| Trading Metrics calculated at close of trading on 26-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2008 |
26-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
5,404.0 |
5,450.0 |
46.0 |
0.9% |
5,440.5 |
| High |
5,525.0 |
5,507.5 |
-17.5 |
-0.3% |
5,525.0 |
| Low |
5,378.5 |
5,378.5 |
0.0 |
0.0% |
5,307.0 |
| Close |
5,514.0 |
5,494.0 |
-20.0 |
-0.4% |
5,514.0 |
| Range |
146.5 |
129.0 |
-17.5 |
-11.9% |
218.0 |
| ATR |
119.8 |
121.0 |
1.1 |
0.9% |
0.0 |
| Volume |
0 |
101,600 |
101,600 |
|
467,248 |
|
| Daily Pivots for day following 26-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,847.0 |
5,799.5 |
5,565.0 |
|
| R3 |
5,718.0 |
5,670.5 |
5,529.5 |
|
| R2 |
5,589.0 |
5,589.0 |
5,517.5 |
|
| R1 |
5,541.5 |
5,541.5 |
5,506.0 |
5,565.0 |
| PP |
5,460.0 |
5,460.0 |
5,460.0 |
5,472.0 |
| S1 |
5,412.5 |
5,412.5 |
5,482.0 |
5,436.0 |
| S2 |
5,331.0 |
5,331.0 |
5,470.5 |
|
| S3 |
5,202.0 |
5,283.5 |
5,458.5 |
|
| S4 |
5,073.0 |
5,154.5 |
5,423.0 |
|
|
| Weekly Pivots for week ending 22-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,102.5 |
6,026.5 |
5,634.0 |
|
| R3 |
5,884.5 |
5,808.5 |
5,574.0 |
|
| R2 |
5,666.5 |
5,666.5 |
5,554.0 |
|
| R1 |
5,590.5 |
5,590.5 |
5,534.0 |
5,628.5 |
| PP |
5,448.5 |
5,448.5 |
5,448.5 |
5,468.0 |
| S1 |
5,372.5 |
5,372.5 |
5,494.0 |
5,410.5 |
| S2 |
5,230.5 |
5,230.5 |
5,474.0 |
|
| S3 |
5,012.5 |
5,154.5 |
5,454.0 |
|
| S4 |
4,794.5 |
4,936.5 |
5,394.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,525.0 |
5,321.0 |
204.0 |
3.7% |
118.0 |
2.1% |
85% |
False |
False |
75,338 |
| 10 |
5,550.0 |
5,307.0 |
243.0 |
4.4% |
111.5 |
2.0% |
77% |
False |
False |
88,439 |
| 20 |
5,571.5 |
5,289.0 |
282.5 |
5.1% |
109.5 |
2.0% |
73% |
False |
False |
92,572 |
| 40 |
5,624.0 |
5,073.0 |
551.0 |
10.0% |
124.5 |
2.3% |
76% |
False |
False |
104,594 |
| 60 |
6,115.5 |
5,073.0 |
1,042.5 |
19.0% |
117.5 |
2.1% |
40% |
False |
False |
92,368 |
| 80 |
6,424.5 |
5,073.0 |
1,351.5 |
24.6% |
108.0 |
2.0% |
31% |
False |
False |
69,477 |
| 100 |
6,424.5 |
5,073.0 |
1,351.5 |
24.6% |
98.5 |
1.8% |
31% |
False |
False |
55,605 |
| 120 |
6,424.5 |
5,073.0 |
1,351.5 |
24.6% |
89.5 |
1.6% |
31% |
False |
False |
46,366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,056.0 |
|
2.618 |
5,845.0 |
|
1.618 |
5,716.0 |
|
1.000 |
5,636.5 |
|
0.618 |
5,587.0 |
|
HIGH |
5,507.5 |
|
0.618 |
5,458.0 |
|
0.500 |
5,443.0 |
|
0.382 |
5,428.0 |
|
LOW |
5,378.5 |
|
0.618 |
5,299.0 |
|
1.000 |
5,249.5 |
|
1.618 |
5,170.0 |
|
2.618 |
5,041.0 |
|
4.250 |
4,830.0 |
|
|
| Fisher Pivots for day following 26-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
5,477.0 |
5,480.0 |
| PP |
5,460.0 |
5,466.0 |
| S1 |
5,443.0 |
5,452.0 |
|