| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,263.50 |
1,258.50 |
-5.00 |
-0.4% |
1,281.75 |
| High |
1,273.75 |
1,275.00 |
1.25 |
0.1% |
1,294.75 |
| Low |
1,251.75 |
1,240.75 |
-11.00 |
-0.9% |
1,251.75 |
| Close |
1,265.00 |
1,251.75 |
-13.25 |
-1.0% |
1,265.00 |
| Range |
22.00 |
34.25 |
12.25 |
55.7% |
43.00 |
| ATR |
23.05 |
23.85 |
0.80 |
3.5% |
0.00 |
| Volume |
2,431,509 |
1,847,255 |
-584,254 |
-24.0% |
10,138,326 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.50 |
1,339.50 |
1,270.50 |
|
| R3 |
1,324.25 |
1,305.25 |
1,261.25 |
|
| R2 |
1,290.00 |
1,290.00 |
1,258.00 |
|
| R1 |
1,271.00 |
1,271.00 |
1,255.00 |
1,263.50 |
| PP |
1,255.75 |
1,255.75 |
1,255.75 |
1,252.00 |
| S1 |
1,236.75 |
1,236.75 |
1,248.50 |
1,229.00 |
| S2 |
1,221.50 |
1,221.50 |
1,245.50 |
|
| S3 |
1,187.25 |
1,202.50 |
1,242.25 |
|
| S4 |
1,153.00 |
1,168.25 |
1,233.00 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,399.50 |
1,375.25 |
1,288.75 |
|
| R3 |
1,356.50 |
1,332.25 |
1,276.75 |
|
| R2 |
1,313.50 |
1,313.50 |
1,273.00 |
|
| R1 |
1,289.25 |
1,289.25 |
1,269.00 |
1,280.00 |
| PP |
1,270.50 |
1,270.50 |
1,270.50 |
1,265.75 |
| S1 |
1,246.25 |
1,246.25 |
1,261.00 |
1,237.00 |
| S2 |
1,227.50 |
1,227.50 |
1,257.00 |
|
| S3 |
1,184.50 |
1,203.25 |
1,253.25 |
|
| S4 |
1,141.50 |
1,160.25 |
1,241.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,294.75 |
1,240.75 |
54.00 |
4.3% |
26.50 |
2.1% |
20% |
False |
True |
2,397,116 |
| 10 |
1,337.75 |
1,240.75 |
97.00 |
7.7% |
24.75 |
2.0% |
11% |
False |
True |
2,259,025 |
| 20 |
1,373.25 |
1,240.75 |
132.50 |
10.6% |
23.25 |
1.9% |
8% |
False |
True |
1,766,014 |
| 40 |
1,442.25 |
1,240.75 |
201.50 |
16.1% |
21.75 |
1.7% |
5% |
False |
True |
889,182 |
| 60 |
1,442.25 |
1,240.75 |
201.50 |
16.1% |
21.00 |
1.7% |
5% |
False |
True |
594,166 |
| 80 |
1,442.25 |
1,240.75 |
201.50 |
16.1% |
22.50 |
1.8% |
5% |
False |
True |
446,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,420.50 |
|
2.618 |
1,364.75 |
|
1.618 |
1,330.50 |
|
1.000 |
1,309.25 |
|
0.618 |
1,296.25 |
|
HIGH |
1,275.00 |
|
0.618 |
1,262.00 |
|
0.500 |
1,258.00 |
|
0.382 |
1,253.75 |
|
LOW |
1,240.75 |
|
0.618 |
1,219.50 |
|
1.000 |
1,206.50 |
|
1.618 |
1,185.25 |
|
2.618 |
1,151.00 |
|
4.250 |
1,095.25 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,258.00 |
1,267.75 |
| PP |
1,255.75 |
1,262.50 |
| S1 |
1,253.75 |
1,257.00 |
|