| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,436.56 |
11,495.02 |
58.46 |
0.5% |
11,103.64 |
| High |
11,510.82 |
11,559.67 |
48.85 |
0.4% |
11,510.82 |
| Low |
11,381.93 |
11,423.94 |
42.01 |
0.4% |
10,827.71 |
| Close |
11,496.57 |
11,467.34 |
-29.23 |
-0.3% |
11,496.57 |
| Range |
128.89 |
135.73 |
6.84 |
5.3% |
683.11 |
| ATR |
214.73 |
209.09 |
-5.64 |
-2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,890.84 |
11,814.82 |
11,541.99 |
|
| R3 |
11,755.11 |
11,679.09 |
11,504.67 |
|
| R2 |
11,619.38 |
11,619.38 |
11,492.22 |
|
| R1 |
11,543.36 |
11,543.36 |
11,479.78 |
11,513.51 |
| PP |
11,483.65 |
11,483.65 |
11,483.65 |
11,468.72 |
| S1 |
11,407.63 |
11,407.63 |
11,454.90 |
11,377.78 |
| S2 |
11,347.92 |
11,347.92 |
11,442.46 |
|
| S3 |
11,212.19 |
11,271.90 |
11,430.01 |
|
| S4 |
11,076.46 |
11,136.17 |
11,392.69 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,327.70 |
13,095.24 |
11,872.28 |
|
| R3 |
12,644.59 |
12,412.13 |
11,684.43 |
|
| R2 |
11,961.48 |
11,961.48 |
11,621.81 |
|
| R1 |
11,729.02 |
11,729.02 |
11,559.19 |
11,845.25 |
| PP |
11,278.37 |
11,278.37 |
11,278.37 |
11,336.48 |
| S1 |
11,045.91 |
11,045.91 |
11,433.95 |
11,162.14 |
| S2 |
10,595.26 |
10,595.26 |
11,371.33 |
|
| S3 |
9,912.15 |
10,362.80 |
11,308.71 |
|
| S4 |
9,229.04 |
9,679.69 |
11,120.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,559.67 |
10,827.71 |
731.96 |
6.4% |
224.70 |
2.0% |
87% |
True |
False |
|
| 10 |
11,559.67 |
10,827.71 |
731.96 |
6.4% |
229.82 |
2.0% |
87% |
True |
False |
|
| 20 |
11,924.19 |
10,827.71 |
1,096.48 |
9.6% |
213.93 |
1.9% |
58% |
False |
False |
|
| 40 |
12,726.66 |
10,827.71 |
1,898.95 |
16.6% |
195.58 |
1.7% |
34% |
False |
False |
|
| 60 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
183.77 |
1.6% |
28% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
180.97 |
1.6% |
28% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
196.78 |
1.7% |
28% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
20.1% |
201.07 |
1.8% |
28% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,136.52 |
|
2.618 |
11,915.01 |
|
1.618 |
11,779.28 |
|
1.000 |
11,695.40 |
|
0.618 |
11,643.55 |
|
HIGH |
11,559.67 |
|
0.618 |
11,507.82 |
|
0.500 |
11,491.81 |
|
0.382 |
11,475.79 |
|
LOW |
11,423.94 |
|
0.618 |
11,340.06 |
|
1.000 |
11,288.21 |
|
1.618 |
11,204.33 |
|
2.618 |
11,068.60 |
|
4.250 |
10,847.09 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,491.81 |
11,439.77 |
| PP |
11,483.65 |
11,412.19 |
| S1 |
11,475.50 |
11,384.62 |
|