| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,508.0 |
6,611.0 |
103.0 |
1.6% |
6,375.5 |
| High |
6,621.5 |
6,680.0 |
58.5 |
0.9% |
6,504.5 |
| Low |
6,445.0 |
6,611.0 |
166.0 |
2.6% |
6,116.5 |
| Close |
6,567.5 |
6,660.0 |
92.5 |
1.4% |
6,493.5 |
| Range |
176.5 |
69.0 |
-107.5 |
-60.9% |
388.0 |
| ATR |
151.5 |
148.7 |
-2.8 |
-1.8% |
0.0 |
| Volume |
1,025 |
543 |
-482 |
-47.0% |
4,231 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,857.3 |
6,827.7 |
6,698.0 |
|
| R3 |
6,788.3 |
6,758.7 |
6,679.0 |
|
| R2 |
6,719.3 |
6,719.3 |
6,672.7 |
|
| R1 |
6,689.7 |
6,689.7 |
6,666.3 |
6,704.5 |
| PP |
6,650.3 |
6,650.3 |
6,650.3 |
6,657.8 |
| S1 |
6,620.7 |
6,620.7 |
6,653.7 |
6,635.5 |
| S2 |
6,581.3 |
6,581.3 |
6,647.4 |
|
| S3 |
6,512.3 |
6,551.7 |
6,641.0 |
|
| S4 |
6,443.3 |
6,482.7 |
6,622.1 |
|
|
| 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 |
6,680.0 |
6,326.0 |
354.0 |
5.3% |
131.3 |
2.0% |
94% |
True |
False |
722 |
| 10 |
6,680.0 |
6,116.5 |
563.5 |
8.5% |
145.8 |
2.2% |
96% |
True |
False |
842 |
| 20 |
6,721.0 |
6,116.5 |
604.5 |
9.1% |
143.1 |
2.1% |
90% |
False |
False |
872 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
17.7% |
128.8 |
1.9% |
46% |
False |
False |
1,849 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.6% |
112.9 |
1.7% |
42% |
False |
False |
1,291 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.6% |
108.4 |
1.6% |
42% |
False |
False |
1,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,973.3 |
|
2.618 |
6,860.6 |
|
1.618 |
6,791.6 |
|
1.000 |
6,749.0 |
|
0.618 |
6,722.6 |
|
HIGH |
6,680.0 |
|
0.618 |
6,653.6 |
|
0.500 |
6,645.5 |
|
0.382 |
6,637.4 |
|
LOW |
6,611.0 |
|
0.618 |
6,568.4 |
|
1.000 |
6,542.0 |
|
1.618 |
6,499.4 |
|
2.618 |
6,430.4 |
|
4.250 |
6,317.8 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,655.2 |
6,627.5 |
| PP |
6,650.3 |
6,595.0 |
| S1 |
6,645.5 |
6,562.5 |
|