| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,272.0 |
3,220.0 |
-52.0 |
-1.6% |
3,348.0 |
| High |
3,295.0 |
3,225.0 |
-70.0 |
-2.1% |
3,392.0 |
| Low |
3,231.0 |
3,150.0 |
-81.0 |
-2.5% |
3,230.0 |
| Close |
3,265.0 |
3,191.0 |
-74.0 |
-2.3% |
3,243.0 |
| Range |
64.0 |
75.0 |
11.0 |
17.2% |
162.0 |
| ATR |
75.5 |
78.3 |
2.8 |
3.7% |
0.0 |
| Volume |
35,416 |
11,269 |
-24,147 |
-68.2% |
7,833 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,413.7 |
3,377.3 |
3,232.3 |
|
| R3 |
3,338.7 |
3,302.3 |
3,211.6 |
|
| R2 |
3,263.7 |
3,263.7 |
3,204.8 |
|
| R1 |
3,227.3 |
3,227.3 |
3,197.9 |
3,208.0 |
| PP |
3,188.7 |
3,188.7 |
3,188.7 |
3,179.0 |
| S1 |
3,152.3 |
3,152.3 |
3,184.1 |
3,133.0 |
| S2 |
3,113.7 |
3,113.7 |
3,177.3 |
|
| S3 |
3,038.7 |
3,077.3 |
3,170.4 |
|
| S4 |
2,963.7 |
3,002.3 |
3,149.8 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,774.3 |
3,670.7 |
3,332.1 |
|
| R3 |
3,612.3 |
3,508.7 |
3,287.6 |
|
| R2 |
3,450.3 |
3,450.3 |
3,272.7 |
|
| R1 |
3,346.7 |
3,346.7 |
3,257.9 |
3,317.5 |
| PP |
3,288.3 |
3,288.3 |
3,288.3 |
3,273.8 |
| S1 |
3,184.7 |
3,184.7 |
3,228.2 |
3,155.5 |
| S2 |
3,126.3 |
3,126.3 |
3,213.3 |
|
| S3 |
2,964.3 |
3,022.7 |
3,198.5 |
|
| S4 |
2,802.3 |
2,860.7 |
3,153.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,392.0 |
3,150.0 |
242.0 |
7.6% |
76.8 |
2.4% |
17% |
False |
True |
10,132 |
| 10 |
3,395.0 |
3,150.0 |
245.0 |
7.7% |
78.8 |
2.5% |
17% |
False |
True |
5,820 |
| 20 |
3,610.0 |
3,150.0 |
460.0 |
14.4% |
74.4 |
2.3% |
9% |
False |
True |
7,754 |
| 40 |
3,854.0 |
3,150.0 |
704.0 |
22.1% |
64.0 |
2.0% |
6% |
False |
True |
6,867 |
| 60 |
3,931.0 |
3,150.0 |
781.0 |
24.5% |
55.1 |
1.7% |
5% |
False |
True |
4,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,543.8 |
|
2.618 |
3,421.4 |
|
1.618 |
3,346.4 |
|
1.000 |
3,300.0 |
|
0.618 |
3,271.4 |
|
HIGH |
3,225.0 |
|
0.618 |
3,196.4 |
|
0.500 |
3,187.5 |
|
0.382 |
3,178.7 |
|
LOW |
3,150.0 |
|
0.618 |
3,103.7 |
|
1.000 |
3,075.0 |
|
1.618 |
3,028.7 |
|
2.618 |
2,953.7 |
|
4.250 |
2,831.3 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,189.8 |
3,252.0 |
| PP |
3,188.7 |
3,231.7 |
| S1 |
3,187.5 |
3,211.3 |
|