| 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 |
6,235.0 |
6,328.0 |
93.0 |
1.5% |
6,450.5 |
| High |
6,343.0 |
6,448.0 |
105.0 |
1.7% |
6,549.0 |
| Low |
6,116.5 |
6,326.0 |
209.5 |
3.4% |
6,256.0 |
| Close |
6,268.0 |
6,389.0 |
121.0 |
1.9% |
6,280.0 |
| Range |
226.5 |
122.0 |
-104.5 |
-46.1% |
293.0 |
| ATR |
148.1 |
150.4 |
2.3 |
1.5% |
0.0 |
| Volume |
1,163 |
586 |
-577 |
-49.6% |
4,029 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,753.7 |
6,693.3 |
6,456.1 |
|
| R3 |
6,631.7 |
6,571.3 |
6,422.6 |
|
| R2 |
6,509.7 |
6,509.7 |
6,411.4 |
|
| R1 |
6,449.3 |
6,449.3 |
6,400.2 |
6,479.5 |
| PP |
6,387.7 |
6,387.7 |
6,387.7 |
6,402.8 |
| S1 |
6,327.3 |
6,327.3 |
6,377.8 |
6,357.5 |
| S2 |
6,265.7 |
6,265.7 |
6,366.6 |
|
| S3 |
6,143.7 |
6,205.3 |
6,355.5 |
|
| S4 |
6,021.7 |
6,083.3 |
6,321.9 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,240.7 |
7,053.3 |
6,441.2 |
|
| R3 |
6,947.7 |
6,760.3 |
6,360.6 |
|
| R2 |
6,654.7 |
6,654.7 |
6,333.7 |
|
| R1 |
6,467.3 |
6,467.3 |
6,306.9 |
6,414.5 |
| PP |
6,361.7 |
6,361.7 |
6,361.7 |
6,335.3 |
| S1 |
6,174.3 |
6,174.3 |
6,253.1 |
6,121.5 |
| S2 |
6,068.7 |
6,068.7 |
6,226.3 |
|
| S3 |
5,775.7 |
5,881.3 |
6,199.4 |
|
| S4 |
5,482.7 |
5,588.3 |
6,118.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,463.0 |
6,116.5 |
346.5 |
5.4% |
160.1 |
2.5% |
79% |
False |
False |
877 |
| 10 |
6,549.0 |
6,116.5 |
432.5 |
6.8% |
144.9 |
2.3% |
63% |
False |
False |
869 |
| 20 |
6,918.5 |
6,116.5 |
802.0 |
12.6% |
142.1 |
2.2% |
34% |
False |
False |
1,202 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
18.4% |
124.3 |
1.9% |
23% |
False |
False |
1,789 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
20.4% |
109.6 |
1.7% |
21% |
False |
False |
1,259 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.4% |
107.3 |
1.7% |
21% |
False |
False |
1,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,966.5 |
|
2.618 |
6,767.4 |
|
1.618 |
6,645.4 |
|
1.000 |
6,570.0 |
|
0.618 |
6,523.4 |
|
HIGH |
6,448.0 |
|
0.618 |
6,401.4 |
|
0.500 |
6,387.0 |
|
0.382 |
6,372.6 |
|
LOW |
6,326.0 |
|
0.618 |
6,250.6 |
|
1.000 |
6,204.0 |
|
1.618 |
6,128.6 |
|
2.618 |
6,006.6 |
|
4.250 |
5,807.5 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,388.3 |
6,353.4 |
| PP |
6,387.7 |
6,317.8 |
| S1 |
6,387.0 |
6,282.3 |
|