| Trading Metrics calculated at close of trading on 02-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2008 |
02-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,344.64 |
11,382.34 |
37.70 |
0.3% |
11,843.83 |
| High |
11,407.90 |
11,434.12 |
26.22 |
0.2% |
11,924.19 |
| Low |
11,183.43 |
11,214.37 |
30.94 |
0.3% |
11,297.99 |
| Close |
11,382.26 |
11,215.51 |
-166.75 |
-1.5% |
11,346.51 |
| Range |
224.47 |
219.75 |
-4.72 |
-2.1% |
626.20 |
| ATR |
183.36 |
185.96 |
2.60 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,947.25 |
11,801.13 |
11,336.37 |
|
| R3 |
11,727.50 |
11,581.38 |
11,275.94 |
|
| R2 |
11,507.75 |
11,507.75 |
11,255.80 |
|
| R1 |
11,361.63 |
11,361.63 |
11,235.65 |
11,324.82 |
| PP |
11,288.00 |
11,288.00 |
11,288.00 |
11,269.59 |
| S1 |
11,141.88 |
11,141.88 |
11,195.37 |
11,105.07 |
| S2 |
11,068.25 |
11,068.25 |
11,175.22 |
|
| S3 |
10,848.50 |
10,922.13 |
11,155.08 |
|
| S4 |
10,628.75 |
10,702.38 |
11,094.65 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,401.50 |
13,000.20 |
11,690.92 |
|
| R3 |
12,775.30 |
12,374.00 |
11,518.72 |
|
| R2 |
12,149.10 |
12,149.10 |
11,461.31 |
|
| R1 |
11,747.80 |
11,747.80 |
11,403.91 |
11,635.35 |
| PP |
11,522.90 |
11,522.90 |
11,522.90 |
11,466.67 |
| S1 |
11,121.60 |
11,121.60 |
11,289.11 |
11,009.15 |
| S2 |
10,896.70 |
10,896.70 |
11,231.71 |
|
| S3 |
10,270.50 |
10,495.40 |
11,174.31 |
|
| S4 |
9,644.30 |
9,869.20 |
11,002.10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,808.73 |
11,183.43 |
625.30 |
5.6% |
227.31 |
2.0% |
5% |
False |
False |
|
| 10 |
12,114.79 |
11,183.43 |
931.36 |
8.3% |
190.16 |
1.7% |
3% |
False |
False |
|
| 20 |
12,610.96 |
11,183.43 |
1,427.53 |
12.7% |
192.21 |
1.7% |
2% |
False |
False |
|
| 40 |
13,136.69 |
11,183.43 |
1,953.26 |
17.4% |
176.19 |
1.6% |
2% |
False |
False |
|
| 60 |
13,136.69 |
11,183.43 |
1,953.26 |
17.4% |
171.85 |
1.5% |
2% |
False |
False |
|
| 80 |
13,136.69 |
11,183.43 |
1,953.26 |
17.4% |
189.47 |
1.7% |
2% |
False |
False |
|
| 100 |
13,136.69 |
11,183.43 |
1,953.26 |
17.4% |
193.80 |
1.7% |
2% |
False |
False |
|
| 120 |
13,136.69 |
11,183.43 |
1,953.26 |
17.4% |
208.84 |
1.9% |
2% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,368.06 |
|
2.618 |
12,009.43 |
|
1.618 |
11,789.68 |
|
1.000 |
11,653.87 |
|
0.618 |
11,569.93 |
|
HIGH |
11,434.12 |
|
0.618 |
11,350.18 |
|
0.500 |
11,324.25 |
|
0.382 |
11,298.31 |
|
LOW |
11,214.37 |
|
0.618 |
11,078.56 |
|
1.000 |
10,994.62 |
|
1.618 |
10,858.81 |
|
2.618 |
10,639.06 |
|
4.250 |
10,280.43 |
|
|
| Fisher Pivots for day following 02-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,324.25 |
11,310.37 |
| PP |
11,288.00 |
11,278.75 |
| S1 |
11,251.76 |
11,247.13 |
|