| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,261.0 |
3,279.0 |
18.0 |
0.6% |
3,374.0 |
| High |
3,326.0 |
3,317.0 |
-9.0 |
-0.3% |
3,409.0 |
| Low |
3,253.0 |
3,251.0 |
-2.0 |
-0.1% |
3,251.0 |
| Close |
3,318.0 |
3,310.0 |
-8.0 |
-0.2% |
3,318.0 |
| Range |
73.0 |
66.0 |
-7.0 |
-9.6% |
158.0 |
| ATR |
73.6 |
73.1 |
-0.5 |
-0.6% |
0.0 |
| Volume |
0 |
1,026,395 |
1,026,395 |
|
5,259,093 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,490.7 |
3,466.3 |
3,346.3 |
|
| R3 |
3,424.7 |
3,400.3 |
3,328.2 |
|
| R2 |
3,358.7 |
3,358.7 |
3,322.1 |
|
| R1 |
3,334.3 |
3,334.3 |
3,316.1 |
3,346.5 |
| PP |
3,292.7 |
3,292.7 |
3,292.7 |
3,298.8 |
| S1 |
3,268.3 |
3,268.3 |
3,304.0 |
3,280.5 |
| S2 |
3,226.7 |
3,226.7 |
3,297.9 |
|
| S3 |
3,160.7 |
3,202.3 |
3,291.9 |
|
| S4 |
3,094.7 |
3,136.3 |
3,273.7 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,800.0 |
3,717.0 |
3,404.9 |
|
| R3 |
3,642.0 |
3,559.0 |
3,361.5 |
|
| R2 |
3,484.0 |
3,484.0 |
3,347.0 |
|
| R1 |
3,401.0 |
3,401.0 |
3,332.5 |
3,363.5 |
| PP |
3,326.0 |
3,326.0 |
3,326.0 |
3,307.3 |
| S1 |
3,243.0 |
3,243.0 |
3,303.5 |
3,205.5 |
| S2 |
3,168.0 |
3,168.0 |
3,289.0 |
|
| S3 |
3,010.0 |
3,085.0 |
3,274.6 |
|
| S4 |
2,852.0 |
2,927.0 |
3,231.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,326.0 |
3,251.0 |
75.0 |
2.3% |
58.0 |
1.8% |
79% |
False |
True |
822,844 |
| 10 |
3,431.0 |
3,251.0 |
180.0 |
5.4% |
62.9 |
1.9% |
33% |
False |
True |
981,104 |
| 20 |
3,474.0 |
3,251.0 |
223.0 |
6.7% |
65.3 |
2.0% |
26% |
False |
True |
1,095,186 |
| 40 |
3,474.0 |
3,107.0 |
367.0 |
11.1% |
76.5 |
2.3% |
55% |
False |
False |
1,397,446 |
| 60 |
3,776.0 |
3,107.0 |
669.0 |
20.2% |
74.8 |
2.3% |
30% |
False |
False |
1,195,916 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
68.2 |
2.1% |
25% |
False |
False |
897,870 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
65.7 |
2.0% |
25% |
False |
False |
718,485 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
24.1% |
69.5 |
2.1% |
25% |
False |
False |
601,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,597.5 |
|
2.618 |
3,489.8 |
|
1.618 |
3,423.8 |
|
1.000 |
3,383.0 |
|
0.618 |
3,357.8 |
|
HIGH |
3,317.0 |
|
0.618 |
3,291.8 |
|
0.500 |
3,284.0 |
|
0.382 |
3,276.2 |
|
LOW |
3,251.0 |
|
0.618 |
3,210.2 |
|
1.000 |
3,185.0 |
|
1.618 |
3,144.2 |
|
2.618 |
3,078.2 |
|
4.250 |
2,970.5 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,301.3 |
3,302.8 |
| PP |
3,292.7 |
3,295.7 |
| S1 |
3,284.0 |
3,288.5 |
|