| Trading Metrics calculated at close of trading on 21-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2008 |
21-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,345.94 |
11,415.23 |
69.29 |
0.6% |
11,729.67 |
| High |
11,454.15 |
11,476.21 |
22.06 |
0.2% |
11,867.11 |
| Low |
11,290.58 |
11,315.57 |
24.99 |
0.2% |
11,450.89 |
| Close |
11,417.43 |
11,430.21 |
12.78 |
0.1% |
11,659.90 |
| Range |
163.57 |
160.64 |
-2.93 |
-1.8% |
416.22 |
| ATR |
207.82 |
204.45 |
-3.37 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,889.25 |
11,820.37 |
11,518.56 |
|
| R3 |
11,728.61 |
11,659.73 |
11,474.39 |
|
| R2 |
11,567.97 |
11,567.97 |
11,459.66 |
|
| R1 |
11,499.09 |
11,499.09 |
11,444.94 |
11,533.53 |
| PP |
11,407.33 |
11,407.33 |
11,407.33 |
11,424.55 |
| S1 |
11,338.45 |
11,338.45 |
11,415.48 |
11,372.89 |
| S2 |
11,246.69 |
11,246.69 |
11,400.76 |
|
| S3 |
11,086.05 |
11,177.81 |
11,386.03 |
|
| S4 |
10,925.41 |
11,017.17 |
11,341.86 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,907.96 |
12,700.15 |
11,888.82 |
|
| R3 |
12,491.74 |
12,283.93 |
11,774.36 |
|
| R2 |
12,075.52 |
12,075.52 |
11,736.21 |
|
| R1 |
11,867.71 |
11,867.71 |
11,698.05 |
11,763.51 |
| PP |
11,659.30 |
11,659.30 |
11,659.30 |
11,607.20 |
| S1 |
11,451.49 |
11,451.49 |
11,621.75 |
11,347.29 |
| S2 |
11,243.08 |
11,243.08 |
11,583.59 |
|
| S3 |
10,826.86 |
11,035.27 |
11,545.44 |
|
| S4 |
10,410.64 |
10,619.05 |
11,430.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,709.89 |
11,290.58 |
419.31 |
3.7% |
170.07 |
1.5% |
33% |
False |
False |
|
| 10 |
11,867.11 |
11,290.58 |
576.53 |
5.0% |
204.25 |
1.8% |
24% |
False |
False |
|
| 20 |
11,867.11 |
11,125.13 |
741.98 |
6.5% |
206.62 |
1.8% |
41% |
False |
False |
|
| 40 |
11,867.11 |
10,827.71 |
1,039.40 |
9.1% |
217.10 |
1.9% |
58% |
False |
False |
|
| 60 |
12,726.66 |
10,827.71 |
1,898.95 |
16.6% |
203.59 |
1.8% |
32% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
193.55 |
1.7% |
26% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
185.39 |
1.6% |
26% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.2% |
198.66 |
1.7% |
26% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,158.93 |
|
2.618 |
11,896.77 |
|
1.618 |
11,736.13 |
|
1.000 |
11,636.85 |
|
0.618 |
11,575.49 |
|
HIGH |
11,476.21 |
|
0.618 |
11,414.85 |
|
0.500 |
11,395.89 |
|
0.382 |
11,376.93 |
|
LOW |
11,315.57 |
|
0.618 |
11,216.29 |
|
1.000 |
11,154.93 |
|
1.618 |
11,055.65 |
|
2.618 |
10,895.01 |
|
4.250 |
10,632.85 |
|
|
| Fisher Pivots for day following 21-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,418.77 |
11,414.93 |
| PP |
11,407.33 |
11,399.65 |
| S1 |
11,395.89 |
11,384.38 |
|