| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,326.32 |
11,286.02 |
-40.30 |
-0.4% |
11,369.47 |
| High |
11,382.17 |
11,615.93 |
233.76 |
2.1% |
11,586.62 |
| Low |
11,221.53 |
11,286.02 |
64.49 |
0.6% |
11,125.13 |
| Close |
11,284.15 |
11,615.77 |
331.62 |
2.9% |
11,326.32 |
| Range |
160.64 |
329.91 |
169.27 |
105.4% |
461.49 |
| ATR |
204.13 |
213.25 |
9.12 |
4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,495.64 |
12,385.61 |
11,797.22 |
|
| R3 |
12,165.73 |
12,055.70 |
11,706.50 |
|
| R2 |
11,835.82 |
11,835.82 |
11,676.25 |
|
| R1 |
11,725.79 |
11,725.79 |
11,646.01 |
11,780.81 |
| PP |
11,505.91 |
11,505.91 |
11,505.91 |
11,533.41 |
| S1 |
11,395.88 |
11,395.88 |
11,585.53 |
11,450.90 |
| S2 |
11,176.00 |
11,176.00 |
11,555.29 |
|
| S3 |
10,846.09 |
11,065.97 |
11,525.04 |
|
| S4 |
10,516.18 |
10,736.06 |
11,434.32 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,730.49 |
12,489.90 |
11,580.14 |
|
| R3 |
12,269.00 |
12,028.41 |
11,453.23 |
|
| R2 |
11,807.51 |
11,807.51 |
11,410.93 |
|
| R1 |
11,566.92 |
11,566.92 |
11,368.62 |
11,456.47 |
| PP |
11,346.02 |
11,346.02 |
11,346.02 |
11,290.80 |
| S1 |
11,105.43 |
11,105.43 |
11,284.02 |
10,994.98 |
| S2 |
10,884.53 |
10,884.53 |
11,241.71 |
|
| S3 |
10,423.04 |
10,643.94 |
11,199.41 |
|
| S4 |
9,961.55 |
10,182.45 |
11,072.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,615.93 |
11,221.53 |
394.40 |
3.4% |
210.70 |
1.8% |
100% |
True |
False |
|
| 10 |
11,698.17 |
11,125.13 |
573.04 |
4.9% |
211.59 |
1.8% |
86% |
False |
False |
|
| 20 |
11,698.17 |
10,827.71 |
870.46 |
7.5% |
221.36 |
1.9% |
91% |
False |
False |
|
| 40 |
12,369.23 |
10,827.71 |
1,541.52 |
13.3% |
204.41 |
1.8% |
51% |
False |
False |
|
| 60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
194.13 |
1.7% |
34% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
185.38 |
1.6% |
34% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
192.89 |
1.7% |
34% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
198.88 |
1.7% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,018.05 |
|
2.618 |
12,479.63 |
|
1.618 |
12,149.72 |
|
1.000 |
11,945.84 |
|
0.618 |
11,819.81 |
|
HIGH |
11,615.93 |
|
0.618 |
11,489.90 |
|
0.500 |
11,450.98 |
|
0.382 |
11,412.05 |
|
LOW |
11,286.02 |
|
0.618 |
11,082.14 |
|
1.000 |
10,956.11 |
|
1.618 |
10,752.23 |
|
2.618 |
10,422.32 |
|
4.250 |
9,883.90 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,560.84 |
11,550.09 |
| PP |
11,505.91 |
11,484.41 |
| S1 |
11,450.98 |
11,418.73 |
|