| Trading Metrics calculated at close of trading on 09-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2008 |
09-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,318.5 |
6,429.0 |
110.5 |
1.7% |
6,472.5 |
| High |
6,439.5 |
6,453.0 |
13.5 |
0.2% |
6,509.0 |
| Low |
6,279.0 |
6,331.0 |
52.0 |
0.8% |
6,257.0 |
| Close |
6,364.0 |
6,445.0 |
81.0 |
1.3% |
6,413.5 |
| Range |
160.5 |
122.0 |
-38.5 |
-24.0% |
252.0 |
| ATR |
143.7 |
142.2 |
-1.6 |
-1.1% |
0.0 |
| Volume |
214,048 |
149,252 |
-64,796 |
-30.3% |
814,092 |
|
| Daily Pivots for day following 09-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.7 |
6,732.3 |
6,512.1 |
|
| R3 |
6,653.7 |
6,610.3 |
6,478.6 |
|
| R2 |
6,531.7 |
6,531.7 |
6,467.4 |
|
| R1 |
6,488.3 |
6,488.3 |
6,456.2 |
6,510.0 |
| PP |
6,409.7 |
6,409.7 |
6,409.7 |
6,420.5 |
| S1 |
6,366.3 |
6,366.3 |
6,433.8 |
6,388.0 |
| S2 |
6,287.7 |
6,287.7 |
6,422.6 |
|
| S3 |
6,165.7 |
6,244.3 |
6,411.5 |
|
| S4 |
6,043.7 |
6,122.3 |
6,377.9 |
|
|
| 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 |
3.4% |
154.6 |
2.4% |
85% |
False |
False |
188,321 |
| 10 |
6,703.5 |
6,257.0 |
446.5 |
6.9% |
150.1 |
2.3% |
42% |
False |
False |
189,646 |
| 20 |
6,932.5 |
6,257.0 |
675.5 |
10.5% |
141.8 |
2.2% |
28% |
False |
False |
136,681 |
| 40 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
123.7 |
1.9% |
17% |
False |
False |
68,891 |
| 60 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
113.8 |
1.8% |
17% |
False |
False |
46,037 |
| 80 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
118.4 |
1.8% |
17% |
False |
False |
35,089 |
| 100 |
7,340.0 |
6,257.0 |
1,083.0 |
16.8% |
118.5 |
1.8% |
17% |
False |
False |
28,154 |
| 120 |
7,699.0 |
6,257.0 |
1,442.0 |
22.4% |
128.2 |
2.0% |
13% |
False |
False |
23,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,971.5 |
|
2.618 |
6,772.4 |
|
1.618 |
6,650.4 |
|
1.000 |
6,575.0 |
|
0.618 |
6,528.4 |
|
HIGH |
6,453.0 |
|
0.618 |
6,406.4 |
|
0.500 |
6,392.0 |
|
0.382 |
6,377.6 |
|
LOW |
6,331.0 |
|
0.618 |
6,255.6 |
|
1.000 |
6,209.0 |
|
1.618 |
6,133.6 |
|
2.618 |
6,011.6 |
|
4.250 |
5,812.5 |
|
|
| Fisher Pivots for day following 09-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,427.3 |
6,422.7 |
| PP |
6,409.7 |
6,400.3 |
| S1 |
6,392.0 |
6,378.0 |
|