| Trading Metrics calculated at close of trading on 27-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2008 |
27-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
4,928.0 |
5,012.0 |
84.0 |
1.7% |
4,916.0 |
| High |
5,006.0 |
5,040.0 |
34.0 |
0.7% |
5,019.0 |
| Low |
4,872.0 |
4,955.0 |
83.0 |
1.7% |
4,830.0 |
| Close |
4,985.0 |
4,984.0 |
-1.0 |
0.0% |
4,901.0 |
| Range |
134.0 |
85.0 |
-49.0 |
-36.6% |
189.0 |
| ATR |
109.6 |
107.8 |
-1.8 |
-1.6% |
0.0 |
| Volume |
31,017 |
23,579 |
-7,438 |
-24.0% |
123,911 |
|
| Daily Pivots for day following 27-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,248.0 |
5,201.0 |
5,030.8 |
|
| R3 |
5,163.0 |
5,116.0 |
5,007.4 |
|
| R2 |
5,078.0 |
5,078.0 |
4,999.6 |
|
| R1 |
5,031.0 |
5,031.0 |
4,991.8 |
5,012.0 |
| PP |
4,993.0 |
4,993.0 |
4,993.0 |
4,983.5 |
| S1 |
4,946.0 |
4,946.0 |
4,976.2 |
4,927.0 |
| S2 |
4,908.0 |
4,908.0 |
4,968.4 |
|
| S3 |
4,823.0 |
4,861.0 |
4,960.6 |
|
| S4 |
4,738.0 |
4,776.0 |
4,937.3 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,483.7 |
5,381.3 |
5,005.0 |
|
| R3 |
5,294.7 |
5,192.3 |
4,953.0 |
|
| R2 |
5,105.7 |
5,105.7 |
4,935.7 |
|
| R1 |
5,003.3 |
5,003.3 |
4,918.3 |
4,960.0 |
| PP |
4,916.7 |
4,916.7 |
4,916.7 |
4,895.0 |
| S1 |
4,814.3 |
4,814.3 |
4,883.7 |
4,771.0 |
| S2 |
4,727.7 |
4,727.7 |
4,866.4 |
|
| S3 |
4,538.7 |
4,625.3 |
4,849.0 |
|
| S4 |
4,349.7 |
4,436.3 |
4,797.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,040.0 |
4,833.0 |
207.0 |
4.2% |
86.6 |
1.7% |
73% |
True |
False |
25,690 |
| 10 |
5,041.0 |
4,830.0 |
211.0 |
4.2% |
89.6 |
1.8% |
73% |
False |
False |
25,948 |
| 20 |
5,056.0 |
4,728.0 |
328.0 |
6.6% |
86.4 |
1.7% |
78% |
False |
False |
25,704 |
| 40 |
5,152.0 |
4,728.0 |
424.0 |
8.5% |
85.1 |
1.7% |
60% |
False |
False |
25,783 |
| 60 |
5,636.0 |
4,728.0 |
908.0 |
18.2% |
83.3 |
1.7% |
28% |
False |
False |
25,885 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
75.8 |
1.5% |
20% |
False |
False |
19,453 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
66.2 |
1.3% |
20% |
False |
False |
15,571 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.6% |
58.4 |
1.2% |
20% |
False |
False |
12,982 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,401.3 |
|
2.618 |
5,262.5 |
|
1.618 |
5,177.5 |
|
1.000 |
5,125.0 |
|
0.618 |
5,092.5 |
|
HIGH |
5,040.0 |
|
0.618 |
5,007.5 |
|
0.500 |
4,997.5 |
|
0.382 |
4,987.5 |
|
LOW |
4,955.0 |
|
0.618 |
4,902.5 |
|
1.000 |
4,870.0 |
|
1.618 |
4,817.5 |
|
2.618 |
4,732.5 |
|
4.250 |
4,593.8 |
|
|
| Fisher Pivots for day following 27-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
4,997.5 |
4,974.7 |
| PP |
4,993.0 |
4,965.3 |
| S1 |
4,988.5 |
4,956.0 |
|