| Trading Metrics calculated at close of trading on 08-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2008 |
08-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,348.0 |
6,318.5 |
-29.5 |
-0.5% |
6,472.5 |
| High |
6,477.0 |
6,439.5 |
-37.5 |
-0.6% |
6,509.0 |
| Low |
6,336.0 |
6,279.0 |
-57.0 |
-0.9% |
6,257.0 |
| Close |
6,458.0 |
6,364.0 |
-94.0 |
-1.5% |
6,413.5 |
| Range |
141.0 |
160.5 |
19.5 |
13.8% |
252.0 |
| ATR |
141.0 |
143.7 |
2.7 |
1.9% |
0.0 |
| Volume |
173,738 |
214,048 |
40,310 |
23.2% |
814,092 |
|
| Daily Pivots for day following 08-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,842.3 |
6,763.7 |
6,452.3 |
|
| R3 |
6,681.8 |
6,603.2 |
6,408.1 |
|
| R2 |
6,521.3 |
6,521.3 |
6,393.4 |
|
| R1 |
6,442.7 |
6,442.7 |
6,378.7 |
6,482.0 |
| PP |
6,360.8 |
6,360.8 |
6,360.8 |
6,380.5 |
| S1 |
6,282.2 |
6,282.2 |
6,349.3 |
6,321.5 |
| S2 |
6,200.3 |
6,200.3 |
6,334.6 |
|
| S3 |
6,039.8 |
6,121.7 |
6,319.9 |
|
| S4 |
5,879.3 |
5,961.2 |
6,275.7 |
|
|
| 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 |
6,477.0 |
6,257.0 |
220.0 |
3.5% |
166.4 |
2.6% |
49% |
False |
False |
203,666 |
| 10 |
6,703.5 |
6,257.0 |
446.5 |
7.0% |
155.7 |
2.4% |
24% |
False |
False |
195,086 |
| 20 |
6,932.5 |
6,257.0 |
675.5 |
10.6% |
140.2 |
2.2% |
16% |
False |
False |
129,363 |
| 40 |
7,340.0 |
6,257.0 |
1,083.0 |
17.0% |
122.6 |
1.9% |
10% |
False |
False |
65,167 |
| 60 |
7,340.0 |
6,257.0 |
1,083.0 |
17.0% |
112.8 |
1.8% |
10% |
False |
False |
43,552 |
| 80 |
7,340.0 |
6,257.0 |
1,083.0 |
17.0% |
118.9 |
1.9% |
10% |
False |
False |
33,242 |
| 100 |
7,340.0 |
6,257.0 |
1,083.0 |
17.0% |
118.4 |
1.9% |
10% |
False |
False |
26,663 |
| 120 |
7,757.0 |
6,257.0 |
1,500.0 |
23.6% |
128.8 |
2.0% |
7% |
False |
False |
22,283 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,121.6 |
|
2.618 |
6,859.7 |
|
1.618 |
6,699.2 |
|
1.000 |
6,600.0 |
|
0.618 |
6,538.7 |
|
HIGH |
6,439.5 |
|
0.618 |
6,378.2 |
|
0.500 |
6,359.3 |
|
0.382 |
6,340.3 |
|
LOW |
6,279.0 |
|
0.618 |
6,179.8 |
|
1.000 |
6,118.5 |
|
1.618 |
6,019.3 |
|
2.618 |
5,858.8 |
|
4.250 |
5,596.9 |
|
|
| Fisher Pivots for day following 08-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,362.4 |
6,367.0 |
| PP |
6,360.8 |
6,366.0 |
| S1 |
6,359.3 |
6,365.0 |
|