| Trading Metrics calculated at close of trading on 16-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2008 |
16-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,802.75 |
1,802.75 |
0.00 |
0.0% |
1,815.75 |
| High |
1,833.50 |
1,850.25 |
16.75 |
0.9% |
1,877.50 |
| Low |
1,765.25 |
1,785.75 |
20.50 |
1.2% |
1,788.00 |
| Close |
1,799.00 |
1,844.75 |
45.75 |
2.5% |
1,820.50 |
| Range |
68.25 |
64.50 |
-3.75 |
-5.5% |
89.50 |
| ATR |
50.88 |
51.85 |
0.97 |
1.9% |
0.00 |
| Volume |
480,210 |
685,484 |
205,274 |
42.7% |
2,269,418 |
|
| Daily Pivots for day following 16-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.50 |
1,997.00 |
1,880.25 |
|
| R3 |
1,956.00 |
1,932.50 |
1,862.50 |
|
| R2 |
1,891.50 |
1,891.50 |
1,856.50 |
|
| R1 |
1,868.00 |
1,868.00 |
1,850.75 |
1,879.75 |
| PP |
1,827.00 |
1,827.00 |
1,827.00 |
1,832.75 |
| S1 |
1,803.50 |
1,803.50 |
1,838.75 |
1,815.25 |
| S2 |
1,762.50 |
1,762.50 |
1,833.00 |
|
| S3 |
1,698.00 |
1,739.00 |
1,827.00 |
|
| S4 |
1,633.50 |
1,674.50 |
1,809.25 |
|
|
| 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 |
1,861.25 |
1,765.25 |
96.00 |
5.2% |
60.50 |
3.3% |
83% |
False |
False |
539,411 |
| 10 |
1,887.25 |
1,765.25 |
122.00 |
6.6% |
57.25 |
3.1% |
65% |
False |
False |
508,006 |
| 20 |
2,001.75 |
1,765.25 |
236.50 |
12.8% |
53.00 |
2.9% |
34% |
False |
False |
473,094 |
| 40 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
46.75 |
2.5% |
26% |
False |
False |
266,555 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
43.00 |
2.3% |
26% |
False |
False |
177,832 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
41.75 |
2.3% |
26% |
False |
False |
133,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.50 |
|
2.618 |
2,019.00 |
|
1.618 |
1,954.50 |
|
1.000 |
1,914.75 |
|
0.618 |
1,890.00 |
|
HIGH |
1,850.25 |
|
0.618 |
1,825.50 |
|
0.500 |
1,818.00 |
|
0.382 |
1,810.50 |
|
LOW |
1,785.75 |
|
0.618 |
1,746.00 |
|
1.000 |
1,721.25 |
|
1.618 |
1,681.50 |
|
2.618 |
1,617.00 |
|
4.250 |
1,511.50 |
|
|
| Fisher Pivots for day following 16-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,835.75 |
1,832.50 |
| PP |
1,827.00 |
1,820.25 |
| S1 |
1,818.00 |
1,808.00 |
|