| Trading Metrics calculated at close of trading on 24-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2008 |
24-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,275.00 |
1,281.25 |
6.25 |
0.5% |
1,240.00 |
| High |
1,291.25 |
1,285.00 |
-6.25 |
-0.5% |
1,263.00 |
| Low |
1,272.75 |
1,251.00 |
-21.75 |
-1.7% |
1,200.75 |
| Close |
1,282.50 |
1,253.75 |
-28.75 |
-2.2% |
1,260.50 |
| Range |
18.50 |
34.00 |
15.50 |
83.8% |
62.25 |
| ATR |
26.54 |
27.07 |
0.53 |
2.0% |
0.00 |
| Volume |
2,103,273 |
2,125,754 |
22,481 |
1.1% |
15,364,041 |
|
| Daily Pivots for day following 24-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,365.25 |
1,343.50 |
1,272.50 |
|
| R3 |
1,331.25 |
1,309.50 |
1,263.00 |
|
| R2 |
1,297.25 |
1,297.25 |
1,260.00 |
|
| R1 |
1,275.50 |
1,275.50 |
1,256.75 |
1,269.50 |
| PP |
1,263.25 |
1,263.25 |
1,263.25 |
1,260.25 |
| S1 |
1,241.50 |
1,241.50 |
1,250.75 |
1,235.50 |
| S2 |
1,229.25 |
1,229.25 |
1,247.50 |
|
| S3 |
1,195.25 |
1,207.50 |
1,244.50 |
|
| S4 |
1,161.25 |
1,173.50 |
1,235.00 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,428.25 |
1,406.50 |
1,294.75 |
|
| R3 |
1,366.00 |
1,344.25 |
1,277.50 |
|
| R2 |
1,303.75 |
1,303.75 |
1,272.00 |
|
| R1 |
1,282.00 |
1,282.00 |
1,266.25 |
1,293.00 |
| PP |
1,241.50 |
1,241.50 |
1,241.50 |
1,246.75 |
| S1 |
1,219.75 |
1,219.75 |
1,254.75 |
1,230.50 |
| S2 |
1,179.25 |
1,179.25 |
1,249.00 |
|
| S3 |
1,117.00 |
1,157.50 |
1,243.50 |
|
| S4 |
1,054.75 |
1,095.25 |
1,226.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,291.25 |
1,241.00 |
50.25 |
4.0% |
23.75 |
1.9% |
25% |
False |
False |
2,115,734 |
| 10 |
1,291.25 |
1,200.75 |
90.50 |
7.2% |
29.50 |
2.4% |
59% |
False |
False |
2,607,811 |
| 20 |
1,322.25 |
1,200.75 |
121.50 |
9.7% |
29.00 |
2.3% |
44% |
False |
False |
2,525,788 |
| 40 |
1,414.00 |
1,200.75 |
213.25 |
17.0% |
25.75 |
2.1% |
25% |
False |
False |
1,732,419 |
| 60 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
23.50 |
1.9% |
22% |
False |
False |
1,156,793 |
| 80 |
1,442.25 |
1,200.75 |
241.50 |
19.3% |
22.50 |
1.8% |
22% |
False |
False |
868,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,429.50 |
|
2.618 |
1,374.00 |
|
1.618 |
1,340.00 |
|
1.000 |
1,319.00 |
|
0.618 |
1,306.00 |
|
HIGH |
1,285.00 |
|
0.618 |
1,272.00 |
|
0.500 |
1,268.00 |
|
0.382 |
1,264.00 |
|
LOW |
1,251.00 |
|
0.618 |
1,230.00 |
|
1.000 |
1,217.00 |
|
1.618 |
1,196.00 |
|
2.618 |
1,162.00 |
|
4.250 |
1,106.50 |
|
|
| Fisher Pivots for day following 24-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,268.00 |
1,269.25 |
| PP |
1,263.25 |
1,264.00 |
| S1 |
1,258.50 |
1,259.00 |
|