| Trading Metrics calculated at close of trading on 01-Aug-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2008 |
01-Aug-2008 |
Change |
Change % |
Previous Week |
| Open |
1,284.50 |
1,266.50 |
-18.00 |
-1.4% |
1,255.25 |
| High |
1,290.00 |
1,275.00 |
-15.00 |
-1.2% |
1,290.00 |
| Low |
1,265.00 |
1,253.00 |
-12.00 |
-0.9% |
1,231.50 |
| Close |
1,267.00 |
1,260.25 |
-6.75 |
-0.5% |
1,260.25 |
| Range |
25.00 |
22.00 |
-3.00 |
-12.0% |
58.50 |
| ATR |
26.36 |
26.05 |
-0.31 |
-1.2% |
0.00 |
| Volume |
2,348,334 |
2,330,165 |
-18,169 |
-0.8% |
10,008,327 |
|
| Daily Pivots for day following 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,328.75 |
1,316.50 |
1,272.25 |
|
| R3 |
1,306.75 |
1,294.50 |
1,266.25 |
|
| R2 |
1,284.75 |
1,284.75 |
1,264.25 |
|
| R1 |
1,272.50 |
1,272.50 |
1,262.25 |
1,267.50 |
| PP |
1,262.75 |
1,262.75 |
1,262.75 |
1,260.25 |
| S1 |
1,250.50 |
1,250.50 |
1,258.25 |
1,245.50 |
| S2 |
1,240.75 |
1,240.75 |
1,256.25 |
|
| S3 |
1,218.75 |
1,228.50 |
1,254.25 |
|
| S4 |
1,196.75 |
1,206.50 |
1,248.25 |
|
|
| Weekly Pivots for week ending 01-Aug-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,436.00 |
1,406.75 |
1,292.50 |
|
| R3 |
1,377.50 |
1,348.25 |
1,276.25 |
|
| R2 |
1,319.00 |
1,319.00 |
1,271.00 |
|
| R1 |
1,289.75 |
1,289.75 |
1,265.50 |
1,304.50 |
| PP |
1,260.50 |
1,260.50 |
1,260.50 |
1,268.00 |
| S1 |
1,231.25 |
1,231.25 |
1,255.00 |
1,246.00 |
| S2 |
1,202.00 |
1,202.00 |
1,249.50 |
|
| S3 |
1,143.50 |
1,172.75 |
1,244.25 |
|
| S4 |
1,085.00 |
1,114.25 |
1,228.00 |
|
|
| 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% |
26.25 |
2.1% |
49% |
False |
False |
2,001,665 |
| 10 |
1,291.25 |
1,231.50 |
59.75 |
4.7% |
24.25 |
1.9% |
48% |
False |
False |
1,968,345 |
| 20 |
1,291.25 |
1,200.75 |
90.50 |
7.2% |
28.50 |
2.3% |
66% |
False |
False |
2,383,009 |
| 40 |
1,414.00 |
1,200.75 |
213.25 |
16.9% |
26.50 |
2.1% |
28% |
False |
False |
2,028,972 |
| 60 |
1,442.25 |
1,200.75 |
241.50 |
19.2% |
23.50 |
1.9% |
25% |
False |
False |
1,356,388 |
| 80 |
1,442.25 |
1,200.75 |
241.50 |
19.2% |
22.75 |
1.8% |
25% |
False |
False |
1,018,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,368.50 |
|
2.618 |
1,332.50 |
|
1.618 |
1,310.50 |
|
1.000 |
1,297.00 |
|
0.618 |
1,288.50 |
|
HIGH |
1,275.00 |
|
0.618 |
1,266.50 |
|
0.500 |
1,264.00 |
|
0.382 |
1,261.50 |
|
LOW |
1,253.00 |
|
0.618 |
1,239.50 |
|
1.000 |
1,231.00 |
|
1.618 |
1,217.50 |
|
2.618 |
1,195.50 |
|
4.250 |
1,159.50 |
|
|
| Fisher Pivots for day following 01-Aug-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,264.00 |
1,271.50 |
| PP |
1,262.75 |
1,267.75 |
| S1 |
1,261.50 |
1,264.00 |
|