| Trading Metrics calculated at close of trading on 14-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2008 |
14-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,643 |
11,524 |
-119 |
-1.0% |
11,310 |
| High |
11,661 |
11,712 |
51 |
0.4% |
11,748 |
| Low |
11,443 |
11,444 |
1 |
0.0% |
11,197 |
| Close |
11,522 |
11,618 |
96 |
0.8% |
11,687 |
| Range |
218 |
268 |
50 |
22.9% |
551 |
| ATR |
232 |
234 |
3 |
1.1% |
0 |
| Volume |
201,006 |
238,278 |
37,272 |
18.5% |
967,430 |
|
| Daily Pivots for day following 14-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,395 |
12,275 |
11,766 |
|
| R3 |
12,127 |
12,007 |
11,692 |
|
| R2 |
11,859 |
11,859 |
11,667 |
|
| R1 |
11,739 |
11,739 |
11,643 |
11,799 |
| PP |
11,591 |
11,591 |
11,591 |
11,622 |
| S1 |
11,471 |
11,471 |
11,594 |
11,531 |
| S2 |
11,323 |
11,323 |
11,569 |
|
| S3 |
11,055 |
11,203 |
11,544 |
|
| S4 |
10,787 |
10,935 |
11,471 |
|
|
| 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% |
250 |
2.2% |
50% |
False |
False |
215,219 |
| 10 |
11,853 |
11,197 |
656 |
5.6% |
235 |
2.0% |
64% |
False |
False |
205,682 |
| 20 |
11,853 |
11,101 |
752 |
6.5% |
227 |
2.0% |
69% |
False |
False |
196,457 |
| 40 |
12,115 |
10,812 |
1,303 |
11.2% |
233 |
2.0% |
62% |
False |
False |
213,223 |
| 60 |
12,722 |
10,812 |
1,910 |
16.4% |
215 |
1.8% |
42% |
False |
False |
152,217 |
| 80 |
13,140 |
10,812 |
2,328 |
20.0% |
204 |
1.8% |
35% |
False |
False |
114,188 |
| 100 |
13,140 |
10,812 |
2,328 |
20.0% |
195 |
1.7% |
35% |
False |
False |
91,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,851 |
|
2.618 |
12,414 |
|
1.618 |
12,146 |
|
1.000 |
11,980 |
|
0.618 |
11,878 |
|
HIGH |
11,712 |
|
0.618 |
11,610 |
|
0.500 |
11,578 |
|
0.382 |
11,547 |
|
LOW |
11,444 |
|
0.618 |
11,279 |
|
1.000 |
11,176 |
|
1.618 |
11,011 |
|
2.618 |
10,743 |
|
4.250 |
10,305 |
|
|
| Fisher Pivots for day following 14-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,605 |
11,617 |
| PP |
11,591 |
11,615 |
| S1 |
11,578 |
11,614 |
|