| 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 |
6,490.0 |
6,464.0 |
-26.0 |
-0.4% |
6,625.5 |
| High |
6,543.5 |
6,514.0 |
-29.5 |
-0.5% |
6,665.0 |
| Low |
6,417.0 |
6,387.5 |
-29.5 |
-0.5% |
6,395.0 |
| Close |
6,476.5 |
6,452.5 |
-24.0 |
-0.4% |
6,476.5 |
| Range |
126.5 |
126.5 |
0.0 |
0.0% |
270.0 |
| ATR |
140.1 |
139.1 |
-1.0 |
-0.7% |
0.0 |
| Volume |
139,338 |
124,104 |
-15,234 |
-10.9% |
730,523 |
|
| Daily Pivots for day following 18-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,830.8 |
6,768.2 |
6,522.1 |
|
| R3 |
6,704.3 |
6,641.7 |
6,487.3 |
|
| R2 |
6,577.8 |
6,577.8 |
6,475.7 |
|
| R1 |
6,515.2 |
6,515.2 |
6,464.1 |
6,483.3 |
| PP |
6,451.3 |
6,451.3 |
6,451.3 |
6,435.4 |
| S1 |
6,388.7 |
6,388.7 |
6,440.9 |
6,356.8 |
| S2 |
6,324.8 |
6,324.8 |
6,429.3 |
|
| S3 |
6,198.3 |
6,262.2 |
6,417.7 |
|
| S4 |
6,071.8 |
6,135.7 |
6,382.9 |
|
|
| Weekly Pivots for week ending 15-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,322.2 |
7,169.3 |
6,625.0 |
|
| R3 |
7,052.2 |
6,899.3 |
6,550.8 |
|
| R2 |
6,782.2 |
6,782.2 |
6,526.0 |
|
| R1 |
6,629.3 |
6,629.3 |
6,501.3 |
6,570.8 |
| PP |
6,512.2 |
6,512.2 |
6,512.2 |
6,482.9 |
| S1 |
6,359.3 |
6,359.3 |
6,451.8 |
6,300.8 |
| S2 |
6,242.2 |
6,242.2 |
6,427.0 |
|
| S3 |
5,972.2 |
6,089.3 |
6,402.3 |
|
| S4 |
5,702.2 |
5,819.3 |
6,328.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,657.5 |
6,387.5 |
270.0 |
4.2% |
123.2 |
1.9% |
24% |
False |
True |
148,431 |
| 10 |
6,665.0 |
6,376.5 |
288.5 |
4.5% |
131.7 |
2.0% |
26% |
False |
False |
150,115 |
| 20 |
6,665.0 |
6,303.0 |
362.0 |
5.6% |
133.7 |
2.1% |
41% |
False |
False |
149,859 |
| 40 |
6,703.5 |
6,041.5 |
662.0 |
10.3% |
143.0 |
2.2% |
62% |
False |
False |
171,948 |
| 60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.2% |
134.5 |
2.1% |
35% |
False |
False |
123,436 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
122.9 |
1.9% |
32% |
False |
False |
92,669 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
122.7 |
1.9% |
32% |
False |
False |
74,238 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
124.1 |
1.9% |
32% |
False |
False |
62,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,051.6 |
|
2.618 |
6,845.2 |
|
1.618 |
6,718.7 |
|
1.000 |
6,640.5 |
|
0.618 |
6,592.2 |
|
HIGH |
6,514.0 |
|
0.618 |
6,465.7 |
|
0.500 |
6,450.8 |
|
0.382 |
6,435.8 |
|
LOW |
6,387.5 |
|
0.618 |
6,309.3 |
|
1.000 |
6,261.0 |
|
1.618 |
6,182.8 |
|
2.618 |
6,056.3 |
|
4.250 |
5,849.9 |
|
|
| Fisher Pivots for day following 18-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,451.9 |
6,465.5 |
| PP |
6,451.3 |
6,461.2 |
| S1 |
6,450.8 |
6,456.8 |
|