| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,405.5 |
6,566.0 |
160.5 |
2.5% |
6,510.5 |
| High |
6,557.0 |
6,616.5 |
59.5 |
0.9% |
6,690.0 |
| Low |
6,380.5 |
6,529.5 |
149.0 |
2.3% |
6,445.0 |
| Close |
6,516.0 |
6,580.0 |
64.0 |
1.0% |
6,560.5 |
| Range |
176.5 |
87.0 |
-89.5 |
-50.7% |
245.0 |
| ATR |
152.5 |
148.7 |
-3.7 |
-2.4% |
0.0 |
| Volume |
768 |
628 |
-140 |
-18.2% |
4,582 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,836.3 |
6,795.2 |
6,627.9 |
|
| R3 |
6,749.3 |
6,708.2 |
6,603.9 |
|
| R2 |
6,662.3 |
6,662.3 |
6,596.0 |
|
| R1 |
6,621.2 |
6,621.2 |
6,588.0 |
6,641.8 |
| PP |
6,575.3 |
6,575.3 |
6,575.3 |
6,585.6 |
| S1 |
6,534.2 |
6,534.2 |
6,572.0 |
6,554.8 |
| S2 |
6,488.3 |
6,488.3 |
6,564.1 |
|
| S3 |
6,401.3 |
6,447.2 |
6,556.1 |
|
| S4 |
6,314.3 |
6,360.2 |
6,532.2 |
|
|
| 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% |
144.0 |
2.2% |
64% |
False |
False |
912 |
| 10 |
6,690.0 |
6,326.0 |
364.0 |
5.5% |
137.7 |
2.1% |
70% |
False |
False |
817 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.7% |
144.4 |
2.2% |
81% |
False |
False |
856 |
| 40 |
7,174.0 |
6,116.5 |
1,057.5 |
16.1% |
136.3 |
2.1% |
44% |
False |
False |
1,879 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.8% |
118.8 |
1.8% |
36% |
False |
False |
1,355 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.8% |
113.2 |
1.7% |
36% |
False |
False |
1,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,986.3 |
|
2.618 |
6,844.3 |
|
1.618 |
6,757.3 |
|
1.000 |
6,703.5 |
|
0.618 |
6,670.3 |
|
HIGH |
6,616.5 |
|
0.618 |
6,583.3 |
|
0.500 |
6,573.0 |
|
0.382 |
6,562.7 |
|
LOW |
6,529.5 |
|
0.618 |
6,475.7 |
|
1.000 |
6,442.5 |
|
1.618 |
6,388.7 |
|
2.618 |
6,301.7 |
|
4.250 |
6,159.8 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,577.7 |
6,552.8 |
| PP |
6,575.3 |
6,525.7 |
| S1 |
6,573.0 |
6,498.5 |
|