| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,603.64 |
11,655.42 |
51.78 |
0.4% |
11,369.47 |
| High |
11,685.46 |
11,655.58 |
-29.88 |
-0.3% |
11,586.62 |
| Low |
11,521.32 |
11,416.70 |
-104.62 |
-0.9% |
11,125.13 |
| Close |
11,656.07 |
11,431.43 |
-224.64 |
-1.9% |
11,326.32 |
| Range |
164.14 |
238.88 |
74.74 |
45.5% |
461.49 |
| ATR |
209.74 |
211.86 |
2.12 |
1.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,217.88 |
12,063.53 |
11,562.81 |
|
| R3 |
11,979.00 |
11,824.65 |
11,497.12 |
|
| R2 |
11,740.12 |
11,740.12 |
11,475.22 |
|
| R1 |
11,585.77 |
11,585.77 |
11,453.33 |
11,543.51 |
| PP |
11,501.24 |
11,501.24 |
11,501.24 |
11,480.10 |
| S1 |
11,346.89 |
11,346.89 |
11,409.53 |
11,304.63 |
| S2 |
11,262.36 |
11,262.36 |
11,387.64 |
|
| S3 |
11,023.48 |
11,108.01 |
11,365.74 |
|
| S4 |
10,784.60 |
10,869.13 |
11,300.05 |
|
|
| 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 |
11,685.46 |
11,221.53 |
463.93 |
4.1% |
210.45 |
1.8% |
45% |
False |
False |
|
| 10 |
11,685.46 |
11,125.13 |
560.33 |
4.9% |
209.00 |
1.8% |
55% |
False |
False |
|
| 20 |
11,698.17 |
10,827.71 |
870.46 |
7.6% |
218.53 |
1.9% |
69% |
False |
False |
|
| 40 |
12,322.82 |
10,827.71 |
1,495.11 |
13.1% |
205.24 |
1.8% |
40% |
False |
False |
|
| 60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
196.28 |
1.7% |
26% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
187.85 |
1.6% |
26% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
190.11 |
1.7% |
26% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
199.79 |
1.7% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,670.82 |
|
2.618 |
12,280.97 |
|
1.618 |
12,042.09 |
|
1.000 |
11,894.46 |
|
0.618 |
11,803.21 |
|
HIGH |
11,655.58 |
|
0.618 |
11,564.33 |
|
0.500 |
11,536.14 |
|
0.382 |
11,507.95 |
|
LOW |
11,416.70 |
|
0.618 |
11,269.07 |
|
1.000 |
11,177.82 |
|
1.618 |
11,030.19 |
|
2.618 |
10,791.31 |
|
4.250 |
10,401.46 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,536.14 |
11,485.74 |
| PP |
11,501.24 |
11,467.64 |
| S1 |
11,466.33 |
11,449.53 |
|