| Trading Metrics calculated at close of trading on 15-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2008 |
15-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
3,401.0 |
3,404.0 |
3.0 |
0.1% |
3,459.0 |
| High |
3,416.0 |
3,428.0 |
12.0 |
0.4% |
3,494.0 |
| Low |
3,359.0 |
3,376.0 |
17.0 |
0.5% |
3,359.0 |
| Close |
3,390.0 |
3,395.0 |
5.0 |
0.1% |
3,395.0 |
| Range |
57.0 |
52.0 |
-5.0 |
-8.8% |
135.0 |
| ATR |
72.7 |
71.2 |
-1.5 |
-2.0% |
0.0 |
| Volume |
3,284 |
2,117 |
-1,167 |
-35.5% |
9,413 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,555.7 |
3,527.3 |
3,423.6 |
|
| R3 |
3,503.7 |
3,475.3 |
3,409.3 |
|
| R2 |
3,451.7 |
3,451.7 |
3,404.5 |
|
| R1 |
3,423.3 |
3,423.3 |
3,399.8 |
3,411.5 |
| PP |
3,399.7 |
3,399.7 |
3,399.7 |
3,393.8 |
| S1 |
3,371.3 |
3,371.3 |
3,390.2 |
3,359.5 |
| S2 |
3,347.7 |
3,347.7 |
3,385.5 |
|
| S3 |
3,295.7 |
3,319.3 |
3,380.7 |
|
| S4 |
3,243.7 |
3,267.3 |
3,366.4 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,821.0 |
3,743.0 |
3,469.3 |
|
| R3 |
3,686.0 |
3,608.0 |
3,432.1 |
|
| R2 |
3,551.0 |
3,551.0 |
3,419.8 |
|
| R1 |
3,473.0 |
3,473.0 |
3,407.4 |
3,444.5 |
| PP |
3,416.0 |
3,416.0 |
3,416.0 |
3,401.8 |
| S1 |
3,338.0 |
3,338.0 |
3,382.6 |
3,309.5 |
| S2 |
3,281.0 |
3,281.0 |
3,370.3 |
|
| S3 |
3,146.0 |
3,203.0 |
3,357.9 |
|
| S4 |
3,011.0 |
3,068.0 |
3,320.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,494.0 |
3,359.0 |
135.0 |
4.0% |
56.2 |
1.7% |
27% |
False |
False |
1,882 |
| 10 |
3,494.0 |
3,314.0 |
180.0 |
5.3% |
65.0 |
1.9% |
45% |
False |
False |
1,650 |
| 20 |
3,494.0 |
3,309.0 |
185.0 |
5.4% |
64.1 |
1.9% |
46% |
False |
False |
2,275 |
| 40 |
3,522.0 |
3,133.0 |
389.0 |
11.5% |
71.4 |
2.1% |
67% |
False |
False |
3,540 |
| 60 |
3,850.0 |
3,133.0 |
717.0 |
21.1% |
66.4 |
2.0% |
37% |
False |
False |
5,498 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
58.6 |
1.7% |
33% |
False |
False |
4,336 |
| 100 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
57.9 |
1.7% |
33% |
False |
False |
3,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,649.0 |
|
2.618 |
3,564.1 |
|
1.618 |
3,512.1 |
|
1.000 |
3,480.0 |
|
0.618 |
3,460.1 |
|
HIGH |
3,428.0 |
|
0.618 |
3,408.1 |
|
0.500 |
3,402.0 |
|
0.382 |
3,395.9 |
|
LOW |
3,376.0 |
|
0.618 |
3,343.9 |
|
1.000 |
3,324.0 |
|
1.618 |
3,291.9 |
|
2.618 |
3,239.9 |
|
4.250 |
3,155.0 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,402.0 |
3,405.0 |
| PP |
3,399.7 |
3,401.7 |
| S1 |
3,397.3 |
3,398.3 |
|