| Trading Metrics calculated at close of trading on 08-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2008 |
08-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,628 |
11,440 |
-188 |
-1.6% |
11,310 |
| High |
11,629 |
11,748 |
119 |
1.0% |
11,748 |
| Low |
11,401 |
11,379 |
-22 |
-0.2% |
11,197 |
| Close |
11,439 |
11,687 |
248 |
2.2% |
11,687 |
| Range |
228 |
369 |
141 |
61.8% |
551 |
| ATR |
228 |
238 |
10 |
4.4% |
0 |
| Volume |
185,946 |
199,899 |
13,953 |
7.5% |
967,430 |
|
| Daily Pivots for day following 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,712 |
12,568 |
11,890 |
|
| R3 |
12,343 |
12,199 |
11,789 |
|
| R2 |
11,974 |
11,974 |
11,755 |
|
| R1 |
11,830 |
11,830 |
11,721 |
11,902 |
| PP |
11,605 |
11,605 |
11,605 |
11,641 |
| S1 |
11,461 |
11,461 |
11,653 |
11,533 |
| S2 |
11,236 |
11,236 |
11,619 |
|
| S3 |
10,867 |
11,092 |
11,586 |
|
| S4 |
10,498 |
10,723 |
11,484 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,197 |
12,993 |
11,990 |
|
| R3 |
12,646 |
12,442 |
11,839 |
|
| R2 |
12,095 |
12,095 |
11,788 |
|
| R1 |
11,891 |
11,891 |
11,738 |
11,993 |
| PP |
11,544 |
11,544 |
11,544 |
11,595 |
| S1 |
11,340 |
11,340 |
11,637 |
11,442 |
| S2 |
10,993 |
10,993 |
11,586 |
|
| S3 |
10,442 |
10,789 |
11,536 |
|
| S4 |
9,891 |
10,238 |
11,384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,748 |
11,197 |
551 |
4.7% |
254 |
2.2% |
89% |
True |
False |
193,486 |
| 10 |
11,748 |
11,101 |
647 |
5.5% |
247 |
2.1% |
91% |
True |
False |
190,914 |
| 20 |
11,748 |
10,812 |
936 |
8.0% |
243 |
2.1% |
93% |
True |
False |
208,567 |
| 40 |
12,353 |
10,812 |
1,541 |
13.2% |
229 |
2.0% |
57% |
False |
False |
205,928 |
| 60 |
13,139 |
10,812 |
2,327 |
19.9% |
214 |
1.8% |
38% |
False |
False |
137,625 |
| 80 |
13,140 |
10,812 |
2,328 |
19.9% |
201 |
1.7% |
38% |
False |
False |
103,238 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,316 |
|
2.618 |
12,714 |
|
1.618 |
12,345 |
|
1.000 |
12,117 |
|
0.618 |
11,976 |
|
HIGH |
11,748 |
|
0.618 |
11,607 |
|
0.500 |
11,564 |
|
0.382 |
11,520 |
|
LOW |
11,379 |
|
0.618 |
11,151 |
|
1.000 |
11,010 |
|
1.618 |
10,782 |
|
2.618 |
10,413 |
|
4.250 |
9,811 |
|
|
| Fisher Pivots for day following 08-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,646 |
11,646 |
| PP |
11,605 |
11,605 |
| S1 |
11,564 |
11,564 |
|