| Trading Metrics calculated at close of trading on 15-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2008 |
15-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,279.0 |
6,172.5 |
-106.5 |
-1.7% |
6,348.0 |
| High |
6,306.0 |
6,206.0 |
-100.0 |
-1.6% |
6,477.0 |
| Low |
6,191.5 |
6,054.0 |
-137.5 |
-2.2% |
6,178.5 |
| Close |
6,255.0 |
6,140.0 |
-115.0 |
-1.8% |
6,209.0 |
| Range |
114.5 |
152.0 |
37.5 |
32.8% |
298.5 |
| ATR |
145.6 |
149.5 |
4.0 |
2.7% |
0.0 |
| Volume |
168,488 |
259,955 |
91,467 |
54.3% |
989,267 |
|
| Daily Pivots for day following 15-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,589.3 |
6,516.7 |
6,223.6 |
|
| R3 |
6,437.3 |
6,364.7 |
6,181.8 |
|
| R2 |
6,285.3 |
6,285.3 |
6,167.9 |
|
| R1 |
6,212.7 |
6,212.7 |
6,153.9 |
6,173.0 |
| PP |
6,133.3 |
6,133.3 |
6,133.3 |
6,113.5 |
| S1 |
6,060.7 |
6,060.7 |
6,126.1 |
6,021.0 |
| S2 |
5,981.3 |
5,981.3 |
6,112.1 |
|
| S3 |
5,829.3 |
5,908.7 |
6,098.2 |
|
| S4 |
5,677.3 |
5,756.7 |
6,056.4 |
|
|
| Weekly Pivots for week ending 11-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,183.7 |
6,994.8 |
6,373.2 |
|
| R3 |
6,885.2 |
6,696.3 |
6,291.1 |
|
| R2 |
6,586.7 |
6,586.7 |
6,263.7 |
|
| R1 |
6,397.8 |
6,397.8 |
6,236.4 |
6,343.0 |
| PP |
6,288.2 |
6,288.2 |
6,288.2 |
6,260.8 |
| S1 |
6,099.3 |
6,099.3 |
6,181.6 |
6,044.5 |
| S2 |
5,989.7 |
5,989.7 |
6,154.3 |
|
| S3 |
5,691.2 |
5,800.8 |
6,126.9 |
|
| S4 |
5,392.7 |
5,502.3 |
6,044.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,453.0 |
6,054.0 |
399.0 |
6.5% |
150.3 |
2.4% |
22% |
False |
True |
205,984 |
| 10 |
6,477.0 |
6,054.0 |
423.0 |
6.9% |
158.4 |
2.6% |
20% |
False |
True |
204,825 |
| 20 |
6,932.5 |
6,054.0 |
878.5 |
14.3% |
145.5 |
2.4% |
10% |
False |
True |
177,982 |
| 40 |
7,285.0 |
6,054.0 |
1,231.0 |
20.0% |
130.3 |
2.1% |
7% |
False |
True |
90,863 |
| 60 |
7,340.0 |
6,054.0 |
1,286.0 |
20.9% |
116.8 |
1.9% |
7% |
False |
True |
60,687 |
| 80 |
7,340.0 |
6,054.0 |
1,286.0 |
20.9% |
116.2 |
1.9% |
7% |
False |
True |
45,713 |
| 100 |
7,340.0 |
6,054.0 |
1,286.0 |
20.9% |
119.4 |
1.9% |
7% |
False |
True |
36,950 |
| 120 |
7,340.0 |
6,054.0 |
1,286.0 |
20.9% |
122.0 |
2.0% |
7% |
False |
True |
30,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,852.0 |
|
2.618 |
6,603.9 |
|
1.618 |
6,451.9 |
|
1.000 |
6,358.0 |
|
0.618 |
6,299.9 |
|
HIGH |
6,206.0 |
|
0.618 |
6,147.9 |
|
0.500 |
6,130.0 |
|
0.382 |
6,112.1 |
|
LOW |
6,054.0 |
|
0.618 |
5,960.1 |
|
1.000 |
5,902.0 |
|
1.618 |
5,808.1 |
|
2.618 |
5,656.1 |
|
4.250 |
5,408.0 |
|
|
| Fisher Pivots for day following 15-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,136.7 |
6,229.0 |
| PP |
6,133.3 |
6,199.3 |
| S1 |
6,130.0 |
6,169.7 |
|