| Trading Metrics calculated at close of trading on 12-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2008 |
12-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,022.0 |
5,038.0 |
16.0 |
0.3% |
4,881.0 |
| High |
5,039.0 |
5,056.0 |
17.0 |
0.3% |
4,993.0 |
| Low |
4,978.0 |
4,984.0 |
6.0 |
0.1% |
4,728.0 |
| Close |
5,021.0 |
5,027.0 |
6.0 |
0.1% |
4,962.0 |
| Range |
61.0 |
72.0 |
11.0 |
18.0% |
265.0 |
| ATR |
108.8 |
106.2 |
-2.6 |
-2.4% |
0.0 |
| Volume |
20,769 |
21,782 |
1,013 |
4.9% |
136,751 |
|
| Daily Pivots for day following 12-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,238.3 |
5,204.7 |
5,066.6 |
|
| R3 |
5,166.3 |
5,132.7 |
5,046.8 |
|
| R2 |
5,094.3 |
5,094.3 |
5,040.2 |
|
| R1 |
5,060.7 |
5,060.7 |
5,033.6 |
5,041.5 |
| PP |
5,022.3 |
5,022.3 |
5,022.3 |
5,012.8 |
| S1 |
4,988.7 |
4,988.7 |
5,020.4 |
4,969.5 |
| S2 |
4,950.3 |
4,950.3 |
5,013.8 |
|
| S3 |
4,878.3 |
4,916.7 |
5,007.2 |
|
| S4 |
4,806.3 |
4,844.7 |
4,987.4 |
|
|
| Weekly Pivots for week ending 08-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,689.3 |
5,590.7 |
5,107.8 |
|
| R3 |
5,424.3 |
5,325.7 |
5,034.9 |
|
| R2 |
5,159.3 |
5,159.3 |
5,010.6 |
|
| R1 |
5,060.7 |
5,060.7 |
4,986.3 |
5,110.0 |
| PP |
4,894.3 |
4,894.3 |
4,894.3 |
4,919.0 |
| S1 |
4,795.7 |
4,795.7 |
4,937.7 |
4,845.0 |
| S2 |
4,629.3 |
4,629.3 |
4,913.4 |
|
| S3 |
4,364.3 |
4,530.7 |
4,889.1 |
|
| S4 |
4,099.3 |
4,265.7 |
4,816.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,056.0 |
4,880.0 |
176.0 |
3.5% |
79.0 |
1.6% |
84% |
True |
False |
23,629 |
| 10 |
5,056.0 |
4,728.0 |
328.0 |
6.5% |
78.3 |
1.6% |
91% |
True |
False |
24,822 |
| 20 |
5,152.0 |
4,728.0 |
424.0 |
8.4% |
85.5 |
1.7% |
71% |
False |
False |
26,387 |
| 40 |
5,454.0 |
4,728.0 |
726.0 |
14.4% |
84.9 |
1.7% |
41% |
False |
False |
27,374 |
| 60 |
5,975.0 |
4,728.0 |
1,247.0 |
24.8% |
76.7 |
1.5% |
24% |
False |
False |
21,177 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.4% |
66.5 |
1.3% |
23% |
False |
False |
15,904 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.4% |
58.8 |
1.2% |
23% |
False |
False |
12,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,362.0 |
|
2.618 |
5,244.5 |
|
1.618 |
5,172.5 |
|
1.000 |
5,128.0 |
|
0.618 |
5,100.5 |
|
HIGH |
5,056.0 |
|
0.618 |
5,028.5 |
|
0.500 |
5,020.0 |
|
0.382 |
5,011.5 |
|
LOW |
4,984.0 |
|
0.618 |
4,939.5 |
|
1.000 |
4,912.0 |
|
1.618 |
4,867.5 |
|
2.618 |
4,795.5 |
|
4.250 |
4,678.0 |
|
|
| Fisher Pivots for day following 12-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,024.7 |
5,007.3 |
| PP |
5,022.3 |
4,987.7 |
| S1 |
5,020.0 |
4,968.0 |
|