |
3,536.0 |
3,468.7 |
|
| R2 |
3,505.0 |
3,505.0 |
3,463.5 |
|
| R1 |
3,479.0 |
3,479.0 |
3,458.2 |
3,492.0 |
| PP |
3,448.0 |
3,448.0 |
3,448.0 |
3,454.5 |
| S1 |
3,422.0 |
3,422.0 |
3,447.8 |
3,435.0 |
| S2 |
3,391.0 |
3,391.0 |
3,442.6 |
|
| S3 |
3,334.0 |
3,365.0 |
3,437.3 |
|
| S4 |
3,277.0 |
3,308.0 |
3,421.7 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,879.7 |
3,811.3 |
3,505.2 |
|
| R3 |
3,715.7 |
3,647.3 |
3,460.1 |
|
| R2 |
3,551.7 |
3,551.7 |
3,445.1 |
|
| R1 |
3,483.3 |
3,483.3 |
3,430.0 |
3,517.5 |
| PP |
3,387.7 |
3,387.7 |
3,387.7 |
3,404.8 |
| S1 |
3,319.3 |
3,319.3 |
3,400.0 |
3,353.5 |
| S2 |
3,223.7 |
3,223.7 |
3,384.9 |
|
| S3 |
3,059.7 |
3,155.3 |
3,369.9 |
|
| S4 |
2,895.7 |
2,991.3 |
3,324.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,474.0 |
3,303.0 |
171.0 |
5.0% |
81.2 |
2.4% |
88% |
True |
False |
1,183,358 |
| 10 |
3,474.0 |
3,282.0 |
192.0 |
5.6% |
72.2 |
2.1% |
89% |
True |
False |
1,228,373 |
| 20 |
3,474.0 |
3,107.0 |
367.0 |
10.6% |
79.0 |
2.3% |
94% |
True |
False |
1,437,187 |
| 40 |
3,613.0 |
3,107.0 |
506.0 |
14.7% |
79.4 |
2.3% |
68% |
False |
False |
1,508,195 |
| 60 |
3,905.0 |
3,107.0 |
798.0 |
23.1% |
72.8 |
2.1% |
43% |
False |
False |
1,014,700 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.1% |
67.1 |
1.9% |
43% |
False |
False |
761,347 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.1% |
67.8 |
2.0% |
43% |
False |
False |
609,917 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.1% |
69.4 |
2.0% |
43% |
False |
False |
510,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,716.3 |
|
2.618 |
3,623.2 |
|
1.618 |
3,566.2 |
|
1.000 |
3,531.0 |
|
0.618 |
3,509.2 |
|
HIGH |
3,474.0 |
|
0.618 |
3,452.2 |
|
0.500 |
3,445.5 |
|
0.382 |
3,438.8 |
|
LOW |
3,417.0 |
|
0.618 |
3,381.8 |
|
1.000 |
3,360.0 |
|
1.618 |
3,324.8 |
|
2.618 |
3,267.8 |
|
4.250 |
3,174.8 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,450.5 |
3,440.5 |
| PP |
3,448.0 |
3,428.0 |
| S1 |
3,445.5 |
3,415.5 |
|