| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
3,395.0 |
3,417.0 |
22.0 |
0.6% |
3,369.0 |
| High |
3,424.0 |
3,436.0 |
12.0 |
0.4% |
3,452.0 |
| Low |
3,384.0 |
3,377.0 |
-7.0 |
-0.2% |
3,312.0 |
| Close |
3,410.0 |
3,400.0 |
-10.0 |
-0.3% |
3,390.0 |
| Range |
40.0 |
59.0 |
19.0 |
47.5% |
140.0 |
| ATR |
78.1 |
76.7 |
-1.4 |
-1.7% |
0.0 |
| Volume |
256 |
9,750 |
9,494 |
3,708.6% |
15,623 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,581.3 |
3,549.7 |
3,432.5 |
|
| R3 |
3,522.3 |
3,490.7 |
3,416.2 |
|
| R2 |
3,463.3 |
3,463.3 |
3,410.8 |
|
| R1 |
3,431.7 |
3,431.7 |
3,405.4 |
3,418.0 |
| PP |
3,404.3 |
3,404.3 |
3,404.3 |
3,397.5 |
| S1 |
3,372.7 |
3,372.7 |
3,394.6 |
3,359.0 |
| S2 |
3,345.3 |
3,345.3 |
3,389.2 |
|
| S3 |
3,286.3 |
3,313.7 |
3,383.8 |
|
| S4 |
3,227.3 |
3,254.7 |
3,367.6 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,804.7 |
3,737.3 |
3,467.0 |
|
| R3 |
3,664.7 |
3,597.3 |
3,428.5 |
|
| R2 |
3,524.7 |
3,524.7 |
3,415.7 |
|
| R1 |
3,457.3 |
3,457.3 |
3,402.8 |
3,491.0 |
| PP |
3,384.7 |
3,384.7 |
3,384.7 |
3,401.5 |
| S1 |
3,317.3 |
3,317.3 |
3,377.2 |
3,351.0 |
| S2 |
3,244.7 |
3,244.7 |
3,364.3 |
|
| S3 |
3,104.7 |
3,177.3 |
3,351.5 |
|
| S4 |
2,964.7 |
3,037.3 |
3,313.0 |
|
|
| 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 |
3,309.0 |
127.0 |
3.7% |
61.8 |
1.8% |
72% |
True |
False |
2,529 |
| 10 |
3,452.0 |
3,278.0 |
174.0 |
5.1% |
66.1 |
1.9% |
70% |
False |
False |
3,079 |
| 20 |
3,452.0 |
3,133.0 |
319.0 |
9.4% |
73.6 |
2.2% |
84% |
False |
False |
4,855 |
| 40 |
3,779.0 |
3,133.0 |
646.0 |
19.0% |
73.4 |
2.2% |
41% |
False |
False |
7,040 |
| 60 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
62.1 |
1.8% |
33% |
False |
False |
5,291 |
| 80 |
3,931.0 |
3,133.0 |
798.0 |
23.5% |
57.9 |
1.7% |
33% |
False |
False |
4,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,686.8 |
|
2.618 |
3,590.5 |
|
1.618 |
3,531.5 |
|
1.000 |
3,495.0 |
|
0.618 |
3,472.5 |
|
HIGH |
3,436.0 |
|
0.618 |
3,413.5 |
|
0.500 |
3,406.5 |
|
0.382 |
3,399.5 |
|
LOW |
3,377.0 |
|
0.618 |
3,340.5 |
|
1.000 |
3,318.0 |
|
1.618 |
3,281.5 |
|
2.618 |
3,222.5 |
|
4.250 |
3,126.3 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
3,406.5 |
3,390.8 |
| PP |
3,404.3 |
3,381.7 |
| S1 |
3,402.2 |
3,372.5 |
|