| Trading Metrics calculated at close of trading on 28-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2008 |
28-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,535.0 |
6,531.0 |
-4.0 |
-0.1% |
6,510.5 |
| High |
6,600.5 |
6,538.0 |
-62.5 |
-0.9% |
6,690.0 |
| Low |
6,453.0 |
6,422.0 |
-31.0 |
-0.5% |
6,445.0 |
| Close |
6,560.5 |
6,462.5 |
-98.0 |
-1.5% |
6,560.5 |
| Range |
147.5 |
116.0 |
-31.5 |
-21.4% |
245.0 |
| ATR |
151.5 |
150.6 |
-0.9 |
-0.6% |
0.0 |
| Volume |
1,043 |
952 |
-91 |
-8.7% |
4,582 |
|
| Daily Pivots for day following 28-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,822.2 |
6,758.3 |
6,526.3 |
|
| R3 |
6,706.2 |
6,642.3 |
6,494.4 |
|
| R2 |
6,590.2 |
6,590.2 |
6,483.8 |
|
| R1 |
6,526.3 |
6,526.3 |
6,473.1 |
6,500.3 |
| PP |
6,474.2 |
6,474.2 |
6,474.2 |
6,461.1 |
| S1 |
6,410.3 |
6,410.3 |
6,451.9 |
6,384.3 |
| S2 |
6,358.2 |
6,358.2 |
6,441.2 |
|
| S3 |
6,242.2 |
6,294.3 |
6,430.6 |
|
| S4 |
6,126.2 |
6,178.3 |
6,398.7 |
|
|
| 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 |
6,422.0 |
268.0 |
4.1% |
140.4 |
2.2% |
15% |
False |
True |
947 |
| 10 |
6,690.0 |
6,116.5 |
573.5 |
8.9% |
147.8 |
2.3% |
60% |
False |
False |
893 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.9% |
145.5 |
2.3% |
60% |
False |
False |
832 |
| 40 |
7,193.0 |
6,116.5 |
1,076.5 |
16.7% |
133.6 |
2.1% |
32% |
False |
False |
1,902 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
20.2% |
117.1 |
1.8% |
27% |
False |
False |
1,336 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.2% |
111.0 |
1.7% |
27% |
False |
False |
1,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,031.0 |
|
2.618 |
6,841.7 |
|
1.618 |
6,725.7 |
|
1.000 |
6,654.0 |
|
0.618 |
6,609.7 |
|
HIGH |
6,538.0 |
|
0.618 |
6,493.7 |
|
0.500 |
6,480.0 |
|
0.382 |
6,466.3 |
|
LOW |
6,422.0 |
|
0.618 |
6,350.3 |
|
1.000 |
6,306.0 |
|
1.618 |
6,234.3 |
|
2.618 |
6,118.3 |
|
4.250 |
5,929.0 |
|
|
| Fisher Pivots for day following 28-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,480.0 |
6,556.0 |
| PP |
6,474.2 |
6,524.8 |
| S1 |
6,468.3 |
6,493.7 |
|