| Trading Metrics calculated at close of trading on 11-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2008 |
11-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,270.00 |
1,293.25 |
23.25 |
1.8% |
1,260.50 |
| High |
1,299.25 |
1,315.25 |
16.00 |
1.2% |
1,299.25 |
| Low |
1,263.50 |
1,290.25 |
26.75 |
2.1% |
1,248.00 |
| Close |
1,294.00 |
1,307.00 |
13.00 |
1.0% |
1,294.00 |
| Range |
35.75 |
25.00 |
-10.75 |
-30.1% |
51.25 |
| ATR |
25.27 |
25.25 |
-0.02 |
-0.1% |
0.00 |
| Volume |
6,634 |
2,468 |
-4,166 |
-62.8% |
18,908 |
|
| Daily Pivots for day following 11-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,379.25 |
1,368.00 |
1,320.75 |
|
| R3 |
1,354.25 |
1,343.00 |
1,314.00 |
|
| R2 |
1,329.25 |
1,329.25 |
1,311.50 |
|
| R1 |
1,318.00 |
1,318.00 |
1,309.25 |
1,323.50 |
| PP |
1,304.25 |
1,304.25 |
1,304.25 |
1,307.00 |
| S1 |
1,293.00 |
1,293.00 |
1,304.75 |
1,298.50 |
| S2 |
1,279.25 |
1,279.25 |
1,302.50 |
|
| S3 |
1,254.25 |
1,268.00 |
1,300.00 |
|
| S4 |
1,229.25 |
1,243.00 |
1,293.25 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,434.25 |
1,415.25 |
1,322.25 |
|
| R3 |
1,383.00 |
1,364.00 |
1,308.00 |
|
| R2 |
1,331.75 |
1,331.75 |
1,303.50 |
|
| R1 |
1,312.75 |
1,312.75 |
1,298.75 |
1,322.25 |
| PP |
1,280.50 |
1,280.50 |
1,280.50 |
1,285.00 |
| S1 |
1,261.50 |
1,261.50 |
1,289.25 |
1,271.00 |
| S2 |
1,229.25 |
1,229.25 |
1,284.50 |
|
| S3 |
1,178.00 |
1,210.25 |
1,280.00 |
|
| S4 |
1,126.75 |
1,159.00 |
1,265.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,315.25 |
1,249.50 |
65.75 |
5.0% |
27.50 |
2.1% |
87% |
True |
False |
3,459 |
| 10 |
1,315.25 |
1,234.00 |
81.25 |
6.2% |
25.25 |
1.9% |
90% |
True |
False |
3,382 |
| 20 |
1,315.25 |
1,202.00 |
113.25 |
8.7% |
25.50 |
2.0% |
93% |
True |
False |
3,781 |
| 40 |
1,371.75 |
1,202.00 |
169.75 |
13.0% |
25.00 |
1.9% |
62% |
False |
False |
3,246 |
| 60 |
1,431.50 |
1,202.00 |
229.50 |
17.6% |
22.00 |
1.7% |
46% |
False |
False |
2,258 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.5% |
18.75 |
1.4% |
43% |
False |
False |
1,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,421.50 |
|
2.618 |
1,380.75 |
|
1.618 |
1,355.75 |
|
1.000 |
1,340.25 |
|
0.618 |
1,330.75 |
|
HIGH |
1,315.25 |
|
0.618 |
1,305.75 |
|
0.500 |
1,302.75 |
|
0.382 |
1,299.75 |
|
LOW |
1,290.25 |
|
0.618 |
1,274.75 |
|
1.000 |
1,265.25 |
|
1.618 |
1,249.75 |
|
2.618 |
1,224.75 |
|
4.250 |
1,184.00 |
|
|
| Fisher Pivots for day following 11-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,305.50 |
1,301.00 |
| PP |
1,304.25 |
1,295.25 |
| S1 |
1,302.75 |
1,289.50 |
|