| 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 |
1,833.25 |
1,811.50 |
-21.75 |
-1.2% |
1,845.25 |
| High |
1,837.25 |
1,874.00 |
36.75 |
2.0% |
1,878.75 |
| Low |
1,801.75 |
1,810.00 |
8.25 |
0.5% |
1,800.00 |
| Close |
1,811.75 |
1,869.00 |
57.25 |
3.2% |
1,833.00 |
| Range |
35.50 |
64.00 |
28.50 |
80.3% |
78.75 |
| ATR |
46.77 |
48.00 |
1.23 |
2.6% |
0.00 |
| Volume |
454,181 |
282,460 |
-171,721 |
-37.8% |
1,880,899 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.00 |
2,020.00 |
1,904.25 |
|
| R3 |
1,979.00 |
1,956.00 |
1,886.50 |
|
| R2 |
1,915.00 |
1,915.00 |
1,880.75 |
|
| R1 |
1,892.00 |
1,892.00 |
1,874.75 |
1,903.50 |
| PP |
1,851.00 |
1,851.00 |
1,851.00 |
1,856.75 |
| S1 |
1,828.00 |
1,828.00 |
1,863.25 |
1,839.50 |
| S2 |
1,787.00 |
1,787.00 |
1,857.25 |
|
| S3 |
1,723.00 |
1,764.00 |
1,851.50 |
|
| S4 |
1,659.00 |
1,700.00 |
1,833.75 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.50 |
2,032.00 |
1,876.25 |
|
| R3 |
1,994.75 |
1,953.25 |
1,854.75 |
|
| R2 |
1,916.00 |
1,916.00 |
1,847.50 |
|
| R1 |
1,874.50 |
1,874.50 |
1,840.25 |
1,856.00 |
| PP |
1,837.25 |
1,837.25 |
1,837.25 |
1,828.00 |
| S1 |
1,795.75 |
1,795.75 |
1,825.75 |
1,777.00 |
| S2 |
1,758.50 |
1,758.50 |
1,818.50 |
|
| S3 |
1,679.75 |
1,717.00 |
1,811.25 |
|
| S4 |
1,601.00 |
1,638.25 |
1,789.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,878.75 |
1,801.75 |
77.00 |
4.1% |
48.25 |
2.6% |
87% |
False |
False |
394,370 |
| 10 |
1,878.75 |
1,800.00 |
78.75 |
4.2% |
48.25 |
2.6% |
88% |
False |
False |
396,042 |
| 20 |
1,878.75 |
1,765.25 |
113.50 |
6.1% |
48.75 |
2.6% |
91% |
False |
False |
449,337 |
| 40 |
2,005.75 |
1,765.25 |
240.50 |
12.9% |
48.25 |
2.6% |
43% |
False |
False |
411,088 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.3% |
45.00 |
2.4% |
34% |
False |
False |
274,417 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.3% |
42.75 |
2.3% |
34% |
False |
False |
205,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,146.00 |
|
2.618 |
2,041.50 |
|
1.618 |
1,977.50 |
|
1.000 |
1,938.00 |
|
0.618 |
1,913.50 |
|
HIGH |
1,874.00 |
|
0.618 |
1,849.50 |
|
0.500 |
1,842.00 |
|
0.382 |
1,834.50 |
|
LOW |
1,810.00 |
|
0.618 |
1,770.50 |
|
1.000 |
1,746.00 |
|
1.618 |
1,706.50 |
|
2.618 |
1,642.50 |
|
4.250 |
1,538.00 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,860.00 |
1,858.50 |
| PP |
1,851.00 |
1,848.25 |
| S1 |
1,842.00 |
1,838.00 |
|