| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,240.00 |
1,229.00 |
-11.00 |
-0.9% |
1,258.50 |
| High |
1,260.50 |
1,235.75 |
-24.75 |
-2.0% |
1,278.75 |
| Low |
1,224.75 |
1,200.75 |
-24.00 |
-2.0% |
1,225.50 |
| Close |
1,228.25 |
1,211.50 |
-16.75 |
-1.4% |
1,239.75 |
| Range |
35.75 |
35.00 |
-0.75 |
-2.1% |
53.25 |
| ATR |
26.82 |
27.41 |
0.58 |
2.2% |
0.00 |
| Volume |
3,251,690 |
2,663,429 |
-588,261 |
-18.1% |
12,612,700 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.00 |
1,301.25 |
1,230.75 |
|
| R3 |
1,286.00 |
1,266.25 |
1,221.00 |
|
| R2 |
1,251.00 |
1,251.00 |
1,218.00 |
|
| R1 |
1,231.25 |
1,231.25 |
1,214.75 |
1,223.50 |
| PP |
1,216.00 |
1,216.00 |
1,216.00 |
1,212.25 |
| S1 |
1,196.25 |
1,196.25 |
1,208.25 |
1,188.50 |
| S2 |
1,181.00 |
1,181.00 |
1,205.00 |
|
| S3 |
1,146.00 |
1,161.25 |
1,202.00 |
|
| S4 |
1,111.00 |
1,126.25 |
1,192.25 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,407.75 |
1,377.00 |
1,269.00 |
|
| R3 |
1,354.50 |
1,323.75 |
1,254.50 |
|
| R2 |
1,301.25 |
1,301.25 |
1,249.50 |
|
| R1 |
1,270.50 |
1,270.50 |
1,244.75 |
1,259.25 |
| PP |
1,248.00 |
1,248.00 |
1,248.00 |
1,242.50 |
| S1 |
1,217.25 |
1,217.25 |
1,234.75 |
1,206.00 |
| S2 |
1,194.75 |
1,194.75 |
1,230.00 |
|
| S3 |
1,141.50 |
1,164.00 |
1,225.00 |
|
| S4 |
1,088.25 |
1,110.75 |
1,210.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,278.75 |
1,200.75 |
78.00 |
6.4% |
32.75 |
2.7% |
14% |
False |
True |
2,820,000 |
| 10 |
1,294.75 |
1,200.75 |
94.00 |
7.8% |
31.75 |
2.6% |
11% |
False |
True |
2,632,740 |
| 20 |
1,372.00 |
1,200.75 |
171.25 |
14.1% |
27.00 |
2.2% |
6% |
False |
True |
2,382,400 |
| 40 |
1,430.50 |
1,200.75 |
229.75 |
19.0% |
24.25 |
2.0% |
5% |
False |
True |
1,305,564 |
| 60 |
1,442.25 |
1,200.75 |
241.50 |
19.9% |
22.50 |
1.9% |
4% |
False |
True |
871,529 |
| 80 |
1,442.25 |
1,200.75 |
241.50 |
19.9% |
22.25 |
1.8% |
4% |
False |
True |
654,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,384.50 |
|
2.618 |
1,327.50 |
|
1.618 |
1,292.50 |
|
1.000 |
1,270.75 |
|
0.618 |
1,257.50 |
|
HIGH |
1,235.75 |
|
0.618 |
1,222.50 |
|
0.500 |
1,218.25 |
|
0.382 |
1,214.00 |
|
LOW |
1,200.75 |
|
0.618 |
1,179.00 |
|
1.000 |
1,165.75 |
|
1.618 |
1,144.00 |
|
2.618 |
1,109.00 |
|
4.250 |
1,052.00 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,218.25 |
1,231.25 |
| PP |
1,216.00 |
1,224.75 |
| S1 |
1,213.75 |
1,218.00 |
|