| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,220.0 |
3,204.0 |
-16.0 |
-0.5% |
3,348.0 |
| High |
3,225.0 |
3,240.0 |
15.0 |
0.5% |
3,392.0 |
| Low |
3,150.0 |
3,133.0 |
-17.0 |
-0.5% |
3,230.0 |
| Close |
3,191.0 |
3,211.0 |
20.0 |
0.6% |
3,243.0 |
| Range |
75.0 |
107.0 |
32.0 |
42.7% |
162.0 |
| ATR |
78.3 |
80.4 |
2.0 |
2.6% |
0.0 |
| Volume |
11,269 |
3,393 |
-7,876 |
-69.9% |
7,833 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,515.7 |
3,470.3 |
3,269.9 |
|
| R3 |
3,408.7 |
3,363.3 |
3,240.4 |
|
| R2 |
3,301.7 |
3,301.7 |
3,230.6 |
|
| R1 |
3,256.3 |
3,256.3 |
3,220.8 |
3,279.0 |
| PP |
3,194.7 |
3,194.7 |
3,194.7 |
3,206.0 |
| S1 |
3,149.3 |
3,149.3 |
3,201.2 |
3,172.0 |
| S2 |
3,087.7 |
3,087.7 |
3,191.4 |
|
| S3 |
2,980.7 |
3,042.3 |
3,181.6 |
|
| S4 |
2,873.7 |
2,935.3 |
3,152.2 |
|
|
| 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 |
3,372.0 |
3,133.0 |
239.0 |
7.4% |
85.6 |
2.7% |
33% |
False |
True |
10,544 |
| 10 |
3,395.0 |
3,133.0 |
262.0 |
8.2% |
81.5 |
2.5% |
30% |
False |
True |
6,137 |
| 20 |
3,571.0 |
3,133.0 |
438.0 |
13.6% |
76.7 |
2.4% |
18% |
False |
True |
6,542 |
| 40 |
3,854.0 |
3,133.0 |
721.0 |
22.5% |
65.4 |
2.0% |
11% |
False |
True |
6,933 |
| 60 |
3,931.0 |
3,133.0 |
798.0 |
24.9% |
56.1 |
1.7% |
10% |
False |
True |
4,901 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
24.9% |
55.0 |
1.7% |
10% |
False |
True |
3,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,694.8 |
|
2.618 |
3,520.1 |
|
1.618 |
3,413.1 |
|
1.000 |
3,347.0 |
|
0.618 |
3,306.1 |
|
HIGH |
3,240.0 |
|
0.618 |
3,199.1 |
|
0.500 |
3,186.5 |
|
0.382 |
3,173.9 |
|
LOW |
3,133.0 |
|
0.618 |
3,066.9 |
|
1.000 |
3,026.0 |
|
1.618 |
2,959.9 |
|
2.618 |
2,852.9 |
|
4.250 |
2,678.3 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,202.8 |
3,214.0 |
| PP |
3,194.7 |
3,213.0 |
| S1 |
3,186.5 |
3,212.0 |
|