| Trading Metrics calculated at close of trading on 07-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2008 |
07-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
4,900.0 |
4,989.0 |
89.0 |
1.8% |
4,994.0 |
| High |
4,979.0 |
4,993.0 |
14.0 |
0.3% |
5,007.0 |
| Low |
4,898.0 |
4,910.0 |
12.0 |
0.2% |
4,799.0 |
| Close |
4,972.0 |
4,975.0 |
3.0 |
0.1% |
4,913.0 |
| Range |
81.0 |
83.0 |
2.0 |
2.5% |
208.0 |
| ATR |
114.5 |
112.3 |
-2.3 |
-2.0% |
0.0 |
| Volume |
30,027 |
20,497 |
-9,530 |
-31.7% |
120,837 |
|
| Daily Pivots for day following 07-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,208.3 |
5,174.7 |
5,020.7 |
|
| R3 |
5,125.3 |
5,091.7 |
4,997.8 |
|
| R2 |
5,042.3 |
5,042.3 |
4,990.2 |
|
| R1 |
5,008.7 |
5,008.7 |
4,982.6 |
4,984.0 |
| PP |
4,959.3 |
4,959.3 |
4,959.3 |
4,947.0 |
| S1 |
4,925.7 |
4,925.7 |
4,967.4 |
4,901.0 |
| S2 |
4,876.3 |
4,876.3 |
4,959.8 |
|
| S3 |
4,793.3 |
4,842.7 |
4,952.2 |
|
| S4 |
4,710.3 |
4,759.7 |
4,929.4 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,530.3 |
5,429.7 |
5,027.4 |
|
| R3 |
5,322.3 |
5,221.7 |
4,970.2 |
|
| R2 |
5,114.3 |
5,114.3 |
4,951.1 |
|
| R1 |
5,013.7 |
5,013.7 |
4,932.1 |
4,960.0 |
| PP |
4,906.3 |
4,906.3 |
4,906.3 |
4,879.5 |
| S1 |
4,805.7 |
4,805.7 |
4,893.9 |
4,752.0 |
| S2 |
4,698.3 |
4,698.3 |
4,874.9 |
|
| S3 |
4,490.3 |
4,597.7 |
4,855.8 |
|
| S4 |
4,282.3 |
4,389.7 |
4,798.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,993.0 |
4,728.0 |
265.0 |
5.3% |
85.4 |
1.7% |
93% |
True |
False |
27,479 |
| 10 |
5,019.0 |
4,728.0 |
291.0 |
5.8% |
85.8 |
1.7% |
85% |
False |
False |
26,947 |
| 20 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
86.4 |
1.7% |
58% |
False |
False |
26,425 |
| 40 |
5,454.0 |
4,728.0 |
726.0 |
14.6% |
86.1 |
1.7% |
34% |
False |
False |
29,819 |
| 60 |
6,006.0 |
4,728.0 |
1,278.0 |
25.7% |
74.6 |
1.5% |
19% |
False |
False |
20,059 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.7% |
65.1 |
1.3% |
19% |
False |
False |
15,059 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.7% |
56.7 |
1.1% |
19% |
False |
False |
12,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,345.8 |
|
2.618 |
5,210.3 |
|
1.618 |
5,127.3 |
|
1.000 |
5,076.0 |
|
0.618 |
5,044.3 |
|
HIGH |
4,993.0 |
|
0.618 |
4,961.3 |
|
0.500 |
4,951.5 |
|
0.382 |
4,941.7 |
|
LOW |
4,910.0 |
|
0.618 |
4,858.7 |
|
1.000 |
4,827.0 |
|
1.618 |
4,775.7 |
|
2.618 |
4,692.7 |
|
4.250 |
4,557.3 |
|
|
| Fisher Pivots for day following 07-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,967.2 |
4,936.8 |
| PP |
4,959.3 |
4,898.7 |
| S1 |
4,951.5 |
4,860.5 |
|