| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,611.0 |
6,666.0 |
55.0 |
0.8% |
6,375.5 |
| High |
6,680.0 |
6,690.0 |
10.0 |
0.1% |
6,504.5 |
| Low |
6,611.0 |
6,497.0 |
-114.0 |
-1.7% |
6,116.5 |
| Close |
6,660.0 |
6,547.0 |
-113.0 |
-1.7% |
6,493.5 |
| Range |
69.0 |
193.0 |
124.0 |
179.7% |
388.0 |
| ATR |
148.7 |
151.9 |
3.2 |
2.1% |
0.0 |
| Volume |
543 |
1,172 |
629 |
115.8% |
4,231 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,157.0 |
7,045.0 |
6,653.2 |
|
| R3 |
6,964.0 |
6,852.0 |
6,600.1 |
|
| R2 |
6,771.0 |
6,771.0 |
6,582.4 |
|
| R1 |
6,659.0 |
6,659.0 |
6,564.7 |
6,618.5 |
| PP |
6,578.0 |
6,578.0 |
6,578.0 |
6,557.8 |
| S1 |
6,466.0 |
6,466.0 |
6,529.3 |
6,425.5 |
| S2 |
6,385.0 |
6,385.0 |
6,511.6 |
|
| S3 |
6,192.0 |
6,273.0 |
6,493.9 |
|
| S4 |
5,999.0 |
6,080.0 |
6,440.9 |
|
|
| 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 |
6,690.0 |
6,357.0 |
333.0 |
5.1% |
145.5 |
2.2% |
57% |
True |
False |
839 |
| 10 |
6,690.0 |
6,116.5 |
573.5 |
8.8% |
152.8 |
2.3% |
75% |
True |
False |
858 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.8% |
144.1 |
2.2% |
75% |
True |
False |
793 |
| 40 |
7,292.0 |
6,116.5 |
1,175.5 |
18.0% |
131.4 |
2.0% |
37% |
False |
False |
1,870 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
114.7 |
1.8% |
33% |
False |
False |
1,305 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
109.9 |
1.7% |
33% |
False |
False |
1,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,510.3 |
|
2.618 |
7,195.3 |
|
1.618 |
7,002.3 |
|
1.000 |
6,883.0 |
|
0.618 |
6,809.3 |
|
HIGH |
6,690.0 |
|
0.618 |
6,616.3 |
|
0.500 |
6,593.5 |
|
0.382 |
6,570.7 |
|
LOW |
6,497.0 |
|
0.618 |
6,377.7 |
|
1.000 |
6,304.0 |
|
1.618 |
6,184.7 |
|
2.618 |
5,991.7 |
|
4.250 |
5,676.8 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,593.5 |
6,567.5 |
| PP |
6,578.0 |
6,560.7 |
| S1 |
6,562.5 |
6,553.8 |
|