| Trading Metrics calculated at close of trading on 30-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2008 |
30-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
1,811.75 |
1,842.25 |
30.50 |
1.7% |
1,827.75 |
| High |
1,855.50 |
1,866.75 |
11.25 |
0.6% |
1,870.25 |
| Low |
1,806.50 |
1,828.25 |
21.75 |
1.2% |
1,787.75 |
| Close |
1,842.00 |
1,856.25 |
14.25 |
0.8% |
1,840.50 |
| Range |
49.00 |
38.50 |
-10.50 |
-21.4% |
82.50 |
| ATR |
47.66 |
47.01 |
-0.65 |
-1.4% |
0.00 |
| Volume |
351,219 |
374,080 |
22,861 |
6.5% |
2,105,803 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.00 |
1,949.50 |
1,877.50 |
|
| R3 |
1,927.50 |
1,911.00 |
1,866.75 |
|
| R2 |
1,889.00 |
1,889.00 |
1,863.25 |
|
| R1 |
1,872.50 |
1,872.50 |
1,859.75 |
1,880.75 |
| PP |
1,850.50 |
1,850.50 |
1,850.50 |
1,854.50 |
| S1 |
1,834.00 |
1,834.00 |
1,852.75 |
1,842.25 |
| S2 |
1,812.00 |
1,812.00 |
1,849.25 |
|
| S3 |
1,773.50 |
1,795.50 |
1,845.75 |
|
| S4 |
1,735.00 |
1,757.00 |
1,835.00 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.25 |
2,043.00 |
1,886.00 |
|
| R3 |
1,997.75 |
1,960.50 |
1,863.25 |
|
| R2 |
1,915.25 |
1,915.25 |
1,855.50 |
|
| R1 |
1,878.00 |
1,878.00 |
1,848.00 |
1,896.50 |
| PP |
1,832.75 |
1,832.75 |
1,832.75 |
1,842.25 |
| S1 |
1,795.50 |
1,795.50 |
1,833.00 |
1,814.00 |
| S2 |
1,750.25 |
1,750.25 |
1,825.50 |
|
| S3 |
1,667.75 |
1,713.00 |
1,817.75 |
|
| S4 |
1,585.25 |
1,630.50 |
1,795.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,866.75 |
1,800.00 |
66.75 |
3.6% |
46.50 |
2.5% |
84% |
True |
False |
385,272 |
| 10 |
1,870.25 |
1,787.75 |
82.50 |
4.4% |
41.50 |
2.2% |
83% |
False |
False |
420,122 |
| 20 |
1,887.25 |
1,765.25 |
122.00 |
6.6% |
49.50 |
2.7% |
75% |
False |
False |
464,064 |
| 40 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
48.75 |
2.6% |
30% |
False |
False |
371,369 |
| 60 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
43.75 |
2.4% |
30% |
False |
False |
247,817 |
| 80 |
2,070.75 |
1,765.25 |
305.50 |
16.5% |
42.50 |
2.3% |
30% |
False |
False |
186,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,030.50 |
|
2.618 |
1,967.50 |
|
1.618 |
1,929.00 |
|
1.000 |
1,905.25 |
|
0.618 |
1,890.50 |
|
HIGH |
1,866.75 |
|
0.618 |
1,852.00 |
|
0.500 |
1,847.50 |
|
0.382 |
1,843.00 |
|
LOW |
1,828.25 |
|
0.618 |
1,804.50 |
|
1.000 |
1,789.75 |
|
1.618 |
1,766.00 |
|
2.618 |
1,727.50 |
|
4.250 |
1,664.50 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
1,853.25 |
1,848.50 |
| PP |
1,850.50 |
1,841.00 |
| S1 |
1,847.50 |
1,833.50 |
|