| Trading Metrics calculated at close of trading on 22-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2008 |
22-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
6,299.5 |
6,265.0 |
-34.5 |
-0.5% |
6,464.0 |
| High |
6,317.0 |
6,377.5 |
60.5 |
1.0% |
6,514.0 |
| Low |
6,237.5 |
6,248.0 |
10.5 |
0.2% |
6,237.5 |
| Close |
6,259.5 |
6,362.5 |
103.0 |
1.6% |
6,362.5 |
| Range |
79.5 |
129.5 |
50.0 |
62.9% |
276.5 |
| ATR |
135.1 |
134.7 |
-0.4 |
-0.3% |
0.0 |
| Volume |
149,070 |
126,547 |
-22,523 |
-15.1% |
703,315 |
|
| Daily Pivots for day following 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,717.8 |
6,669.7 |
6,433.7 |
|
| R3 |
6,588.3 |
6,540.2 |
6,398.1 |
|
| R2 |
6,458.8 |
6,458.8 |
6,386.2 |
|
| R1 |
6,410.7 |
6,410.7 |
6,374.4 |
6,434.8 |
| PP |
6,329.3 |
6,329.3 |
6,329.3 |
6,341.4 |
| S1 |
6,281.2 |
6,281.2 |
6,350.6 |
6,305.3 |
| S2 |
6,199.8 |
6,199.8 |
6,338.8 |
|
| S3 |
6,070.3 |
6,151.7 |
6,326.9 |
|
| S4 |
5,940.8 |
6,022.2 |
6,291.3 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,200.8 |
7,058.2 |
6,514.6 |
|
| R3 |
6,924.3 |
6,781.7 |
6,438.5 |
|
| R2 |
6,647.8 |
6,647.8 |
6,413.2 |
|
| R1 |
6,505.2 |
6,505.2 |
6,387.8 |
6,438.3 |
| PP |
6,371.3 |
6,371.3 |
6,371.3 |
6,337.9 |
| S1 |
6,228.7 |
6,228.7 |
6,337.2 |
6,161.8 |
| S2 |
6,094.8 |
6,094.8 |
6,311.8 |
|
| S3 |
5,818.3 |
5,952.2 |
6,286.5 |
|
| S4 |
5,541.8 |
5,675.7 |
6,210.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,514.0 |
6,237.5 |
276.5 |
4.3% |
108.6 |
1.7% |
45% |
False |
False |
140,663 |
| 10 |
6,665.0 |
6,237.5 |
427.5 |
6.7% |
110.8 |
1.7% |
29% |
False |
False |
143,383 |
| 20 |
6,665.0 |
6,237.5 |
427.5 |
6.7% |
124.1 |
2.0% |
29% |
False |
False |
147,884 |
| 40 |
6,665.0 |
6,041.5 |
623.5 |
9.8% |
140.4 |
2.2% |
51% |
False |
False |
169,925 |
| 60 |
7,217.0 |
6,041.5 |
1,175.5 |
18.5% |
135.4 |
2.1% |
27% |
False |
False |
133,048 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
124.3 |
2.0% |
25% |
False |
False |
99,894 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
120.6 |
1.9% |
25% |
False |
False |
79,996 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.4% |
123.8 |
1.9% |
25% |
False |
False |
67,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,927.9 |
|
2.618 |
6,716.5 |
|
1.618 |
6,587.0 |
|
1.000 |
6,507.0 |
|
0.618 |
6,457.5 |
|
HIGH |
6,377.5 |
|
0.618 |
6,328.0 |
|
0.500 |
6,312.8 |
|
0.382 |
6,297.5 |
|
LOW |
6,248.0 |
|
0.618 |
6,168.0 |
|
1.000 |
6,118.5 |
|
1.618 |
6,038.5 |
|
2.618 |
5,909.0 |
|
4.250 |
5,697.6 |
|
|
| Fisher Pivots for day following 22-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,345.9 |
6,344.2 |
| PP |
6,329.3 |
6,325.8 |
| S1 |
6,312.8 |
6,307.5 |
|