| Trading Metrics calculated at close of trading on 01-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2008 |
01-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,472.5 |
6,455.5 |
-17.0 |
-0.3% |
6,650.0 |
| High |
6,509.0 |
6,466.0 |
-43.0 |
-0.7% |
6,703.5 |
| Low |
6,368.5 |
6,285.0 |
-83.5 |
-1.3% |
6,408.5 |
| Close |
6,480.0 |
6,382.5 |
-97.5 |
-1.5% |
6,494.0 |
| Range |
140.5 |
181.0 |
40.5 |
28.8% |
295.0 |
| ATR |
130.9 |
135.5 |
4.6 |
3.5% |
0.0 |
| Volume |
183,545 |
225,977 |
42,432 |
23.1% |
872,130 |
|
| Daily Pivots for day following 01-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,920.8 |
6,832.7 |
6,482.1 |
|
| R3 |
6,739.8 |
6,651.7 |
6,432.3 |
|
| R2 |
6,558.8 |
6,558.8 |
6,415.7 |
|
| R1 |
6,470.7 |
6,470.7 |
6,399.1 |
6,424.3 |
| PP |
6,377.8 |
6,377.8 |
6,377.8 |
6,354.6 |
| S1 |
6,289.7 |
6,289.7 |
6,365.9 |
6,243.3 |
| S2 |
6,196.8 |
6,196.8 |
6,349.3 |
|
| S3 |
6,015.8 |
6,108.7 |
6,332.7 |
|
| S4 |
5,834.8 |
5,927.7 |
6,283.0 |
|
|
| Weekly Pivots for week ending 27-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,420.3 |
7,252.2 |
6,656.3 |
|
| R3 |
7,125.3 |
6,957.2 |
6,575.1 |
|
| R2 |
6,830.3 |
6,830.3 |
6,548.1 |
|
| R1 |
6,662.2 |
6,662.2 |
6,521.0 |
6,598.8 |
| PP |
6,535.3 |
6,535.3 |
6,535.3 |
6,503.6 |
| S1 |
6,367.2 |
6,367.2 |
6,467.0 |
6,303.8 |
| S2 |
6,240.3 |
6,240.3 |
6,439.9 |
|
| S3 |
5,945.3 |
6,072.2 |
6,412.9 |
|
| S4 |
5,650.3 |
5,777.2 |
6,331.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,703.5 |
6,285.0 |
418.5 |
6.6% |
145.5 |
2.3% |
23% |
False |
True |
190,972 |
| 10 |
6,875.5 |
6,285.0 |
590.5 |
9.3% |
139.1 |
2.2% |
17% |
False |
True |
166,679 |
| 20 |
7,094.5 |
6,285.0 |
809.5 |
12.7% |
134.2 |
2.1% |
12% |
False |
True |
90,259 |
| 40 |
7,340.0 |
6,285.0 |
1,055.0 |
16.5% |
113.8 |
1.8% |
9% |
False |
True |
45,385 |
| 60 |
7,340.0 |
6,285.0 |
1,055.0 |
16.5% |
110.4 |
1.7% |
9% |
False |
True |
30,390 |
| 80 |
7,340.0 |
6,285.0 |
1,055.0 |
16.5% |
116.8 |
1.8% |
9% |
False |
True |
23,358 |
| 100 |
7,340.0 |
6,285.0 |
1,055.0 |
16.5% |
117.0 |
1.8% |
9% |
False |
True |
18,756 |
| 120 |
7,979.5 |
6,285.0 |
1,694.5 |
26.5% |
126.3 |
2.0% |
6% |
False |
True |
15,684 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,235.3 |
|
2.618 |
6,939.9 |
|
1.618 |
6,758.9 |
|
1.000 |
6,647.0 |
|
0.618 |
6,577.9 |
|
HIGH |
6,466.0 |
|
0.618 |
6,396.9 |
|
0.500 |
6,375.5 |
|
0.382 |
6,354.1 |
|
LOW |
6,285.0 |
|
0.618 |
6,173.1 |
|
1.000 |
6,104.0 |
|
1.618 |
5,992.1 |
|
2.618 |
5,811.1 |
|
4.250 |
5,515.8 |
|
|
| Fisher Pivots for day following 01-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,380.2 |
6,407.5 |
| PP |
6,377.8 |
6,399.2 |
| S1 |
6,375.5 |
6,390.8 |
|