| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,212.75 |
1,240.00 |
27.25 |
2.2% |
1,258.50 |
| High |
1,246.25 |
1,263.00 |
16.75 |
1.3% |
1,278.75 |
| Low |
1,202.50 |
1,238.00 |
35.50 |
3.0% |
1,225.50 |
| Close |
1,241.00 |
1,253.50 |
12.50 |
1.0% |
1,239.75 |
| Range |
43.75 |
25.00 |
-18.75 |
-42.9% |
53.25 |
| ATR |
28.57 |
28.32 |
-0.26 |
-0.9% |
0.00 |
| Volume |
3,662,907 |
2,893,515 |
-769,392 |
-21.0% |
12,612,700 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,326.50 |
1,315.00 |
1,267.25 |
|
| R3 |
1,301.50 |
1,290.00 |
1,260.50 |
|
| R2 |
1,276.50 |
1,276.50 |
1,258.00 |
|
| R1 |
1,265.00 |
1,265.00 |
1,255.75 |
1,270.75 |
| PP |
1,251.50 |
1,251.50 |
1,251.50 |
1,254.50 |
| S1 |
1,240.00 |
1,240.00 |
1,251.25 |
1,245.75 |
| S2 |
1,226.50 |
1,226.50 |
1,249.00 |
|
| S3 |
1,201.50 |
1,215.00 |
1,246.50 |
|
| S4 |
1,176.50 |
1,190.00 |
1,239.75 |
|
|
| 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 |
1,263.00 |
1,200.75 |
62.25 |
5.0% |
35.25 |
2.8% |
85% |
True |
False |
3,099,887 |
| 10 |
1,278.75 |
1,200.75 |
78.00 |
6.2% |
32.75 |
2.6% |
68% |
False |
False |
2,751,575 |
| 20 |
1,349.75 |
1,200.75 |
149.00 |
11.9% |
28.25 |
2.3% |
35% |
False |
False |
2,523,895 |
| 40 |
1,414.00 |
1,200.75 |
213.25 |
17.0% |
24.50 |
2.0% |
25% |
False |
False |
1,468,918 |
| 60 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.00 |
1.8% |
22% |
False |
False |
980,763 |
| 80 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
22.75 |
1.8% |
22% |
False |
False |
736,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,369.25 |
|
2.618 |
1,328.50 |
|
1.618 |
1,303.50 |
|
1.000 |
1,288.00 |
|
0.618 |
1,278.50 |
|
HIGH |
1,263.00 |
|
0.618 |
1,253.50 |
|
0.500 |
1,250.50 |
|
0.382 |
1,247.50 |
|
LOW |
1,238.00 |
|
0.618 |
1,222.50 |
|
1.000 |
1,213.00 |
|
1.618 |
1,197.50 |
|
2.618 |
1,172.50 |
|
4.250 |
1,131.75 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,252.50 |
1,246.25 |
| PP |
1,251.50 |
1,239.00 |
| S1 |
1,250.50 |
1,232.00 |
|