| Trading Metrics calculated at close of trading on 06-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2008 |
06-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,274 |
11,579 |
305 |
2.7% |
11,332 |
| High |
11,599 |
11,672 |
73 |
0.6% |
11,601 |
| Low |
11,259 |
11,507 |
248 |
2.2% |
11,101 |
| Close |
11,585 |
11,631 |
46 |
0.4% |
11,306 |
| Range |
340 |
165 |
-175 |
-51.5% |
500 |
| ATR |
233 |
228 |
-5 |
-2.1% |
0 |
| Volume |
167,369 |
205,837 |
38,468 |
23.0% |
941,715 |
|
| Daily Pivots for day following 06-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,098 |
12,030 |
11,722 |
|
| R3 |
11,933 |
11,865 |
11,677 |
|
| R2 |
11,768 |
11,768 |
11,661 |
|
| R1 |
11,700 |
11,700 |
11,646 |
11,734 |
| PP |
11,603 |
11,603 |
11,603 |
11,621 |
| S1 |
11,535 |
11,535 |
11,616 |
11,569 |
| S2 |
11,438 |
11,438 |
11,601 |
|
| S3 |
11,273 |
11,370 |
11,586 |
|
| S4 |
11,108 |
11,205 |
11,540 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,836 |
12,571 |
11,581 |
|
| R3 |
12,336 |
12,071 |
11,444 |
|
| R2 |
11,836 |
11,836 |
11,398 |
|
| R1 |
11,571 |
11,571 |
11,352 |
11,454 |
| PP |
11,336 |
11,336 |
11,336 |
11,277 |
| S1 |
11,071 |
11,071 |
11,260 |
10,954 |
| S2 |
10,836 |
10,836 |
11,214 |
|
| S3 |
10,336 |
10,571 |
11,169 |
|
| S4 |
9,836 |
10,071 |
11,031 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,672 |
11,197 |
475 |
4.1% |
225 |
1.9% |
91% |
True |
False |
202,947 |
| 10 |
11,672 |
11,101 |
571 |
4.9% |
229 |
2.0% |
93% |
True |
False |
189,514 |
| 20 |
11,682 |
10,812 |
870 |
7.5% |
238 |
2.0% |
94% |
False |
False |
214,101 |
| 40 |
12,353 |
10,812 |
1,541 |
13.2% |
225 |
1.9% |
53% |
False |
False |
196,582 |
| 60 |
13,139 |
10,812 |
2,327 |
20.0% |
210 |
1.8% |
35% |
False |
False |
131,196 |
| 80 |
13,140 |
10,812 |
2,328 |
20.0% |
198 |
1.7% |
35% |
False |
False |
98,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,373 |
|
2.618 |
12,104 |
|
1.618 |
11,939 |
|
1.000 |
11,837 |
|
0.618 |
11,774 |
|
HIGH |
11,672 |
|
0.618 |
11,609 |
|
0.500 |
11,590 |
|
0.382 |
11,570 |
|
LOW |
11,507 |
|
0.618 |
11,405 |
|
1.000 |
11,342 |
|
1.618 |
11,240 |
|
2.618 |
11,075 |
|
4.250 |
10,806 |
|
|
| Fisher Pivots for day following 06-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,617 |
11,566 |
| PP |
11,603 |
11,500 |
| S1 |
11,590 |
11,435 |
|