| Trading Metrics calculated at close of trading on 18-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2008 |
18-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,620 |
11,661 |
41 |
0.4% |
11,686 |
| High |
11,707 |
11,713 |
6 |
0.1% |
11,853 |
| Low |
11,595 |
11,426 |
-169 |
-1.5% |
11,443 |
| Close |
11,663 |
11,499 |
-164 |
-1.4% |
11,663 |
| Range |
112 |
287 |
175 |
156.3% |
410 |
| ATR |
226 |
230 |
4 |
1.9% |
0 |
| Volume |
241,362 |
188,806 |
-52,556 |
-21.8% |
1,117,562 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,407 |
12,240 |
11,657 |
|
| R3 |
12,120 |
11,953 |
11,578 |
|
| R2 |
11,833 |
11,833 |
11,552 |
|
| R1 |
11,666 |
11,666 |
11,525 |
11,606 |
| PP |
11,546 |
11,546 |
11,546 |
11,516 |
| S1 |
11,379 |
11,379 |
11,473 |
11,319 |
| S2 |
11,259 |
11,259 |
11,447 |
|
| S3 |
10,972 |
11,092 |
11,420 |
|
| S4 |
10,685 |
10,805 |
11,341 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,883 |
12,683 |
11,889 |
|
| R3 |
12,473 |
12,273 |
11,776 |
|
| R2 |
12,063 |
12,063 |
11,738 |
|
| R1 |
11,863 |
11,863 |
11,701 |
11,758 |
| PP |
11,653 |
11,653 |
11,653 |
11,601 |
| S1 |
11,453 |
11,453 |
11,626 |
11,348 |
| S2 |
11,243 |
11,243 |
11,588 |
|
| S3 |
10,833 |
11,043 |
11,550 |
|
| S4 |
10,423 |
10,633 |
11,438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,784 |
11,426 |
358 |
3.1% |
217 |
1.9% |
20% |
False |
True |
214,738 |
| 10 |
11,853 |
11,259 |
594 |
5.2% |
238 |
2.1% |
40% |
False |
False |
206,541 |
| 20 |
11,853 |
11,101 |
752 |
6.5% |
229 |
2.0% |
53% |
False |
False |
195,796 |
| 40 |
11,919 |
10,812 |
1,107 |
9.6% |
233 |
2.0% |
62% |
False |
False |
213,904 |
| 60 |
12,722 |
10,812 |
1,910 |
16.6% |
217 |
1.9% |
36% |
False |
False |
159,383 |
| 80 |
13,140 |
10,812 |
2,328 |
20.2% |
204 |
1.8% |
30% |
False |
False |
119,563 |
| 100 |
13,140 |
10,812 |
2,328 |
20.2% |
195 |
1.7% |
30% |
False |
False |
95,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,933 |
|
2.618 |
12,464 |
|
1.618 |
12,177 |
|
1.000 |
12,000 |
|
0.618 |
11,890 |
|
HIGH |
11,713 |
|
0.618 |
11,603 |
|
0.500 |
11,570 |
|
0.382 |
11,536 |
|
LOW |
11,426 |
|
0.618 |
11,249 |
|
1.000 |
11,139 |
|
1.618 |
10,962 |
|
2.618 |
10,675 |
|
4.250 |
10,206 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,570 |
11,570 |
| PP |
11,546 |
11,546 |
| S1 |
11,523 |
11,523 |
|