| 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 |
11,129 |
11,375 |
246 |
2.2% |
11,486 |
| High |
11,379 |
11,584 |
205 |
1.8% |
11,682 |
| Low |
11,101 |
11,359 |
258 |
2.3% |
11,305 |
| Close |
11,373 |
11,580 |
207 |
1.8% |
11,316 |
| Range |
278 |
225 |
-53 |
-19.1% |
377 |
| ATR |
230 |
230 |
0 |
-0.2% |
0 |
| Volume |
160,912 |
183,376 |
22,464 |
14.0% |
871,537 |
|
| Daily Pivots for day following 30-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,183 |
12,106 |
11,704 |
|
| R3 |
11,958 |
11,881 |
11,642 |
|
| R2 |
11,733 |
11,733 |
11,621 |
|
| R1 |
11,656 |
11,656 |
11,601 |
11,695 |
| PP |
11,508 |
11,508 |
11,508 |
11,527 |
| S1 |
11,431 |
11,431 |
11,560 |
11,470 |
| S2 |
11,283 |
11,283 |
11,539 |
|
| S3 |
11,058 |
11,206 |
11,518 |
|
| S4 |
10,833 |
10,981 |
11,456 |
|
|
| Weekly Pivots for week ending 25-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,565 |
12,318 |
11,523 |
|
| R3 |
12,188 |
11,941 |
11,420 |
|
| R2 |
11,811 |
11,811 |
11,385 |
|
| R1 |
11,564 |
11,564 |
11,351 |
11,499 |
| PP |
11,434 |
11,434 |
11,434 |
11,402 |
| S1 |
11,187 |
11,187 |
11,282 |
11,122 |
| S2 |
11,057 |
11,057 |
11,247 |
|
| S3 |
10,680 |
10,810 |
11,212 |
|
| S4 |
10,303 |
10,433 |
11,109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,630 |
11,101 |
529 |
4.6% |
233 |
2.0% |
91% |
False |
False |
176,082 |
| 10 |
11,682 |
11,101 |
581 |
5.0% |
220 |
1.9% |
82% |
False |
False |
189,630 |
| 20 |
11,682 |
10,812 |
870 |
7.5% |
247 |
2.1% |
88% |
False |
False |
224,238 |
| 40 |
12,655 |
10,812 |
1,843 |
15.9% |
227 |
2.0% |
42% |
False |
False |
171,360 |
| 60 |
13,139 |
10,812 |
2,327 |
20.1% |
204 |
1.8% |
33% |
False |
False |
114,293 |
| 80 |
13,140 |
10,812 |
2,328 |
20.1% |
194 |
1.7% |
33% |
False |
False |
85,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,540 |
|
2.618 |
12,173 |
|
1.618 |
11,948 |
|
1.000 |
11,809 |
|
0.618 |
11,723 |
|
HIGH |
11,584 |
|
0.618 |
11,498 |
|
0.500 |
11,472 |
|
0.382 |
11,445 |
|
LOW |
11,359 |
|
0.618 |
11,220 |
|
1.000 |
11,134 |
|
1.618 |
10,995 |
|
2.618 |
10,770 |
|
4.250 |
10,403 |
|
|
| Fisher Pivots for day following 30-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
11,544 |
11,501 |
| PP |
11,508 |
11,422 |
| S1 |
11,472 |
11,343 |
|