| Trading Metrics calculated at close of trading on 20-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2008 |
20-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
11,501 |
11,352 |
-149 |
-1.3% |
11,686 |
| High |
11,509 |
11,452 |
-57 |
-0.5% |
11,853 |
| Low |
11,312 |
11,286 |
-26 |
-0.2% |
11,443 |
| Close |
11,356 |
11,406 |
50 |
0.4% |
11,663 |
| Range |
197 |
166 |
-31 |
-15.7% |
410 |
| ATR |
228 |
223 |
-4 |
-1.9% |
0 |
| Volume |
207,511 |
189,808 |
-17,703 |
-8.5% |
1,117,562 |
|
| Daily Pivots for day following 20-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,879 |
11,809 |
11,497 |
|
| R3 |
11,713 |
11,643 |
11,452 |
|
| R2 |
11,547 |
11,547 |
11,437 |
|
| R1 |
11,477 |
11,477 |
11,421 |
11,512 |
| PP |
11,381 |
11,381 |
11,381 |
11,399 |
| S1 |
11,311 |
11,311 |
11,391 |
11,346 |
| S2 |
11,215 |
11,215 |
11,376 |
|
| S3 |
11,049 |
11,145 |
11,360 |
|
| S4 |
10,883 |
10,979 |
11,315 |
|
|
| 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 |
11,713 |
11,286 |
427 |
3.7% |
206 |
1.8% |
28% |
False |
True |
213,153 |
| 10 |
11,853 |
11,286 |
567 |
5.0% |
224 |
2.0% |
21% |
False |
True |
208,953 |
| 20 |
11,853 |
11,101 |
752 |
6.6% |
227 |
2.0% |
41% |
False |
False |
199,234 |
| 40 |
11,919 |
10,812 |
1,107 |
9.7% |
235 |
2.1% |
54% |
False |
False |
215,552 |
| 60 |
12,722 |
10,812 |
1,910 |
16.7% |
221 |
1.9% |
31% |
False |
False |
166,001 |
| 80 |
13,140 |
10,812 |
2,328 |
20.4% |
206 |
1.8% |
26% |
False |
False |
124,529 |
| 100 |
13,140 |
10,812 |
2,328 |
20.4% |
195 |
1.7% |
26% |
False |
False |
99,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,158 |
|
2.618 |
11,887 |
|
1.618 |
11,721 |
|
1.000 |
11,618 |
|
0.618 |
11,555 |
|
HIGH |
11,452 |
|
0.618 |
11,389 |
|
0.500 |
11,369 |
|
0.382 |
11,350 |
|
LOW |
11,286 |
|
0.618 |
11,184 |
|
1.000 |
11,120 |
|
1.618 |
11,018 |
|
2.618 |
10,852 |
|
4.250 |
10,581 |
|
|
| Fisher Pivots for day following 20-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,394 |
11,500 |
| PP |
11,381 |
11,468 |
| S1 |
11,369 |
11,437 |
|