| Trading Metrics calculated at close of trading on 31-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2008 |
31-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,261.50 |
1,284.50 |
23.00 |
1.8% |
1,259.25 |
| High |
1,285.00 |
1,290.00 |
5.00 |
0.4% |
1,291.25 |
| Low |
1,259.75 |
1,265.00 |
5.25 |
0.4% |
1,247.25 |
| Close |
1,284.75 |
1,267.00 |
-17.75 |
-1.4% |
1,253.75 |
| Range |
25.25 |
25.00 |
-0.25 |
-1.0% |
44.00 |
| ATR |
26.47 |
26.36 |
-0.10 |
-0.4% |
0.00 |
| Volume |
2,096,150 |
2,348,334 |
252,184 |
12.0% |
9,675,123 |
|
| Daily Pivots for day following 31-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,349.00 |
1,333.00 |
1,280.75 |
|
| R3 |
1,324.00 |
1,308.00 |
1,274.00 |
|
| R2 |
1,299.00 |
1,299.00 |
1,271.50 |
|
| R1 |
1,283.00 |
1,283.00 |
1,269.25 |
1,278.50 |
| PP |
1,274.00 |
1,274.00 |
1,274.00 |
1,271.75 |
| S1 |
1,258.00 |
1,258.00 |
1,264.75 |
1,253.50 |
| S2 |
1,249.00 |
1,249.00 |
1,262.50 |
|
| S3 |
1,224.00 |
1,233.00 |
1,260.00 |
|
| S4 |
1,199.00 |
1,208.00 |
1,253.25 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,396.00 |
1,369.00 |
1,278.00 |
|
| R3 |
1,352.00 |
1,325.00 |
1,265.75 |
|
| R2 |
1,308.00 |
1,308.00 |
1,261.75 |
|
| R1 |
1,281.00 |
1,281.00 |
1,257.75 |
1,272.50 |
| PP |
1,264.00 |
1,264.00 |
1,264.00 |
1,260.00 |
| S1 |
1,237.00 |
1,237.00 |
1,249.75 |
1,228.50 |
| S2 |
1,220.00 |
1,220.00 |
1,245.75 |
|
| S3 |
1,176.00 |
1,193.00 |
1,241.75 |
|
| S4 |
1,132.00 |
1,149.00 |
1,229.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,290.00 |
1,231.50 |
58.50 |
4.6% |
24.50 |
1.9% |
61% |
True |
False |
1,933,422 |
| 10 |
1,291.25 |
1,231.50 |
59.75 |
4.7% |
24.25 |
1.9% |
59% |
False |
False |
2,024,578 |
| 20 |
1,291.25 |
1,200.75 |
90.50 |
7.1% |
28.50 |
2.2% |
73% |
False |
False |
2,388,076 |
| 40 |
1,414.00 |
1,200.75 |
213.25 |
16.8% |
26.50 |
2.1% |
31% |
False |
False |
1,971,323 |
| 60 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
23.50 |
1.8% |
27% |
False |
False |
1,317,612 |
| 80 |
1,442.25 |
1,200.75 |
241.50 |
19.1% |
22.75 |
1.8% |
27% |
False |
False |
989,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,396.25 |
|
2.618 |
1,355.50 |
|
1.618 |
1,330.50 |
|
1.000 |
1,315.00 |
|
0.618 |
1,305.50 |
|
HIGH |
1,290.00 |
|
0.618 |
1,280.50 |
|
0.500 |
1,277.50 |
|
0.382 |
1,274.50 |
|
LOW |
1,265.00 |
|
0.618 |
1,249.50 |
|
1.000 |
1,240.00 |
|
1.618 |
1,224.50 |
|
2.618 |
1,199.50 |
|
4.250 |
1,158.75 |
|
|
| Fisher Pivots for day following 31-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,277.50 |
1,265.00 |
| PP |
1,274.00 |
1,262.75 |
| S1 |
1,270.50 |
1,260.75 |
|