| Trading Metrics calculated at close of trading on 28-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2008 |
28-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,012.0 |
5,007.0 |
-5.0 |
-0.1% |
4,916.0 |
| High |
5,040.0 |
5,079.0 |
39.0 |
0.8% |
5,019.0 |
| Low |
4,955.0 |
5,004.0 |
49.0 |
1.0% |
4,830.0 |
| Close |
4,984.0 |
5,061.0 |
77.0 |
1.5% |
4,901.0 |
| Range |
85.0 |
75.0 |
-10.0 |
-11.8% |
189.0 |
| ATR |
107.8 |
106.9 |
-0.9 |
-0.8% |
0.0 |
| Volume |
23,579 |
26,936 |
3,357 |
14.2% |
123,911 |
|
| Daily Pivots for day following 28-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,273.0 |
5,242.0 |
5,102.3 |
|
| R3 |
5,198.0 |
5,167.0 |
5,081.6 |
|
| R2 |
5,123.0 |
5,123.0 |
5,074.8 |
|
| R1 |
5,092.0 |
5,092.0 |
5,067.9 |
5,107.5 |
| PP |
5,048.0 |
5,048.0 |
5,048.0 |
5,055.8 |
| S1 |
5,017.0 |
5,017.0 |
5,054.1 |
5,032.5 |
| S2 |
4,973.0 |
4,973.0 |
5,047.3 |
|
| S3 |
4,898.0 |
4,942.0 |
5,040.4 |
|
| S4 |
4,823.0 |
4,867.0 |
5,019.8 |
|
|
| 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 |
5,079.0 |
4,864.0 |
215.0 |
4.2% |
81.2 |
1.6% |
92% |
True |
False |
26,193 |
| 10 |
5,079.0 |
4,830.0 |
249.0 |
4.9% |
83.3 |
1.6% |
93% |
True |
False |
24,927 |
| 20 |
5,079.0 |
4,728.0 |
351.0 |
6.9% |
86.9 |
1.7% |
95% |
True |
False |
25,816 |
| 40 |
5,152.0 |
4,728.0 |
424.0 |
8.4% |
85.8 |
1.7% |
79% |
False |
False |
25,762 |
| 60 |
5,636.0 |
4,728.0 |
908.0 |
17.9% |
84.1 |
1.7% |
37% |
False |
False |
26,327 |
| 80 |
6,006.0 |
4,728.0 |
1,278.0 |
25.3% |
76.1 |
1.5% |
26% |
False |
False |
19,788 |
| 100 |
6,006.0 |
4,728.0 |
1,278.0 |
25.3% |
66.4 |
1.3% |
26% |
False |
False |
15,838 |
| 120 |
6,006.0 |
4,728.0 |
1,278.0 |
25.3% |
58.4 |
1.2% |
26% |
False |
False |
13,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,397.8 |
|
2.618 |
5,275.4 |
|
1.618 |
5,200.4 |
|
1.000 |
5,154.0 |
|
0.618 |
5,125.4 |
|
HIGH |
5,079.0 |
|
0.618 |
5,050.4 |
|
0.500 |
5,041.5 |
|
0.382 |
5,032.7 |
|
LOW |
5,004.0 |
|
0.618 |
4,957.7 |
|
1.000 |
4,929.0 |
|
1.618 |
4,882.7 |
|
2.618 |
4,807.7 |
|
4.250 |
4,685.3 |
|
|
| Fisher Pivots for day following 28-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,054.5 |
5,032.5 |
| PP |
5,048.0 |
5,004.0 |
| S1 |
5,041.5 |
4,975.5 |
|