| Trading Metrics calculated at close of trading on 23-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2008 |
23-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,821.75 |
1,825.25 |
3.50 |
0.2% |
1,817.75 |
| High |
1,827.25 |
1,870.25 |
43.00 |
2.4% |
1,868.50 |
| Low |
1,787.75 |
1,822.25 |
34.50 |
1.9% |
1,765.25 |
| Close |
1,824.00 |
1,849.00 |
25.00 |
1.4% |
1,828.75 |
| Range |
39.50 |
48.00 |
8.50 |
21.5% |
103.25 |
| ATR |
47.32 |
47.37 |
0.05 |
0.1% |
0.00 |
| Volume |
332,636 |
436,295 |
103,659 |
31.2% |
2,827,444 |
|
| Daily Pivots for day following 23-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,991.25 |
1,968.00 |
1,875.50 |
|
| R3 |
1,943.25 |
1,920.00 |
1,862.25 |
|
| R2 |
1,895.25 |
1,895.25 |
1,857.75 |
|
| R1 |
1,872.00 |
1,872.00 |
1,853.50 |
1,883.50 |
| PP |
1,847.25 |
1,847.25 |
1,847.25 |
1,853.00 |
| S1 |
1,824.00 |
1,824.00 |
1,844.50 |
1,835.50 |
| S2 |
1,799.25 |
1,799.25 |
1,840.25 |
|
| S3 |
1,751.25 |
1,776.00 |
1,835.75 |
|
| S4 |
1,703.25 |
1,728.00 |
1,822.50 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.50 |
2,083.00 |
1,885.50 |
|
| R3 |
2,027.25 |
1,979.75 |
1,857.25 |
|
| R2 |
1,924.00 |
1,924.00 |
1,847.75 |
|
| R1 |
1,876.50 |
1,876.50 |
1,838.25 |
1,900.25 |
| PP |
1,820.75 |
1,820.75 |
1,820.75 |
1,832.75 |
| S1 |
1,773.25 |
1,773.25 |
1,819.25 |
1,797.00 |
| S2 |
1,717.50 |
1,717.50 |
1,809.75 |
|
| S3 |
1,614.25 |
1,670.00 |
1,800.25 |
|
| S4 |
1,511.00 |
1,566.75 |
1,772.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,870.25 |
1,787.75 |
82.50 |
4.5% |
36.75 |
2.0% |
74% |
True |
False |
454,973 |
| 10 |
1,870.25 |
1,765.25 |
105.00 |
5.7% |
48.75 |
2.6% |
80% |
True |
False |
497,192 |
| 20 |
1,960.75 |
1,765.25 |
195.50 |
10.6% |
50.25 |
2.7% |
43% |
False |
False |
473,015 |
| 40 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
47.25 |
2.6% |
27% |
False |
False |
323,344 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
43.50 |
2.3% |
27% |
False |
False |
215,730 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
41.50 |
2.2% |
27% |
False |
False |
161,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,074.25 |
|
2.618 |
1,996.00 |
|
1.618 |
1,948.00 |
|
1.000 |
1,918.25 |
|
0.618 |
1,900.00 |
|
HIGH |
1,870.25 |
|
0.618 |
1,852.00 |
|
0.500 |
1,846.25 |
|
0.382 |
1,840.50 |
|
LOW |
1,822.25 |
|
0.618 |
1,792.50 |
|
1.000 |
1,774.25 |
|
1.618 |
1,744.50 |
|
2.618 |
1,696.50 |
|
4.250 |
1,618.25 |
|
|
| Fisher Pivots for day following 23-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,848.00 |
1,842.25 |
| PP |
1,847.25 |
1,835.75 |
| S1 |
1,846.25 |
1,829.00 |
|