| Trading Metrics calculated at close of trading on 10-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2008 |
10-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,429.0 |
6,345.0 |
-84.0 |
-1.3% |
6,472.5 |
| High |
6,453.0 |
6,442.5 |
-10.5 |
-0.2% |
6,509.0 |
| Low |
6,331.0 |
6,305.0 |
-26.0 |
-0.4% |
6,257.0 |
| Close |
6,445.0 |
6,344.5 |
-100.5 |
-1.6% |
6,413.5 |
| Range |
122.0 |
137.5 |
15.5 |
12.7% |
252.0 |
| ATR |
142.2 |
142.0 |
-0.2 |
-0.1% |
0.0 |
| Volume |
149,252 |
207,517 |
58,265 |
39.0% |
814,092 |
|
| Daily Pivots for day following 10-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,776.5 |
6,698.0 |
6,420.1 |
|
| R3 |
6,639.0 |
6,560.5 |
6,382.3 |
|
| R2 |
6,501.5 |
6,501.5 |
6,369.7 |
|
| R1 |
6,423.0 |
6,423.0 |
6,357.1 |
6,393.5 |
| PP |
6,364.0 |
6,364.0 |
6,364.0 |
6,349.3 |
| S1 |
6,285.5 |
6,285.5 |
6,331.9 |
6,256.0 |
| S2 |
6,226.5 |
6,226.5 |
6,319.3 |
|
| S3 |
6,089.0 |
6,148.0 |
6,306.7 |
|
| S4 |
5,951.5 |
6,010.5 |
6,268.9 |
|
|
| 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 |
3.5% |
151.1 |
2.4% |
40% |
False |
False |
195,279 |
| 10 |
6,646.0 |
6,257.0 |
389.0 |
6.1% |
153.5 |
2.4% |
22% |
False |
False |
196,405 |
| 20 |
6,932.5 |
6,257.0 |
675.5 |
10.6% |
139.6 |
2.2% |
13% |
False |
False |
146,813 |
| 40 |
7,340.0 |
6,257.0 |
1,083.0 |
17.1% |
124.6 |
2.0% |
8% |
False |
False |
74,066 |
| 60 |
7,340.0 |
6,257.0 |
1,083.0 |
17.1% |
114.5 |
1.8% |
8% |
False |
False |
49,491 |
| 80 |
7,340.0 |
6,257.0 |
1,083.0 |
17.1% |
116.8 |
1.8% |
8% |
False |
False |
37,658 |
| 100 |
7,340.0 |
6,257.0 |
1,083.0 |
17.1% |
118.7 |
1.9% |
8% |
False |
False |
30,227 |
| 120 |
7,448.0 |
6,257.0 |
1,191.0 |
18.8% |
127.9 |
2.0% |
7% |
False |
False |
25,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,026.9 |
|
2.618 |
6,802.5 |
|
1.618 |
6,665.0 |
|
1.000 |
6,580.0 |
|
0.618 |
6,527.5 |
|
HIGH |
6,442.5 |
|
0.618 |
6,390.0 |
|
0.500 |
6,373.8 |
|
0.382 |
6,357.5 |
|
LOW |
6,305.0 |
|
0.618 |
6,220.0 |
|
1.000 |
6,167.5 |
|
1.618 |
6,082.5 |
|
2.618 |
5,945.0 |
|
4.250 |
5,720.6 |
|
|
| Fisher Pivots for day following 10-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,373.8 |
6,366.0 |
| PP |
6,364.0 |
6,358.8 |
| S1 |
6,354.3 |
6,351.7 |
|