| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
11,376 |
11,486 |
110 |
1.0% |
11,090 |
| High |
11,510 |
11,564 |
54 |
0.5% |
11,510 |
| Low |
11,304 |
11,408 |
104 |
0.9% |
10,812 |
| Close |
11,501 |
11,465 |
-36 |
-0.3% |
11,501 |
| Range |
206 |
156 |
-50 |
-24.3% |
698 |
| ATR |
239 |
233 |
-6 |
-2.5% |
0 |
| Volume |
272,262 |
171,112 |
-101,150 |
-37.2% |
1,390,663 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,947 |
11,862 |
11,551 |
|
| R3 |
11,791 |
11,706 |
11,508 |
|
| R2 |
11,635 |
11,635 |
11,494 |
|
| R1 |
11,550 |
11,550 |
11,479 |
11,515 |
| PP |
11,479 |
11,479 |
11,479 |
11,461 |
| S1 |
11,394 |
11,394 |
11,451 |
11,359 |
| S2 |
11,323 |
11,323 |
11,437 |
|
| S3 |
11,167 |
11,238 |
11,422 |
|
| S4 |
11,011 |
11,082 |
11,379 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,368 |
13,133 |
11,885 |
|
| R3 |
12,670 |
12,435 |
11,693 |
|
| R2 |
11,972 |
11,972 |
11,629 |
|
| R1 |
11,737 |
11,737 |
11,565 |
11,855 |
| PP |
11,274 |
11,274 |
11,274 |
11,333 |
| S1 |
11,039 |
11,039 |
11,437 |
11,157 |
| S2 |
10,576 |
10,576 |
11,373 |
|
| S3 |
9,878 |
10,341 |
11,309 |
|
| S4 |
9,180 |
9,643 |
11,117 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,564 |
10,812 |
752 |
6.6% |
262 |
2.3% |
87% |
True |
False |
251,098 |
| 10 |
11,564 |
10,812 |
752 |
6.6% |
265 |
2.3% |
87% |
True |
False |
256,926 |
| 20 |
11,919 |
10,812 |
1,107 |
9.7% |
238 |
2.1% |
59% |
False |
False |
232,012 |
| 40 |
12,722 |
10,812 |
1,910 |
16.7% |
212 |
1.8% |
34% |
False |
False |
141,176 |
| 60 |
13,140 |
10,812 |
2,328 |
20.3% |
195 |
1.7% |
28% |
False |
False |
94,152 |
| 80 |
13,140 |
10,812 |
2,328 |
20.3% |
187 |
1.6% |
28% |
False |
False |
70,622 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,227 |
|
2.618 |
11,973 |
|
1.618 |
11,817 |
|
1.000 |
11,720 |
|
0.618 |
11,661 |
|
HIGH |
11,564 |
|
0.618 |
11,505 |
|
0.500 |
11,486 |
|
0.382 |
11,468 |
|
LOW |
11,408 |
|
0.618 |
11,312 |
|
1.000 |
11,252 |
|
1.618 |
11,156 |
|
2.618 |
11,000 |
|
4.250 |
10,745 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,486 |
11,434 |
| PP |
11,479 |
11,402 |
| S1 |
11,472 |
11,371 |
|