| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,295.0 |
3,281.0 |
-14.0 |
-0.4% |
3,435.0 |
| High |
3,314.0 |
3,289.0 |
-25.0 |
-0.8% |
3,474.0 |
| Low |
3,274.0 |
3,251.0 |
-23.0 |
-0.7% |
3,336.0 |
| Close |
3,306.0 |
3,258.0 |
-48.0 |
-1.5% |
3,374.0 |
| Range |
40.0 |
38.0 |
-2.0 |
-5.0% |
138.0 |
| ATR |
75.1 |
73.6 |
-1.4 |
-1.9% |
0.0 |
| Volume |
964,682 |
1,115,863 |
151,181 |
15.7% |
5,539,614 |
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.0 |
3,357.0 |
3,278.9 |
|
| R3 |
3,342.0 |
3,319.0 |
3,268.5 |
|
| R2 |
3,304.0 |
3,304.0 |
3,265.0 |
|
| R1 |
3,281.0 |
3,281.0 |
3,261.5 |
3,273.5 |
| PP |
3,266.0 |
3,266.0 |
3,266.0 |
3,262.3 |
| S1 |
3,243.0 |
3,243.0 |
3,254.5 |
3,235.5 |
| S2 |
3,228.0 |
3,228.0 |
3,251.0 |
|
| S3 |
3,190.0 |
3,205.0 |
3,247.6 |
|
| S4 |
3,152.0 |
3,167.0 |
3,237.1 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,808.7 |
3,729.3 |
3,449.9 |
|
| R3 |
3,670.7 |
3,591.3 |
3,412.0 |
|
| R2 |
3,532.7 |
3,532.7 |
3,399.3 |
|
| R1 |
3,453.3 |
3,453.3 |
3,386.7 |
3,424.0 |
| PP |
3,394.7 |
3,394.7 |
3,394.7 |
3,380.0 |
| S1 |
3,315.3 |
3,315.3 |
3,361.4 |
3,286.0 |
| S2 |
3,256.7 |
3,256.7 |
3,348.7 |
|
| S3 |
3,118.7 |
3,177.3 |
3,336.1 |
|
| S4 |
2,980.7 |
3,039.3 |
3,298.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,409.0 |
3,251.0 |
158.0 |
4.8% |
55.8 |
1.7% |
4% |
False |
True |
1,037,378 |
| 10 |
3,474.0 |
3,251.0 |
223.0 |
6.8% |
61.3 |
1.9% |
3% |
False |
True |
1,103,387 |
| 20 |
3,474.0 |
3,251.0 |
223.0 |
6.8% |
66.1 |
2.0% |
3% |
False |
True |
1,167,786 |
| 40 |
3,474.0 |
3,107.0 |
367.0 |
11.3% |
77.3 |
2.4% |
41% |
False |
False |
1,470,854 |
| 60 |
3,822.0 |
3,107.0 |
715.0 |
21.9% |
73.9 |
2.3% |
21% |
False |
False |
1,162,434 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
24.5% |
67.2 |
2.1% |
19% |
False |
False |
872,489 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
24.5% |
65.2 |
2.0% |
19% |
False |
False |
698,167 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
24.5% |
69.4 |
2.1% |
19% |
False |
False |
584,168 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,450.5 |
|
2.618 |
3,388.5 |
|
1.618 |
3,350.5 |
|
1.000 |
3,327.0 |
|
0.618 |
3,312.5 |
|
HIGH |
3,289.0 |
|
0.618 |
3,274.5 |
|
0.500 |
3,270.0 |
|
0.382 |
3,265.5 |
|
LOW |
3,251.0 |
|
0.618 |
3,227.5 |
|
1.000 |
3,213.0 |
|
1.618 |
3,189.5 |
|
2.618 |
3,151.5 |
|
4.250 |
3,089.5 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,270.0 |
3,296.0 |
| PP |
3,266.0 |
3,283.3 |
| S1 |
3,262.0 |
3,270.7 |
|