| Trading Metrics calculated at close of trading on 17-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2008 |
17-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,802.75 |
1,841.25 |
38.50 |
2.1% |
1,815.75 |
| High |
1,850.25 |
1,868.50 |
18.25 |
1.0% |
1,877.50 |
| Low |
1,785.75 |
1,833.00 |
47.25 |
2.6% |
1,788.00 |
| Close |
1,844.75 |
1,839.75 |
-5.00 |
-0.3% |
1,820.50 |
| Range |
64.50 |
35.50 |
-29.00 |
-45.0% |
89.50 |
| ATR |
51.85 |
50.68 |
-1.17 |
-2.3% |
0.00 |
| Volume |
685,484 |
542,827 |
-142,657 |
-20.8% |
2,269,418 |
|
| Daily Pivots for day following 17-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,953.50 |
1,932.25 |
1,859.25 |
|
| R3 |
1,918.00 |
1,896.75 |
1,849.50 |
|
| R2 |
1,882.50 |
1,882.50 |
1,846.25 |
|
| R1 |
1,861.25 |
1,861.25 |
1,843.00 |
1,854.00 |
| PP |
1,847.00 |
1,847.00 |
1,847.00 |
1,843.50 |
| S1 |
1,825.75 |
1,825.75 |
1,836.50 |
1,818.50 |
| S2 |
1,811.50 |
1,811.50 |
1,833.25 |
|
| S3 |
1,776.00 |
1,790.25 |
1,830.00 |
|
| S4 |
1,740.50 |
1,754.75 |
1,820.25 |
|
|
| 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 |
1,868.50 |
1,765.25 |
103.25 |
5.6% |
59.00 |
3.2% |
72% |
True |
False |
562,964 |
| 10 |
1,877.50 |
1,765.25 |
112.25 |
6.1% |
54.25 |
2.9% |
66% |
False |
False |
504,087 |
| 20 |
2,001.75 |
1,765.25 |
236.50 |
12.9% |
52.75 |
2.9% |
32% |
False |
False |
480,600 |
| 40 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
46.00 |
2.5% |
24% |
False |
False |
280,101 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
43.25 |
2.3% |
24% |
False |
False |
186,876 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.6% |
42.00 |
2.3% |
24% |
False |
False |
140,316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,019.50 |
|
2.618 |
1,961.50 |
|
1.618 |
1,926.00 |
|
1.000 |
1,904.00 |
|
0.618 |
1,890.50 |
|
HIGH |
1,868.50 |
|
0.618 |
1,855.00 |
|
0.500 |
1,850.75 |
|
0.382 |
1,846.50 |
|
LOW |
1,833.00 |
|
0.618 |
1,811.00 |
|
1.000 |
1,797.50 |
|
1.618 |
1,775.50 |
|
2.618 |
1,740.00 |
|
4.250 |
1,682.00 |
|
|
| Fisher Pivots for day following 17-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,850.75 |
1,832.00 |
| PP |
1,847.00 |
1,824.50 |
| S1 |
1,843.50 |
1,817.00 |
|