| Trading Metrics calculated at close of trading on 05-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2008 |
05-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,348.5 |
5,323.0 |
-25.5 |
-0.5% |
5,358.0 |
| High |
5,412.0 |
5,495.0 |
83.0 |
1.5% |
5,455.0 |
| Low |
5,297.5 |
5,289.0 |
-8.5 |
-0.2% |
5,256.0 |
| Close |
5,303.5 |
5,451.0 |
147.5 |
2.8% |
5,343.5 |
| Range |
114.5 |
206.0 |
91.5 |
79.9% |
199.0 |
| ATR |
126.2 |
131.9 |
5.7 |
4.5% |
0.0 |
| Volume |
95,166 |
90,099 |
-5,067 |
-5.3% |
486,003 |
|
| Daily Pivots for day following 05-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,029.5 |
5,946.5 |
5,564.5 |
|
| R3 |
5,823.5 |
5,740.5 |
5,507.5 |
|
| R2 |
5,617.5 |
5,617.5 |
5,489.0 |
|
| R1 |
5,534.5 |
5,534.5 |
5,470.0 |
5,576.0 |
| PP |
5,411.5 |
5,411.5 |
5,411.5 |
5,432.5 |
| S1 |
5,328.5 |
5,328.5 |
5,432.0 |
5,370.0 |
| S2 |
5,205.5 |
5,205.5 |
5,413.0 |
|
| S3 |
4,999.5 |
5,122.5 |
5,394.5 |
|
| S4 |
4,793.5 |
4,916.5 |
5,337.5 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,948.5 |
5,845.0 |
5,453.0 |
|
| R3 |
5,749.5 |
5,646.0 |
5,398.0 |
|
| R2 |
5,550.5 |
5,550.5 |
5,380.0 |
|
| R1 |
5,447.0 |
5,447.0 |
5,361.5 |
5,399.0 |
| PP |
5,351.5 |
5,351.5 |
5,351.5 |
5,327.5 |
| S1 |
5,248.0 |
5,248.0 |
5,325.5 |
5,200.0 |
| S2 |
5,152.5 |
5,152.5 |
5,307.0 |
|
| S3 |
4,953.5 |
5,049.0 |
5,289.0 |
|
| S4 |
4,754.5 |
4,850.0 |
5,234.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,495.0 |
5,289.0 |
206.0 |
3.8% |
119.5 |
2.2% |
79% |
True |
True |
100,368 |
| 10 |
5,495.0 |
5,256.0 |
239.0 |
4.4% |
114.5 |
2.1% |
82% |
True |
False |
95,463 |
| 20 |
5,552.5 |
5,073.0 |
479.5 |
8.8% |
128.0 |
2.3% |
79% |
False |
False |
114,433 |
| 40 |
5,963.5 |
5,073.0 |
890.5 |
16.3% |
123.0 |
2.3% |
42% |
False |
False |
104,722 |
| 60 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
112.5 |
2.1% |
28% |
False |
False |
70,025 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
101.0 |
1.8% |
28% |
False |
False |
52,633 |
| 100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.8% |
90.5 |
1.7% |
28% |
False |
False |
42,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,370.5 |
|
2.618 |
6,034.5 |
|
1.618 |
5,828.5 |
|
1.000 |
5,701.0 |
|
0.618 |
5,622.5 |
|
HIGH |
5,495.0 |
|
0.618 |
5,416.5 |
|
0.500 |
5,392.0 |
|
0.382 |
5,367.5 |
|
LOW |
5,289.0 |
|
0.618 |
5,161.5 |
|
1.000 |
5,083.0 |
|
1.618 |
4,955.5 |
|
2.618 |
4,749.5 |
|
4.250 |
4,413.5 |
|
|
| Fisher Pivots for day following 05-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,431.5 |
5,431.5 |
| PP |
5,411.5 |
5,411.5 |
| S1 |
5,392.0 |
5,392.0 |
|