| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,337.0 |
3,397.0 |
60.0 |
1.8% |
3,272.0 |
| High |
3,374.0 |
3,436.0 |
62.0 |
1.8% |
3,370.0 |
| Low |
3,312.0 |
3,397.0 |
85.0 |
2.6% |
3,133.0 |
| Close |
3,372.0 |
3,431.0 |
59.0 |
1.7% |
3,363.0 |
| Range |
62.0 |
39.0 |
-23.0 |
-37.1% |
237.0 |
| ATR |
81.8 |
80.5 |
-1.3 |
-1.6% |
0.0 |
| Volume |
3,846 |
5,791 |
1,945 |
50.6% |
58,822 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,538.3 |
3,523.7 |
3,452.5 |
|
| R3 |
3,499.3 |
3,484.7 |
3,441.7 |
|
| R2 |
3,460.3 |
3,460.3 |
3,438.2 |
|
| R1 |
3,445.7 |
3,445.7 |
3,434.6 |
3,453.0 |
| PP |
3,421.3 |
3,421.3 |
3,421.3 |
3,425.0 |
| S1 |
3,406.7 |
3,406.7 |
3,427.4 |
3,414.0 |
| S2 |
3,382.3 |
3,382.3 |
3,423.9 |
|
| S3 |
3,343.3 |
3,367.7 |
3,420.3 |
|
| S4 |
3,304.3 |
3,328.7 |
3,409.6 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,999.7 |
3,918.3 |
3,493.4 |
|
| R3 |
3,762.7 |
3,681.3 |
3,428.2 |
|
| R2 |
3,525.7 |
3,525.7 |
3,406.5 |
|
| R1 |
3,444.3 |
3,444.3 |
3,384.7 |
3,485.0 |
| PP |
3,288.7 |
3,288.7 |
3,288.7 |
3,309.0 |
| S1 |
3,207.3 |
3,207.3 |
3,341.3 |
3,248.0 |
| S2 |
3,051.7 |
3,051.7 |
3,319.6 |
|
| S3 |
2,814.7 |
2,970.3 |
3,297.8 |
|
| S4 |
2,577.7 |
2,733.3 |
3,232.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,436.0 |
3,240.0 |
196.0 |
5.7% |
71.0 |
2.1% |
97% |
True |
False |
4,151 |
| 10 |
3,436.0 |
3,133.0 |
303.0 |
8.8% |
78.3 |
2.3% |
98% |
True |
False |
7,347 |
| 20 |
3,486.0 |
3,133.0 |
353.0 |
10.3% |
78.9 |
2.3% |
84% |
False |
False |
4,584 |
| 40 |
3,850.0 |
3,133.0 |
717.0 |
20.9% |
69.8 |
2.0% |
42% |
False |
False |
7,351 |
| 60 |
3,931.0 |
3,133.0 |
798.0 |
23.3% |
58.8 |
1.7% |
37% |
False |
False |
5,195 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
23.3% |
55.4 |
1.6% |
37% |
False |
False |
4,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,601.8 |
|
2.618 |
3,538.1 |
|
1.618 |
3,499.1 |
|
1.000 |
3,475.0 |
|
0.618 |
3,460.1 |
|
HIGH |
3,436.0 |
|
0.618 |
3,421.1 |
|
0.500 |
3,416.5 |
|
0.382 |
3,411.9 |
|
LOW |
3,397.0 |
|
0.618 |
3,372.9 |
|
1.000 |
3,358.0 |
|
1.618 |
3,333.9 |
|
2.618 |
3,294.9 |
|
4.250 |
3,231.3 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,426.2 |
3,412.0 |
| PP |
3,421.3 |
3,393.0 |
| S1 |
3,416.5 |
3,374.0 |
|