| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,215.00 |
1,242.75 |
27.75 |
2.3% |
1,261.00 |
| High |
1,247.75 |
1,264.25 |
16.50 |
1.3% |
1,280.25 |
| Low |
1,204.25 |
1,239.00 |
34.75 |
2.9% |
1,227.50 |
| Close |
1,242.50 |
1,255.00 |
12.50 |
1.0% |
1,241.50 |
| Range |
43.50 |
25.25 |
-18.25 |
-42.0% |
52.75 |
| ATR |
26.77 |
26.67 |
-0.11 |
-0.4% |
0.00 |
| Volume |
7,342 |
2,990 |
-4,352 |
-59.3% |
18,715 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.50 |
1,317.00 |
1,269.00 |
|
| R3 |
1,303.25 |
1,291.75 |
1,262.00 |
|
| R2 |
1,278.00 |
1,278.00 |
1,259.75 |
|
| R1 |
1,266.50 |
1,266.50 |
1,257.25 |
1,272.25 |
| PP |
1,252.75 |
1,252.75 |
1,252.75 |
1,255.50 |
| S1 |
1,241.25 |
1,241.25 |
1,252.75 |
1,247.00 |
| S2 |
1,227.50 |
1,227.50 |
1,250.25 |
|
| S3 |
1,202.25 |
1,216.00 |
1,248.00 |
|
| S4 |
1,177.00 |
1,190.75 |
1,241.00 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,408.00 |
1,377.50 |
1,270.50 |
|
| R3 |
1,355.25 |
1,324.75 |
1,256.00 |
|
| R2 |
1,302.50 |
1,302.50 |
1,251.25 |
|
| R1 |
1,272.00 |
1,272.00 |
1,246.25 |
1,261.00 |
| PP |
1,249.75 |
1,249.75 |
1,249.75 |
1,244.25 |
| S1 |
1,219.25 |
1,219.25 |
1,236.75 |
1,208.00 |
| S2 |
1,197.00 |
1,197.00 |
1,231.75 |
|
| S3 |
1,144.25 |
1,166.50 |
1,227.00 |
|
| S4 |
1,091.50 |
1,113.75 |
1,212.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,264.25 |
1,202.00 |
62.25 |
5.0% |
34.75 |
2.8% |
85% |
True |
False |
5,644 |
| 10 |
1,280.25 |
1,202.00 |
78.25 |
6.2% |
31.00 |
2.5% |
68% |
False |
False |
3,609 |
| 20 |
1,340.25 |
1,202.00 |
138.25 |
11.0% |
27.00 |
2.1% |
38% |
False |
False |
3,366 |
| 40 |
1,410.25 |
1,202.00 |
208.25 |
16.6% |
21.50 |
1.7% |
25% |
False |
False |
1,835 |
| 60 |
1,443.50 |
1,202.00 |
241.50 |
19.2% |
17.50 |
1.4% |
22% |
False |
False |
1,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,371.50 |
|
2.618 |
1,330.25 |
|
1.618 |
1,305.00 |
|
1.000 |
1,289.50 |
|
0.618 |
1,279.75 |
|
HIGH |
1,264.25 |
|
0.618 |
1,254.50 |
|
0.500 |
1,251.50 |
|
0.382 |
1,248.75 |
|
LOW |
1,239.00 |
|
0.618 |
1,223.50 |
|
1.000 |
1,213.75 |
|
1.618 |
1,198.25 |
|
2.618 |
1,173.00 |
|
4.250 |
1,131.75 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.00 |
1,247.75 |
| PP |
1,252.75 |
1,240.50 |
| S1 |
1,251.50 |
1,233.00 |
|