| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,510.5 |
6,508.0 |
-2.5 |
0.0% |
6,375.5 |
| High |
6,603.5 |
6,621.5 |
18.0 |
0.3% |
6,504.5 |
| Low |
6,462.0 |
6,445.0 |
-17.0 |
-0.3% |
6,116.5 |
| Close |
6,549.5 |
6,567.5 |
18.0 |
0.3% |
6,493.5 |
| Range |
141.5 |
176.5 |
35.0 |
24.7% |
388.0 |
| ATR |
149.5 |
151.5 |
1.9 |
1.3% |
0.0 |
| Volume |
799 |
1,025 |
226 |
28.3% |
4,231 |
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,074.2 |
6,997.3 |
6,664.6 |
|
| R3 |
6,897.7 |
6,820.8 |
6,616.0 |
|
| R2 |
6,721.2 |
6,721.2 |
6,599.9 |
|
| R1 |
6,644.3 |
6,644.3 |
6,583.7 |
6,682.8 |
| PP |
6,544.7 |
6,544.7 |
6,544.7 |
6,563.9 |
| S1 |
6,467.8 |
6,467.8 |
6,551.3 |
6,506.3 |
| S2 |
6,368.2 |
6,368.2 |
6,535.1 |
|
| S3 |
6,191.7 |
6,291.3 |
6,519.0 |
|
| S4 |
6,015.2 |
6,114.8 |
6,470.4 |
|
|
| 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 |
6,621.5 |
6,116.5 |
505.0 |
7.7% |
162.8 |
2.5% |
89% |
True |
False |
846 |
| 10 |
6,621.5 |
6,116.5 |
505.0 |
7.7% |
150.5 |
2.3% |
89% |
True |
False |
830 |
| 20 |
6,775.0 |
6,116.5 |
658.5 |
10.0% |
144.0 |
2.2% |
68% |
False |
False |
866 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
17.9% |
130.2 |
2.0% |
38% |
False |
False |
1,838 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
112.6 |
1.7% |
35% |
False |
False |
1,287 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
109.6 |
1.7% |
35% |
False |
False |
1,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,371.6 |
|
2.618 |
7,083.6 |
|
1.618 |
6,907.1 |
|
1.000 |
6,798.0 |
|
0.618 |
6,730.6 |
|
HIGH |
6,621.5 |
|
0.618 |
6,554.1 |
|
0.500 |
6,533.3 |
|
0.382 |
6,512.4 |
|
LOW |
6,445.0 |
|
0.618 |
6,335.9 |
|
1.000 |
6,268.5 |
|
1.618 |
6,159.4 |
|
2.618 |
5,982.9 |
|
4.250 |
5,694.9 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,556.1 |
6,541.4 |
| PP |
6,544.7 |
6,515.3 |
| S1 |
6,533.3 |
6,489.3 |
|