| Trading Metrics calculated at close of trading on 03-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2008 |
03-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,869.75 |
1,826.75 |
-43.00 |
-2.3% |
1,943.00 |
| High |
1,887.25 |
1,839.00 |
-48.25 |
-2.6% |
1,960.75 |
| Low |
1,820.50 |
1,806.25 |
-14.25 |
-0.8% |
1,836.00 |
| Close |
1,825.00 |
1,822.00 |
-3.00 |
-0.2% |
1,865.75 |
| Range |
66.75 |
32.75 |
-34.00 |
-50.9% |
124.75 |
| ATR |
46.38 |
45.41 |
-0.97 |
-2.1% |
0.00 |
| Volume |
582,015 |
476,841 |
-105,174 |
-18.1% |
2,190,016 |
|
| Daily Pivots for day following 03-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,920.75 |
1,904.00 |
1,840.00 |
|
| R3 |
1,888.00 |
1,871.25 |
1,831.00 |
|
| R2 |
1,855.25 |
1,855.25 |
1,828.00 |
|
| R1 |
1,838.50 |
1,838.50 |
1,825.00 |
1,830.50 |
| PP |
1,822.50 |
1,822.50 |
1,822.50 |
1,818.50 |
| S1 |
1,805.75 |
1,805.75 |
1,819.00 |
1,797.75 |
| S2 |
1,789.75 |
1,789.75 |
1,816.00 |
|
| S3 |
1,757.00 |
1,773.00 |
1,813.00 |
|
| S4 |
1,724.25 |
1,740.25 |
1,804.00 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,261.75 |
2,188.50 |
1,934.25 |
|
| R3 |
2,137.00 |
2,063.75 |
1,900.00 |
|
| R2 |
2,012.25 |
2,012.25 |
1,888.50 |
|
| R1 |
1,939.00 |
1,939.00 |
1,877.25 |
1,913.25 |
| PP |
1,887.50 |
1,887.50 |
1,887.50 |
1,874.50 |
| S1 |
1,814.25 |
1,814.25 |
1,854.25 |
1,788.50 |
| S2 |
1,762.75 |
1,762.75 |
1,843.00 |
|
| S3 |
1,638.00 |
1,689.50 |
1,831.50 |
|
| S4 |
1,513.25 |
1,564.75 |
1,797.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,887.25 |
1,806.25 |
81.00 |
4.4% |
45.75 |
2.5% |
19% |
False |
True |
471,048 |
| 10 |
1,994.00 |
1,806.25 |
187.75 |
10.3% |
48.75 |
2.7% |
8% |
False |
True |
460,541 |
| 20 |
2,070.75 |
1,806.25 |
264.50 |
14.5% |
48.25 |
2.6% |
6% |
False |
True |
331,381 |
| 40 |
2,070.75 |
1,806.25 |
264.50 |
14.5% |
41.50 |
2.3% |
6% |
False |
True |
166,146 |
| 60 |
2,070.75 |
1,789.25 |
281.50 |
15.5% |
40.25 |
2.2% |
12% |
False |
False |
110,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,978.25 |
|
2.618 |
1,924.75 |
|
1.618 |
1,892.00 |
|
1.000 |
1,871.75 |
|
0.618 |
1,859.25 |
|
HIGH |
1,839.00 |
|
0.618 |
1,826.50 |
|
0.500 |
1,822.50 |
|
0.382 |
1,818.75 |
|
LOW |
1,806.25 |
|
0.618 |
1,786.00 |
|
1.000 |
1,773.50 |
|
1.618 |
1,753.25 |
|
2.618 |
1,720.50 |
|
4.250 |
1,667.00 |
|
|
| Fisher Pivots for day following 03-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,822.50 |
1,846.75 |
| PP |
1,822.50 |
1,838.50 |
| S1 |
1,822.25 |
1,830.25 |
|