| Trading Metrics calculated at close of trading on 25-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2008 |
25-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,666.0 |
6,535.0 |
-131.0 |
-2.0% |
6,510.5 |
| High |
6,690.0 |
6,600.5 |
-89.5 |
-1.3% |
6,690.0 |
| Low |
6,497.0 |
6,453.0 |
-44.0 |
-0.7% |
6,445.0 |
| Close |
6,547.0 |
6,560.5 |
13.5 |
0.2% |
6,560.5 |
| Range |
193.0 |
147.5 |
-45.5 |
-23.6% |
245.0 |
| ATR |
151.9 |
151.5 |
-0.3 |
-0.2% |
0.0 |
| Volume |
1,172 |
1,043 |
-129 |
-11.0% |
4,582 |
|
| Daily Pivots for day following 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,980.5 |
6,918.0 |
6,641.6 |
|
| R3 |
6,833.0 |
6,770.5 |
6,601.1 |
|
| R2 |
6,685.5 |
6,685.5 |
6,587.5 |
|
| R1 |
6,623.0 |
6,623.0 |
6,574.0 |
6,654.3 |
| PP |
6,538.0 |
6,538.0 |
6,538.0 |
6,553.6 |
| S1 |
6,475.5 |
6,475.5 |
6,547.0 |
6,506.8 |
| S2 |
6,390.5 |
6,390.5 |
6,533.5 |
|
| S3 |
6,243.0 |
6,328.0 |
6,519.9 |
|
| S4 |
6,095.5 |
6,180.5 |
6,479.4 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,300.2 |
7,175.3 |
6,695.3 |
|
| R3 |
7,055.2 |
6,930.3 |
6,627.9 |
|
| R2 |
6,810.2 |
6,810.2 |
6,605.4 |
|
| R1 |
6,685.3 |
6,685.3 |
6,583.0 |
6,747.8 |
| PP |
6,565.2 |
6,565.2 |
6,565.2 |
6,596.4 |
| S1 |
6,440.3 |
6,440.3 |
6,538.0 |
6,502.8 |
| S2 |
6,320.2 |
6,320.2 |
6,515.6 |
|
| S3 |
6,075.2 |
6,195.3 |
6,493.1 |
|
| S4 |
5,830.2 |
5,950.3 |
6,425.8 |
|
|
| 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 |
6,445.0 |
245.0 |
3.7% |
145.5 |
2.2% |
47% |
False |
False |
916 |
| 10 |
6,690.0 |
6,116.5 |
573.5 |
8.7% |
146.9 |
2.2% |
77% |
False |
False |
881 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.7% |
146.1 |
2.2% |
77% |
False |
False |
811 |
| 40 |
7,273.5 |
6,116.5 |
1,157.0 |
17.6% |
134.2 |
2.0% |
38% |
False |
False |
1,884 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
115.7 |
1.8% |
34% |
False |
False |
1,321 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.9% |
110.7 |
1.7% |
34% |
False |
False |
1,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,227.4 |
|
2.618 |
6,986.7 |
|
1.618 |
6,839.2 |
|
1.000 |
6,748.0 |
|
0.618 |
6,691.7 |
|
HIGH |
6,600.5 |
|
0.618 |
6,544.2 |
|
0.500 |
6,526.8 |
|
0.382 |
6,509.3 |
|
LOW |
6,453.0 |
|
0.618 |
6,361.8 |
|
1.000 |
6,305.5 |
|
1.618 |
6,214.3 |
|
2.618 |
6,066.8 |
|
4.250 |
5,826.1 |
|
|
| Fisher Pivots for day following 25-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,549.3 |
6,571.5 |
| PP |
6,538.0 |
6,567.8 |
| S1 |
6,526.8 |
6,564.2 |
|