| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,328.0 |
6,380.0 |
52.0 |
0.8% |
6,375.5 |
| High |
6,448.0 |
6,504.5 |
56.5 |
0.9% |
6,504.5 |
| Low |
6,326.0 |
6,357.0 |
31.0 |
0.5% |
6,116.5 |
| Close |
6,389.0 |
6,493.5 |
104.5 |
1.6% |
6,493.5 |
| Range |
122.0 |
147.5 |
25.5 |
20.9% |
388.0 |
| ATR |
150.4 |
150.2 |
-0.2 |
-0.1% |
0.0 |
| Volume |
586 |
658 |
72 |
12.3% |
4,231 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,894.2 |
6,841.3 |
6,574.6 |
|
| R3 |
6,746.7 |
6,693.8 |
6,534.1 |
|
| R2 |
6,599.2 |
6,599.2 |
6,520.5 |
|
| R1 |
6,546.3 |
6,546.3 |
6,507.0 |
6,572.8 |
| PP |
6,451.7 |
6,451.7 |
6,451.7 |
6,464.9 |
| S1 |
6,398.8 |
6,398.8 |
6,480.0 |
6,425.3 |
| S2 |
6,304.2 |
6,304.2 |
6,466.5 |
|
| S3 |
6,156.7 |
6,251.3 |
6,452.9 |
|
| S4 |
6,009.2 |
6,103.8 |
6,412.4 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,535.5 |
7,402.5 |
6,706.9 |
|
| R3 |
7,147.5 |
7,014.5 |
6,600.2 |
|
| R2 |
6,759.5 |
6,759.5 |
6,564.6 |
|
| R1 |
6,626.5 |
6,626.5 |
6,529.1 |
6,693.0 |
| PP |
6,371.5 |
6,371.5 |
6,371.5 |
6,404.8 |
| S1 |
6,238.5 |
6,238.5 |
6,457.9 |
6,305.0 |
| S2 |
5,983.5 |
5,983.5 |
6,422.4 |
|
| S3 |
5,595.5 |
5,850.5 |
6,386.8 |
|
| S4 |
5,207.5 |
5,462.5 |
6,280.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,504.5 |
6,116.5 |
388.0 |
6.0% |
148.2 |
2.3% |
97% |
True |
False |
846 |
| 10 |
6,549.0 |
6,116.5 |
432.5 |
6.7% |
147.7 |
2.3% |
87% |
False |
False |
826 |
| 20 |
6,775.0 |
6,116.5 |
658.5 |
10.1% |
138.4 |
2.1% |
57% |
False |
False |
823 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
18.1% |
124.9 |
1.9% |
32% |
False |
False |
1,799 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
20.1% |
109.5 |
1.7% |
29% |
False |
False |
1,264 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.1% |
108.2 |
1.7% |
29% |
False |
False |
1,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,131.4 |
|
2.618 |
6,890.7 |
|
1.618 |
6,743.2 |
|
1.000 |
6,652.0 |
|
0.618 |
6,595.7 |
|
HIGH |
6,504.5 |
|
0.618 |
6,448.2 |
|
0.500 |
6,430.8 |
|
0.382 |
6,413.3 |
|
LOW |
6,357.0 |
|
0.618 |
6,265.8 |
|
1.000 |
6,209.5 |
|
1.618 |
6,118.3 |
|
2.618 |
5,970.8 |
|
4.250 |
5,730.1 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,472.6 |
6,432.5 |
| PP |
6,451.7 |
6,371.5 |
| S1 |
6,430.8 |
6,310.5 |
|