| 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 |
1,287.00 |
1,295.50 |
8.50 |
0.7% |
1,293.25 |
| High |
1,302.00 |
1,303.75 |
1.75 |
0.1% |
1,315.25 |
| Low |
1,277.25 |
1,292.50 |
15.25 |
1.2% |
1,276.50 |
| Close |
1,295.50 |
1,301.50 |
6.00 |
0.5% |
1,301.50 |
| Range |
24.75 |
11.25 |
-13.50 |
-54.5% |
38.75 |
| ATR |
24.60 |
23.65 |
-0.95 |
-3.9% |
0.00 |
| Volume |
3,334 |
3,550 |
216 |
6.5% |
17,411 |
|
| Daily Pivots for day following 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,333.00 |
1,328.50 |
1,307.75 |
|
| R3 |
1,321.75 |
1,317.25 |
1,304.50 |
|
| R2 |
1,310.50 |
1,310.50 |
1,303.50 |
|
| R1 |
1,306.00 |
1,306.00 |
1,302.50 |
1,308.25 |
| PP |
1,299.25 |
1,299.25 |
1,299.25 |
1,300.50 |
| S1 |
1,294.75 |
1,294.75 |
1,300.50 |
1,297.00 |
| S2 |
1,288.00 |
1,288.00 |
1,299.50 |
|
| S3 |
1,276.75 |
1,283.50 |
1,298.50 |
|
| S4 |
1,265.50 |
1,272.25 |
1,295.25 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,414.00 |
1,396.50 |
1,322.75 |
|
| R3 |
1,375.25 |
1,357.75 |
1,312.25 |
|
| R2 |
1,336.50 |
1,336.50 |
1,308.50 |
|
| R1 |
1,319.00 |
1,319.00 |
1,305.00 |
1,327.75 |
| PP |
1,297.75 |
1,297.75 |
1,297.75 |
1,302.00 |
| S1 |
1,280.25 |
1,280.25 |
1,298.00 |
1,289.00 |
| S2 |
1,259.00 |
1,259.00 |
1,294.50 |
|
| S3 |
1,220.25 |
1,241.50 |
1,290.75 |
|
| S4 |
1,181.50 |
1,202.75 |
1,280.25 |
|
|
| 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 |
1,276.50 |
38.75 |
3.0% |
20.50 |
1.6% |
65% |
False |
False |
3,482 |
| 10 |
1,315.25 |
1,248.00 |
67.25 |
5.2% |
23.00 |
1.8% |
80% |
False |
False |
3,631 |
| 20 |
1,315.25 |
1,234.00 |
81.25 |
6.2% |
23.25 |
1.8% |
83% |
False |
False |
3,587 |
| 40 |
1,340.25 |
1,202.00 |
138.25 |
10.6% |
25.00 |
1.9% |
72% |
False |
False |
3,602 |
| 60 |
1,410.25 |
1,202.00 |
208.25 |
16.0% |
22.25 |
1.7% |
48% |
False |
False |
2,504 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
18.6% |
19.25 |
1.5% |
41% |
False |
False |
1,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,351.50 |
|
2.618 |
1,333.25 |
|
1.618 |
1,322.00 |
|
1.000 |
1,315.00 |
|
0.618 |
1,310.75 |
|
HIGH |
1,303.75 |
|
0.618 |
1,299.50 |
|
0.500 |
1,298.00 |
|
0.382 |
1,296.75 |
|
LOW |
1,292.50 |
|
0.618 |
1,285.50 |
|
1.000 |
1,281.25 |
|
1.618 |
1,274.25 |
|
2.618 |
1,263.00 |
|
4.250 |
1,244.75 |
|
|
| Fisher Pivots for day following 15-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,300.50 |
1,297.75 |
| PP |
1,299.25 |
1,294.00 |
| S1 |
1,298.00 |
1,290.00 |
|