| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,335.0 |
3,448.0 |
113.0 |
3.4% |
3,370.0 |
| High |
3,447.0 |
3,465.0 |
18.0 |
0.5% |
3,436.0 |
| Low |
3,329.0 |
3,415.0 |
86.0 |
2.6% |
3,309.0 |
| Close |
3,417.0 |
3,447.0 |
30.0 |
0.9% |
3,347.0 |
| Range |
118.0 |
50.0 |
-68.0 |
-57.6% |
127.0 |
| ATR |
77.2 |
75.2 |
-1.9 |
-2.5% |
0.0 |
| Volume |
358 |
2,210 |
1,852 |
517.3% |
13,391 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,592.3 |
3,569.7 |
3,474.5 |
|
| R3 |
3,542.3 |
3,519.7 |
3,460.8 |
|
| R2 |
3,492.3 |
3,492.3 |
3,456.2 |
|
| R1 |
3,469.7 |
3,469.7 |
3,451.6 |
3,456.0 |
| PP |
3,442.3 |
3,442.3 |
3,442.3 |
3,435.5 |
| S1 |
3,419.7 |
3,419.7 |
3,442.4 |
3,406.0 |
| S2 |
3,392.3 |
3,392.3 |
3,437.8 |
|
| S3 |
3,342.3 |
3,369.7 |
3,433.3 |
|
| S4 |
3,292.3 |
3,319.7 |
3,419.5 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,745.0 |
3,673.0 |
3,416.9 |
|
| R3 |
3,618.0 |
3,546.0 |
3,381.9 |
|
| R2 |
3,491.0 |
3,491.0 |
3,370.3 |
|
| R1 |
3,419.0 |
3,419.0 |
3,358.6 |
3,391.5 |
| PP |
3,364.0 |
3,364.0 |
3,364.0 |
3,350.3 |
| S1 |
3,292.0 |
3,292.0 |
3,335.4 |
3,264.5 |
| S2 |
3,237.0 |
3,237.0 |
3,323.7 |
|
| S3 |
3,110.0 |
3,165.0 |
3,312.1 |
|
| S4 |
2,983.0 |
3,038.0 |
3,277.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,465.0 |
3,314.0 |
151.0 |
4.4% |
65.0 |
1.9% |
88% |
True |
False |
2,872 |
| 10 |
3,465.0 |
3,309.0 |
156.0 |
4.5% |
66.7 |
1.9% |
88% |
True |
False |
2,031 |
| 20 |
3,465.0 |
3,133.0 |
332.0 |
9.6% |
72.5 |
2.1% |
95% |
True |
False |
4,689 |
| 40 |
3,640.0 |
3,133.0 |
507.0 |
14.7% |
71.1 |
2.1% |
62% |
False |
False |
6,390 |
| 60 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
64.3 |
1.9% |
39% |
False |
False |
5,338 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
23.2% |
58.4 |
1.7% |
39% |
False |
False |
4,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,677.5 |
|
2.618 |
3,595.9 |
|
1.618 |
3,545.9 |
|
1.000 |
3,515.0 |
|
0.618 |
3,495.9 |
|
HIGH |
3,465.0 |
|
0.618 |
3,445.9 |
|
0.500 |
3,440.0 |
|
0.382 |
3,434.1 |
|
LOW |
3,415.0 |
|
0.618 |
3,384.1 |
|
1.000 |
3,365.0 |
|
1.618 |
3,334.1 |
|
2.618 |
3,284.1 |
|
4.250 |
3,202.5 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,444.7 |
3,427.8 |
| PP |
3,442.3 |
3,408.7 |
| S1 |
3,440.0 |
3,389.5 |
|