| Trading Metrics calculated at close of trading on 22-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2008 |
22-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,495.02 |
11,457.90 |
-37.12 |
-0.3% |
11,103.64 |
| High |
11,559.67 |
11,616.66 |
56.99 |
0.5% |
11,510.82 |
| Low |
11,423.94 |
11,387.39 |
-36.55 |
-0.3% |
10,827.71 |
| Close |
11,467.34 |
11,602.50 |
135.16 |
1.2% |
11,496.57 |
| Range |
135.73 |
229.27 |
93.54 |
68.9% |
683.11 |
| ATR |
209.09 |
210.53 |
1.44 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,223.33 |
12,142.18 |
11,728.60 |
|
| R3 |
11,994.06 |
11,912.91 |
11,665.55 |
|
| R2 |
11,764.79 |
11,764.79 |
11,644.53 |
|
| R1 |
11,683.64 |
11,683.64 |
11,623.52 |
11,724.22 |
| PP |
11,535.52 |
11,535.52 |
11,535.52 |
11,555.80 |
| S1 |
11,454.37 |
11,454.37 |
11,581.48 |
11,494.95 |
| S2 |
11,306.25 |
11,306.25 |
11,560.47 |
|
| S3 |
11,076.98 |
11,225.10 |
11,539.45 |
|
| S4 |
10,847.71 |
10,995.83 |
11,476.40 |
|
|
| 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 |
11,616.66 |
10,918.33 |
698.33 |
6.0% |
211.37 |
1.8% |
98% |
True |
False |
|
| 10 |
11,616.66 |
10,827.71 |
788.95 |
6.8% |
231.12 |
2.0% |
98% |
True |
False |
|
| 20 |
11,924.19 |
10,827.71 |
1,096.48 |
9.5% |
221.81 |
1.9% |
71% |
False |
False |
|
| 40 |
12,726.66 |
10,827.71 |
1,898.95 |
16.4% |
197.27 |
1.7% |
41% |
False |
False |
|
| 60 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
184.82 |
1.6% |
34% |
False |
False |
|
| 80 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
181.52 |
1.6% |
34% |
False |
False |
|
| 100 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
197.54 |
1.7% |
34% |
False |
False |
|
| 120 |
13,136.69 |
10,827.71 |
2,308.98 |
19.9% |
200.69 |
1.7% |
34% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,591.06 |
|
2.618 |
12,216.89 |
|
1.618 |
11,987.62 |
|
1.000 |
11,845.93 |
|
0.618 |
11,758.35 |
|
HIGH |
11,616.66 |
|
0.618 |
11,529.08 |
|
0.500 |
11,502.03 |
|
0.382 |
11,474.97 |
|
LOW |
11,387.39 |
|
0.618 |
11,245.70 |
|
1.000 |
11,158.12 |
|
1.618 |
11,016.43 |
|
2.618 |
10,787.16 |
|
4.250 |
10,412.99 |
|
|
| Fisher Pivots for day following 22-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,569.01 |
11,568.10 |
| PP |
11,535.52 |
11,533.70 |
| S1 |
11,502.03 |
11,499.30 |
|