| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,686 |
11,760 |
74 |
0.6% |
11,310 |
| High |
11,853 |
11,784 |
-69 |
-0.6% |
11,748 |
| Low |
11,655 |
11,586 |
-69 |
-0.6% |
11,197 |
| Close |
11,769 |
11,645 |
-124 |
-1.1% |
11,687 |
| Range |
198 |
198 |
0 |
0.0% |
551 |
| ATR |
235 |
233 |
-3 |
-1.1% |
0 |
| Volume |
232,676 |
204,240 |
-28,436 |
-12.2% |
967,430 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,266 |
12,153 |
11,754 |
|
| R3 |
12,068 |
11,955 |
11,700 |
|
| R2 |
11,870 |
11,870 |
11,681 |
|
| R1 |
11,757 |
11,757 |
11,663 |
11,715 |
| PP |
11,672 |
11,672 |
11,672 |
11,650 |
| S1 |
11,559 |
11,559 |
11,627 |
11,517 |
| S2 |
11,474 |
11,474 |
11,609 |
|
| S3 |
11,276 |
11,361 |
11,591 |
|
| S4 |
11,078 |
11,163 |
11,536 |
|
|
| 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 |
11,853 |
11,379 |
474 |
4.1% |
232 |
2.0% |
56% |
False |
False |
205,719 |
| 10 |
11,853 |
11,197 |
656 |
5.6% |
234 |
2.0% |
68% |
False |
False |
202,087 |
| 20 |
11,853 |
10,851 |
1,002 |
8.6% |
235 |
2.0% |
79% |
False |
False |
203,087 |
| 40 |
12,353 |
10,812 |
1,541 |
13.2% |
231 |
2.0% |
54% |
False |
False |
209,714 |
| 60 |
13,010 |
10,812 |
2,198 |
18.9% |
216 |
1.9% |
38% |
False |
False |
144,900 |
| 80 |
13,140 |
10,812 |
2,328 |
20.0% |
202 |
1.7% |
36% |
False |
False |
108,698 |
| 100 |
13,140 |
10,812 |
2,328 |
20.0% |
192 |
1.6% |
36% |
False |
False |
86,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,626 |
|
2.618 |
12,302 |
|
1.618 |
12,104 |
|
1.000 |
11,982 |
|
0.618 |
11,906 |
|
HIGH |
11,784 |
|
0.618 |
11,708 |
|
0.500 |
11,685 |
|
0.382 |
11,662 |
|
LOW |
11,586 |
|
0.618 |
11,464 |
|
1.000 |
11,388 |
|
1.618 |
11,266 |
|
2.618 |
11,068 |
|
4.250 |
10,745 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,685 |
11,635 |
| PP |
11,672 |
11,626 |
| S1 |
11,658 |
11,616 |
|