| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,380.0 |
6,510.5 |
130.5 |
2.0% |
6,375.5 |
| High |
6,504.5 |
6,603.5 |
99.0 |
1.5% |
6,504.5 |
| Low |
6,357.0 |
6,462.0 |
105.0 |
1.7% |
6,116.5 |
| Close |
6,493.5 |
6,549.5 |
56.0 |
0.9% |
6,493.5 |
| Range |
147.5 |
141.5 |
-6.0 |
-4.1% |
388.0 |
| ATR |
150.2 |
149.5 |
-0.6 |
-0.4% |
0.0 |
| Volume |
658 |
799 |
141 |
21.4% |
4,231 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,962.8 |
6,897.7 |
6,627.3 |
|
| R3 |
6,821.3 |
6,756.2 |
6,588.4 |
|
| R2 |
6,679.8 |
6,679.8 |
6,575.4 |
|
| R1 |
6,614.7 |
6,614.7 |
6,562.5 |
6,647.3 |
| PP |
6,538.3 |
6,538.3 |
6,538.3 |
6,554.6 |
| S1 |
6,473.2 |
6,473.2 |
6,536.5 |
6,505.8 |
| S2 |
6,396.8 |
6,396.8 |
6,523.6 |
|
| S3 |
6,255.3 |
6,331.7 |
6,510.6 |
|
| S4 |
6,113.8 |
6,190.2 |
6,471.7 |
|
|
| 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 |
6,603.5 |
6,116.5 |
487.0 |
7.4% |
155.1 |
2.4% |
89% |
True |
False |
840 |
| 10 |
6,603.5 |
6,116.5 |
487.0 |
7.4% |
148.4 |
2.3% |
89% |
True |
False |
813 |
| 20 |
6,775.0 |
6,116.5 |
658.5 |
10.1% |
142.8 |
2.2% |
66% |
False |
False |
839 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
17.9% |
127.8 |
2.0% |
37% |
False |
False |
1,818 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
110.4 |
1.7% |
33% |
False |
False |
1,272 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
108.8 |
1.7% |
33% |
False |
False |
1,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,204.9 |
|
2.618 |
6,973.9 |
|
1.618 |
6,832.4 |
|
1.000 |
6,745.0 |
|
0.618 |
6,690.9 |
|
HIGH |
6,603.5 |
|
0.618 |
6,549.4 |
|
0.500 |
6,532.8 |
|
0.382 |
6,516.1 |
|
LOW |
6,462.0 |
|
0.618 |
6,374.6 |
|
1.000 |
6,320.5 |
|
1.618 |
6,233.1 |
|
2.618 |
6,091.6 |
|
4.250 |
5,860.6 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,543.9 |
6,521.3 |
| PP |
6,538.3 |
6,493.0 |
| S1 |
6,532.8 |
6,464.8 |
|