| Trading Metrics calculated at close of trading on 07-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2008 |
07-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,335.0 |
6,348.0 |
13.0 |
0.2% |
6,472.5 |
| High |
6,451.5 |
6,477.0 |
25.5 |
0.4% |
6,509.0 |
| Low |
6,257.0 |
6,336.0 |
79.0 |
1.3% |
6,257.0 |
| Close |
6,413.5 |
6,458.0 |
44.5 |
0.7% |
6,413.5 |
| Range |
194.5 |
141.0 |
-53.5 |
-27.5% |
252.0 |
| ATR |
141.0 |
141.0 |
0.0 |
0.0% |
0.0 |
| Volume |
231,840 |
173,738 |
-58,102 |
-25.1% |
814,092 |
|
| Daily Pivots for day following 07-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,846.7 |
6,793.3 |
6,535.6 |
|
| R3 |
6,705.7 |
6,652.3 |
6,496.8 |
|
| R2 |
6,564.7 |
6,564.7 |
6,483.9 |
|
| R1 |
6,511.3 |
6,511.3 |
6,470.9 |
6,538.0 |
| PP |
6,423.7 |
6,423.7 |
6,423.7 |
6,437.0 |
| S1 |
6,370.3 |
6,370.3 |
6,445.1 |
6,397.0 |
| S2 |
6,282.7 |
6,282.7 |
6,432.2 |
|
| S3 |
6,141.7 |
6,229.3 |
6,419.2 |
|
| S4 |
6,000.7 |
6,088.3 |
6,380.5 |
|
|
| Weekly Pivots for week ending 04-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,149.2 |
7,033.3 |
6,552.1 |
|
| R3 |
6,897.2 |
6,781.3 |
6,482.8 |
|
| R2 |
6,645.2 |
6,645.2 |
6,459.7 |
|
| R1 |
6,529.3 |
6,529.3 |
6,436.6 |
6,461.3 |
| PP |
6,393.2 |
6,393.2 |
6,393.2 |
6,359.1 |
| S1 |
6,277.3 |
6,277.3 |
6,390.4 |
6,209.3 |
| S2 |
6,141.2 |
6,141.2 |
6,367.3 |
|
| S3 |
5,889.2 |
6,025.3 |
6,344.2 |
|
| S4 |
5,637.2 |
5,773.3 |
6,274.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,509.0 |
6,257.0 |
252.0 |
3.9% |
162.4 |
2.5% |
80% |
False |
False |
197,566 |
| 10 |
6,703.5 |
6,257.0 |
446.5 |
6.9% |
145.4 |
2.3% |
45% |
False |
False |
185,996 |
| 20 |
6,932.5 |
6,257.0 |
675.5 |
10.5% |
136.0 |
2.1% |
30% |
False |
False |
118,822 |
| 40 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
120.1 |
1.9% |
19% |
False |
False |
59,821 |
| 60 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
113.8 |
1.8% |
19% |
False |
False |
39,997 |
| 80 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
118.1 |
1.8% |
19% |
False |
False |
30,572 |
| 100 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
117.8 |
1.8% |
19% |
False |
False |
24,524 |
| 120 |
7,757.0 |
6,257.0 |
1,500.0 |
23.2% |
128.1 |
2.0% |
13% |
False |
False |
20,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,076.3 |
|
2.618 |
6,846.1 |
|
1.618 |
6,705.1 |
|
1.000 |
6,618.0 |
|
0.618 |
6,564.1 |
|
HIGH |
6,477.0 |
|
0.618 |
6,423.1 |
|
0.500 |
6,406.5 |
|
0.382 |
6,389.9 |
|
LOW |
6,336.0 |
|
0.618 |
6,248.9 |
|
1.000 |
6,195.0 |
|
1.618 |
6,107.9 |
|
2.618 |
5,966.9 |
|
4.250 |
5,736.8 |
|
|
| Fisher Pivots for day following 07-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,440.8 |
6,427.7 |
| PP |
6,423.7 |
6,397.3 |
| S1 |
6,406.5 |
6,367.0 |
|