| Trading Metrics calculated at close of trading on 25-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2008 |
25-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,339.0 |
6,426.0 |
87.0 |
1.4% |
6,535.5 |
| High |
6,445.5 |
6,450.5 |
5.0 |
0.1% |
6,585.5 |
| Low |
6,320.5 |
6,346.0 |
25.5 |
0.4% |
6,312.0 |
| Close |
6,434.5 |
6,390.0 |
-44.5 |
-0.7% |
6,434.5 |
| Range |
125.0 |
104.5 |
-20.5 |
-16.4% |
273.5 |
| ATR |
128.9 |
127.1 |
-1.7 |
-1.3% |
0.0 |
| Volume |
1,029 |
1,059 |
30 |
2.9% |
8,297 |
|
| Daily Pivots for day following 25-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,709.0 |
6,654.0 |
6,447.5 |
|
| R3 |
6,604.5 |
6,549.5 |
6,418.7 |
|
| R2 |
6,500.0 |
6,500.0 |
6,409.2 |
|
| R1 |
6,445.0 |
6,445.0 |
6,399.6 |
6,420.3 |
| PP |
6,395.5 |
6,395.5 |
6,395.5 |
6,383.1 |
| S1 |
6,340.5 |
6,340.5 |
6,380.4 |
6,315.8 |
| S2 |
6,291.0 |
6,291.0 |
6,370.8 |
|
| S3 |
6,186.5 |
6,236.0 |
6,361.3 |
|
| S4 |
6,082.0 |
6,131.5 |
6,332.5 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,264.5 |
7,123.0 |
6,584.9 |
|
| R3 |
6,991.0 |
6,849.5 |
6,509.7 |
|
| R2 |
6,717.5 |
6,717.5 |
6,484.6 |
|
| R1 |
6,576.0 |
6,576.0 |
6,459.6 |
6,510.0 |
| PP |
6,444.0 |
6,444.0 |
6,444.0 |
6,411.0 |
| S1 |
6,302.5 |
6,302.5 |
6,409.4 |
6,236.5 |
| S2 |
6,170.5 |
6,170.5 |
6,384.4 |
|
| S3 |
5,897.0 |
6,029.0 |
6,359.3 |
|
| S4 |
5,623.5 |
5,755.5 |
6,284.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,474.0 |
6,312.0 |
162.0 |
2.5% |
98.4 |
1.5% |
48% |
False |
False |
1,635 |
| 10 |
6,730.5 |
6,312.0 |
418.5 |
6.5% |
107.5 |
1.7% |
19% |
False |
False |
1,386 |
| 20 |
6,738.0 |
6,312.0 |
426.0 |
6.7% |
114.9 |
1.8% |
18% |
False |
False |
1,013 |
| 40 |
6,738.0 |
6,116.5 |
621.5 |
9.7% |
130.2 |
2.0% |
44% |
False |
False |
922 |
| 60 |
7,193.0 |
6,116.5 |
1,076.5 |
16.8% |
127.3 |
2.0% |
25% |
False |
False |
1,606 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.4% |
116.5 |
1.8% |
21% |
False |
False |
1,255 |
| 100 |
7,421.0 |
6,116.5 |
1,304.5 |
20.4% |
111.8 |
1.7% |
21% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,894.6 |
|
2.618 |
6,724.1 |
|
1.618 |
6,619.6 |
|
1.000 |
6,555.0 |
|
0.618 |
6,515.1 |
|
HIGH |
6,450.5 |
|
0.618 |
6,410.6 |
|
0.500 |
6,398.3 |
|
0.382 |
6,385.9 |
|
LOW |
6,346.0 |
|
0.618 |
6,281.4 |
|
1.000 |
6,241.5 |
|
1.618 |
6,176.9 |
|
2.618 |
6,072.4 |
|
4.250 |
5,901.9 |
|
|
| Fisher Pivots for day following 25-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,398.3 |
6,387.1 |
| PP |
6,395.5 |
6,384.2 |
| S1 |
6,392.8 |
6,381.3 |
|