| Trading Metrics calculated at close of trading on 29-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2008 |
29-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,531.0 |
6,405.5 |
-125.5 |
-1.9% |
6,510.5 |
| High |
6,538.0 |
6,557.0 |
19.0 |
0.3% |
6,690.0 |
| Low |
6,422.0 |
6,380.5 |
-41.5 |
-0.6% |
6,445.0 |
| Close |
6,462.5 |
6,516.0 |
53.5 |
0.8% |
6,560.5 |
| Range |
116.0 |
176.5 |
60.5 |
52.2% |
245.0 |
| ATR |
150.6 |
152.5 |
1.8 |
1.2% |
0.0 |
| Volume |
952 |
768 |
-184 |
-19.3% |
4,582 |
|
| Daily Pivots for day following 29-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,014.0 |
6,941.5 |
6,613.1 |
|
| R3 |
6,837.5 |
6,765.0 |
6,564.5 |
|
| R2 |
6,661.0 |
6,661.0 |
6,548.4 |
|
| R1 |
6,588.5 |
6,588.5 |
6,532.2 |
6,624.8 |
| PP |
6,484.5 |
6,484.5 |
6,484.5 |
6,502.6 |
| S1 |
6,412.0 |
6,412.0 |
6,499.8 |
6,448.3 |
| S2 |
6,308.0 |
6,308.0 |
6,483.6 |
|
| S3 |
6,131.5 |
6,235.5 |
6,467.5 |
|
| S4 |
5,955.0 |
6,059.0 |
6,418.9 |
|
|
| 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 |
6,380.5 |
309.5 |
4.7% |
140.4 |
2.2% |
44% |
False |
True |
895 |
| 10 |
6,690.0 |
6,116.5 |
573.5 |
8.8% |
151.6 |
2.3% |
70% |
False |
False |
870 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.8% |
146.6 |
2.2% |
70% |
False |
False |
842 |
| 40 |
7,174.0 |
6,116.5 |
1,057.5 |
16.2% |
136.2 |
2.1% |
38% |
False |
False |
1,900 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
118.3 |
1.8% |
31% |
False |
False |
1,346 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
20.0% |
112.8 |
1.7% |
31% |
False |
False |
1,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,307.1 |
|
2.618 |
7,019.1 |
|
1.618 |
6,842.6 |
|
1.000 |
6,733.5 |
|
0.618 |
6,666.1 |
|
HIGH |
6,557.0 |
|
0.618 |
6,489.6 |
|
0.500 |
6,468.8 |
|
0.382 |
6,447.9 |
|
LOW |
6,380.5 |
|
0.618 |
6,271.4 |
|
1.000 |
6,204.0 |
|
1.618 |
6,094.9 |
|
2.618 |
5,918.4 |
|
4.250 |
5,630.4 |
|
|
| Fisher Pivots for day following 29-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,500.3 |
6,507.5 |
| PP |
6,484.5 |
6,499.0 |
| S1 |
6,468.8 |
6,490.5 |
|