| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,282.00 |
1,268.00 |
-14.00 |
-1.1% |
1,291.50 |
| High |
1,283.00 |
1,276.75 |
-6.25 |
-0.5% |
1,313.50 |
| Low |
1,262.75 |
1,260.50 |
-2.25 |
-0.2% |
1,274.50 |
| Close |
1,268.50 |
1,273.75 |
5.25 |
0.4% |
1,299.75 |
| Range |
20.25 |
16.25 |
-4.00 |
-19.8% |
39.00 |
| ATR |
24.76 |
24.15 |
-0.61 |
-2.5% |
0.00 |
| Volume |
1,698,350 |
1,715,971 |
17,621 |
1.0% |
10,088,157 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,319.00 |
1,312.75 |
1,282.75 |
|
| R3 |
1,302.75 |
1,296.50 |
1,278.25 |
|
| R2 |
1,286.50 |
1,286.50 |
1,276.75 |
|
| R1 |
1,280.25 |
1,280.25 |
1,275.25 |
1,283.50 |
| PP |
1,270.25 |
1,270.25 |
1,270.25 |
1,272.00 |
| S1 |
1,264.00 |
1,264.00 |
1,272.25 |
1,267.00 |
| S2 |
1,254.00 |
1,254.00 |
1,270.75 |
|
| S3 |
1,237.75 |
1,247.75 |
1,269.25 |
|
| S4 |
1,221.50 |
1,231.50 |
1,264.75 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,413.00 |
1,395.25 |
1,321.25 |
|
| R3 |
1,374.00 |
1,356.25 |
1,310.50 |
|
| R2 |
1,335.00 |
1,335.00 |
1,307.00 |
|
| R1 |
1,317.25 |
1,317.25 |
1,303.25 |
1,326.00 |
| PP |
1,296.00 |
1,296.00 |
1,296.00 |
1,300.25 |
| S1 |
1,278.25 |
1,278.25 |
1,296.25 |
1,287.00 |
| S2 |
1,257.00 |
1,257.00 |
1,292.50 |
|
| S3 |
1,218.00 |
1,239.25 |
1,289.00 |
|
| S4 |
1,179.00 |
1,200.25 |
1,278.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,306.00 |
1,260.50 |
45.50 |
3.6% |
21.25 |
1.7% |
29% |
False |
True |
1,791,311 |
| 10 |
1,313.50 |
1,260.50 |
53.00 |
4.2% |
23.50 |
1.8% |
25% |
False |
True |
1,869,975 |
| 20 |
1,313.50 |
1,231.50 |
82.00 |
6.4% |
24.25 |
1.9% |
52% |
False |
False |
1,910,432 |
| 40 |
1,337.75 |
1,200.75 |
137.00 |
10.8% |
26.50 |
2.1% |
53% |
False |
False |
2,217,846 |
| 60 |
1,414.00 |
1,200.75 |
213.25 |
16.7% |
25.00 |
2.0% |
34% |
False |
False |
1,756,493 |
| 80 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
23.50 |
1.8% |
30% |
False |
False |
1,318,704 |
| 100 |
1,442.25 |
1,200.75 |
241.50 |
19.0% |
22.75 |
1.8% |
30% |
False |
False |
1,055,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,345.75 |
|
2.618 |
1,319.25 |
|
1.618 |
1,303.00 |
|
1.000 |
1,293.00 |
|
0.618 |
1,286.75 |
|
HIGH |
1,276.75 |
|
0.618 |
1,270.50 |
|
0.500 |
1,268.50 |
|
0.382 |
1,266.75 |
|
LOW |
1,260.50 |
|
0.618 |
1,250.50 |
|
1.000 |
1,244.25 |
|
1.618 |
1,234.25 |
|
2.618 |
1,218.00 |
|
4.250 |
1,191.50 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,272.00 |
1,283.25 |
| PP |
1,270.25 |
1,280.00 |
| S1 |
1,268.50 |
1,277.00 |
|