| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,566.0 |
6,596.5 |
30.5 |
0.5% |
6,510.5 |
| High |
6,616.5 |
6,651.0 |
34.5 |
0.5% |
6,690.0 |
| Low |
6,529.5 |
6,544.0 |
14.5 |
0.2% |
6,445.0 |
| Close |
6,580.0 |
6,599.0 |
19.0 |
0.3% |
6,560.5 |
| Range |
87.0 |
107.0 |
20.0 |
23.0% |
245.0 |
| ATR |
148.7 |
145.8 |
-3.0 |
-2.0% |
0.0 |
| Volume |
628 |
696 |
68 |
10.8% |
4,582 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,919.0 |
6,866.0 |
6,657.9 |
|
| R3 |
6,812.0 |
6,759.0 |
6,628.4 |
|
| R2 |
6,705.0 |
6,705.0 |
6,618.6 |
|
| R1 |
6,652.0 |
6,652.0 |
6,608.8 |
6,678.5 |
| PP |
6,598.0 |
6,598.0 |
6,598.0 |
6,611.3 |
| S1 |
6,545.0 |
6,545.0 |
6,589.2 |
6,571.5 |
| S2 |
6,491.0 |
6,491.0 |
6,579.4 |
|
| S3 |
6,384.0 |
6,438.0 |
6,569.6 |
|
| S4 |
6,277.0 |
6,331.0 |
6,540.2 |
|
|
| 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 |
6,651.0 |
6,380.5 |
270.5 |
4.1% |
126.8 |
1.9% |
81% |
True |
False |
817 |
| 10 |
6,690.0 |
6,357.0 |
333.0 |
5.0% |
136.2 |
2.1% |
73% |
False |
False |
828 |
| 20 |
6,690.0 |
6,116.5 |
573.5 |
8.7% |
140.5 |
2.1% |
84% |
False |
False |
848 |
| 40 |
7,174.0 |
6,116.5 |
1,057.5 |
16.0% |
136.6 |
2.1% |
46% |
False |
False |
1,874 |
| 60 |
7,421.0 |
6,116.5 |
1,304.5 |
19.8% |
119.6 |
1.8% |
37% |
False |
False |
1,366 |
| 80 |
7,421.0 |
6,116.5 |
1,304.5 |
19.8% |
113.4 |
1.7% |
37% |
False |
False |
1,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,105.8 |
|
2.618 |
6,931.1 |
|
1.618 |
6,824.1 |
|
1.000 |
6,758.0 |
|
0.618 |
6,717.1 |
|
HIGH |
6,651.0 |
|
0.618 |
6,610.1 |
|
0.500 |
6,597.5 |
|
0.382 |
6,584.9 |
|
LOW |
6,544.0 |
|
0.618 |
6,477.9 |
|
1.000 |
6,437.0 |
|
1.618 |
6,370.9 |
|
2.618 |
6,263.9 |
|
4.250 |
6,089.3 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,598.5 |
6,571.3 |
| PP |
6,598.0 |
6,543.5 |
| S1 |
6,597.5 |
6,515.8 |
|