| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,283.50 |
1,267.50 |
-16.00 |
-1.2% |
1,255.00 |
| High |
1,291.00 |
1,275.25 |
-15.75 |
-1.2% |
1,291.00 |
| Low |
1,266.75 |
1,255.00 |
-11.75 |
-0.9% |
1,234.00 |
| Close |
1,268.50 |
1,262.00 |
-6.50 |
-0.5% |
1,262.00 |
| Range |
24.25 |
20.25 |
-4.00 |
-16.5% |
57.00 |
| ATR |
25.19 |
24.84 |
-0.35 |
-1.4% |
0.00 |
| Volume |
3,256 |
4,159 |
903 |
27.7% |
15,091 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,324.75 |
1,313.75 |
1,273.25 |
|
| R3 |
1,304.50 |
1,293.50 |
1,267.50 |
|
| R2 |
1,284.25 |
1,284.25 |
1,265.75 |
|
| R1 |
1,273.25 |
1,273.25 |
1,263.75 |
1,268.50 |
| PP |
1,264.00 |
1,264.00 |
1,264.00 |
1,261.75 |
| S1 |
1,253.00 |
1,253.00 |
1,260.25 |
1,248.50 |
| S2 |
1,243.75 |
1,243.75 |
1,258.25 |
|
| S3 |
1,223.50 |
1,232.75 |
1,256.50 |
|
| S4 |
1,203.25 |
1,212.50 |
1,250.75 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,433.25 |
1,404.75 |
1,293.25 |
|
| R3 |
1,376.25 |
1,347.75 |
1,277.75 |
|
| R2 |
1,319.25 |
1,319.25 |
1,272.50 |
|
| R1 |
1,290.75 |
1,290.75 |
1,267.25 |
1,305.00 |
| PP |
1,262.25 |
1,262.25 |
1,262.25 |
1,269.50 |
| S1 |
1,233.75 |
1,233.75 |
1,256.75 |
1,248.00 |
| S2 |
1,205.25 |
1,205.25 |
1,251.50 |
|
| S3 |
1,148.25 |
1,176.75 |
1,246.25 |
|
| S4 |
1,091.25 |
1,119.75 |
1,230.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.00 |
1,234.00 |
57.00 |
4.5% |
25.25 |
2.0% |
49% |
False |
False |
3,018 |
| 10 |
1,293.00 |
1,234.00 |
59.00 |
4.7% |
23.25 |
1.8% |
47% |
False |
False |
3,544 |
| 20 |
1,293.00 |
1,202.00 |
91.00 |
7.2% |
27.75 |
2.2% |
66% |
False |
False |
3,776 |
| 40 |
1,374.00 |
1,202.00 |
172.00 |
13.6% |
24.00 |
1.9% |
35% |
False |
False |
2,740 |
| 60 |
1,443.50 |
1,202.00 |
241.50 |
19.1% |
20.50 |
1.6% |
25% |
False |
False |
1,903 |
| 80 |
1,443.50 |
1,202.00 |
241.50 |
19.1% |
17.50 |
1.4% |
25% |
False |
False |
1,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,361.25 |
|
2.618 |
1,328.25 |
|
1.618 |
1,308.00 |
|
1.000 |
1,295.50 |
|
0.618 |
1,287.75 |
|
HIGH |
1,275.25 |
|
0.618 |
1,267.50 |
|
0.500 |
1,265.00 |
|
0.382 |
1,262.75 |
|
LOW |
1,255.00 |
|
0.618 |
1,242.50 |
|
1.000 |
1,234.75 |
|
1.618 |
1,222.25 |
|
2.618 |
1,202.00 |
|
4.250 |
1,169.00 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,265.00 |
1,273.00 |
| PP |
1,264.00 |
1,269.25 |
| S1 |
1,263.00 |
1,265.75 |
|