| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,817.75 |
1,802.75 |
-15.00 |
-0.8% |
1,815.75 |
| High |
1,850.50 |
1,833.50 |
-17.00 |
-0.9% |
1,877.50 |
| Low |
1,796.75 |
1,765.25 |
-31.50 |
-1.8% |
1,788.00 |
| Close |
1,802.50 |
1,799.00 |
-3.50 |
-0.2% |
1,820.50 |
| Range |
53.75 |
68.25 |
14.50 |
27.0% |
89.50 |
| ATR |
49.54 |
50.88 |
1.34 |
2.7% |
0.00 |
| Volume |
586,094 |
480,210 |
-105,884 |
-18.1% |
2,269,418 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.00 |
1,969.75 |
1,836.50 |
|
| R3 |
1,935.75 |
1,901.50 |
1,817.75 |
|
| R2 |
1,867.50 |
1,867.50 |
1,811.50 |
|
| R1 |
1,833.25 |
1,833.25 |
1,805.25 |
1,816.25 |
| PP |
1,799.25 |
1,799.25 |
1,799.25 |
1,790.75 |
| S1 |
1,765.00 |
1,765.00 |
1,792.75 |
1,748.00 |
| S2 |
1,731.00 |
1,731.00 |
1,786.50 |
|
| S3 |
1,662.75 |
1,696.75 |
1,780.25 |
|
| S4 |
1,594.50 |
1,628.50 |
1,761.50 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.25 |
2,048.25 |
1,869.75 |
|
| R3 |
2,007.75 |
1,958.75 |
1,845.00 |
|
| R2 |
1,918.25 |
1,918.25 |
1,837.00 |
|
| R1 |
1,869.25 |
1,869.25 |
1,828.75 |
1,893.75 |
| PP |
1,828.75 |
1,828.75 |
1,828.75 |
1,841.00 |
| S1 |
1,779.75 |
1,779.75 |
1,812.25 |
1,804.25 |
| S2 |
1,739.25 |
1,739.25 |
1,804.00 |
|
| S3 |
1,649.75 |
1,690.25 |
1,796.00 |
|
| S4 |
1,560.25 |
1,600.75 |
1,771.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,877.50 |
1,765.25 |
112.25 |
6.2% |
58.50 |
3.2% |
30% |
False |
True |
500,452 |
| 10 |
1,887.25 |
1,765.25 |
122.00 |
6.8% |
56.50 |
3.1% |
28% |
False |
True |
476,426 |
| 20 |
2,005.75 |
1,765.25 |
240.50 |
13.4% |
51.00 |
2.8% |
14% |
False |
True |
457,615 |
| 40 |
2,070.75 |
1,765.25 |
305.50 |
17.0% |
46.00 |
2.6% |
11% |
False |
True |
249,443 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
17.0% |
42.75 |
2.4% |
11% |
False |
True |
166,423 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
17.0% |
41.50 |
2.3% |
11% |
False |
True |
124,964 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.50 |
|
2.618 |
2,012.25 |
|
1.618 |
1,944.00 |
|
1.000 |
1,901.75 |
|
0.618 |
1,875.75 |
|
HIGH |
1,833.50 |
|
0.618 |
1,807.50 |
|
0.500 |
1,799.50 |
|
0.382 |
1,791.25 |
|
LOW |
1,765.25 |
|
0.618 |
1,723.00 |
|
1.000 |
1,697.00 |
|
1.618 |
1,654.75 |
|
2.618 |
1,586.50 |
|
4.250 |
1,475.25 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,799.50 |
1,813.25 |
| PP |
1,799.25 |
1,808.50 |
| S1 |
1,799.00 |
1,803.75 |
|