| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,355.0 |
3,310.0 |
-45.0 |
-1.3% |
3,350.0 |
| High |
3,364.0 |
3,374.0 |
10.0 |
0.3% |
3,432.0 |
| Low |
3,297.0 |
3,282.0 |
-15.0 |
-0.5% |
3,285.0 |
| Close |
3,330.0 |
3,344.0 |
14.0 |
0.4% |
3,368.0 |
| Range |
67.0 |
92.0 |
25.0 |
37.3% |
147.0 |
| ATR |
85.9 |
86.3 |
0.4 |
0.5% |
0.0 |
| Volume |
936,994 |
1,310,200 |
373,206 |
39.8% |
6,461,761 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,609.3 |
3,568.7 |
3,394.6 |
|
| R3 |
3,517.3 |
3,476.7 |
3,369.3 |
|
| R2 |
3,425.3 |
3,425.3 |
3,360.9 |
|
| R1 |
3,384.7 |
3,384.7 |
3,352.4 |
3,405.0 |
| PP |
3,333.3 |
3,333.3 |
3,333.3 |
3,343.5 |
| S1 |
3,292.7 |
3,292.7 |
3,335.6 |
3,313.0 |
| S2 |
3,241.3 |
3,241.3 |
3,327.1 |
|
| S3 |
3,149.3 |
3,200.7 |
3,318.7 |
|
| S4 |
3,057.3 |
3,108.7 |
3,293.4 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,802.7 |
3,732.3 |
3,448.9 |
|
| R3 |
3,655.7 |
3,585.3 |
3,408.4 |
|
| R2 |
3,508.7 |
3,508.7 |
3,395.0 |
|
| R1 |
3,438.3 |
3,438.3 |
3,381.5 |
3,473.5 |
| PP |
3,361.7 |
3,361.7 |
3,361.7 |
3,379.3 |
| S1 |
3,291.3 |
3,291.3 |
3,354.5 |
3,326.5 |
| S2 |
3,214.7 |
3,214.7 |
3,341.1 |
|
| S3 |
3,067.7 |
3,144.3 |
3,327.6 |
|
| S4 |
2,920.7 |
2,997.3 |
3,287.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,432.0 |
3,282.0 |
150.0 |
4.5% |
74.8 |
2.2% |
41% |
False |
True |
1,235,297 |
| 10 |
3,432.0 |
3,107.0 |
325.0 |
9.7% |
87.0 |
2.6% |
73% |
False |
False |
1,510,012 |
| 20 |
3,432.0 |
3,107.0 |
325.0 |
9.7% |
87.8 |
2.6% |
73% |
False |
False |
1,699,706 |
| 40 |
3,776.0 |
3,107.0 |
669.0 |
20.0% |
79.5 |
2.4% |
35% |
False |
False |
1,246,282 |
| 60 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
69.2 |
2.1% |
30% |
False |
False |
832,098 |
| 80 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
65.8 |
2.0% |
30% |
False |
False |
624,310 |
| 100 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
70.4 |
2.1% |
30% |
False |
False |
502,282 |
| 120 |
3,905.0 |
3,107.0 |
798.0 |
23.9% |
69.4 |
2.1% |
30% |
False |
False |
418,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,765.0 |
|
2.618 |
3,614.9 |
|
1.618 |
3,522.9 |
|
1.000 |
3,466.0 |
|
0.618 |
3,430.9 |
|
HIGH |
3,374.0 |
|
0.618 |
3,338.9 |
|
0.500 |
3,328.0 |
|
0.382 |
3,317.1 |
|
LOW |
3,282.0 |
|
0.618 |
3,225.1 |
|
1.000 |
3,190.0 |
|
1.618 |
3,133.1 |
|
2.618 |
3,041.1 |
|
4.250 |
2,891.0 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,338.7 |
3,340.7 |
| PP |
3,333.3 |
3,337.3 |
| S1 |
3,328.0 |
3,334.0 |
|