| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,204.0 |
3,250.0 |
46.0 |
1.4% |
3,348.0 |
| High |
3,240.0 |
3,335.0 |
95.0 |
2.9% |
3,392.0 |
| Low |
3,133.0 |
3,240.0 |
107.0 |
3.4% |
3,230.0 |
| Close |
3,211.0 |
3,299.0 |
88.0 |
2.7% |
3,243.0 |
| Range |
107.0 |
95.0 |
-12.0 |
-11.2% |
162.0 |
| ATR |
80.4 |
83.5 |
3.1 |
3.9% |
0.0 |
| Volume |
3,393 |
5,667 |
2,274 |
67.0% |
7,833 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,576.3 |
3,532.7 |
3,351.3 |
|
| R3 |
3,481.3 |
3,437.7 |
3,325.1 |
|
| R2 |
3,386.3 |
3,386.3 |
3,316.4 |
|
| R1 |
3,342.7 |
3,342.7 |
3,307.7 |
3,364.5 |
| PP |
3,291.3 |
3,291.3 |
3,291.3 |
3,302.3 |
| S1 |
3,247.7 |
3,247.7 |
3,290.3 |
3,269.5 |
| S2 |
3,196.3 |
3,196.3 |
3,281.6 |
|
| S3 |
3,101.3 |
3,152.7 |
3,272.9 |
|
| S4 |
3,006.3 |
3,057.7 |
3,246.8 |
|
|
| 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 |
3,354.0 |
3,133.0 |
221.0 |
6.7% |
93.0 |
2.8% |
75% |
False |
False |
11,513 |
| 10 |
3,395.0 |
3,133.0 |
262.0 |
7.9% |
81.1 |
2.5% |
63% |
False |
False |
6,631 |
| 20 |
3,558.0 |
3,133.0 |
425.0 |
12.9% |
79.6 |
2.4% |
39% |
False |
False |
4,941 |
| 40 |
3,850.0 |
3,133.0 |
717.0 |
21.7% |
66.5 |
2.0% |
23% |
False |
False |
7,065 |
| 60 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
56.6 |
1.7% |
21% |
False |
False |
4,985 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
24.2% |
55.9 |
1.7% |
21% |
False |
False |
3,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,738.8 |
|
2.618 |
3,583.7 |
|
1.618 |
3,488.7 |
|
1.000 |
3,430.0 |
|
0.618 |
3,393.7 |
|
HIGH |
3,335.0 |
|
0.618 |
3,298.7 |
|
0.500 |
3,287.5 |
|
0.382 |
3,276.3 |
|
LOW |
3,240.0 |
|
0.618 |
3,181.3 |
|
1.000 |
3,145.0 |
|
1.618 |
3,086.3 |
|
2.618 |
2,991.3 |
|
4.250 |
2,836.3 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,295.2 |
3,277.3 |
| PP |
3,291.3 |
3,255.7 |
| S1 |
3,287.5 |
3,234.0 |
|