| Trading Metrics calculated at close of trading on 18-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2008 |
18-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,258.5 |
6,308.0 |
49.5 |
0.8% |
6,279.0 |
| High |
6,381.0 |
6,439.0 |
58.0 |
0.9% |
6,439.0 |
| Low |
6,248.5 |
6,280.5 |
32.0 |
0.5% |
6,041.5 |
| Close |
6,318.0 |
6,421.5 |
103.5 |
1.6% |
6,421.5 |
| Range |
132.5 |
158.5 |
26.0 |
19.6% |
397.5 |
| ATR |
158.0 |
158.0 |
0.0 |
0.0% |
0.0 |
| Volume |
210,512 |
189,512 |
-21,000 |
-10.0% |
1,061,050 |
|
| Daily Pivots for day following 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,855.8 |
6,797.2 |
6,508.7 |
|
| R3 |
6,697.3 |
6,638.7 |
6,465.1 |
|
| R2 |
6,538.8 |
6,538.8 |
6,450.6 |
|
| R1 |
6,480.2 |
6,480.2 |
6,436.0 |
6,509.5 |
| PP |
6,380.3 |
6,380.3 |
6,380.3 |
6,395.0 |
| S1 |
6,321.7 |
6,321.7 |
6,407.0 |
6,351.0 |
| S2 |
6,221.8 |
6,221.8 |
6,392.4 |
|
| S3 |
6,063.3 |
6,163.2 |
6,377.9 |
|
| S4 |
5,904.8 |
6,004.7 |
6,334.3 |
|
|
| Weekly Pivots for week ending 18-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,493.2 |
7,354.8 |
6,640.1 |
|
| R3 |
7,095.7 |
6,957.3 |
6,530.8 |
|
| R2 |
6,698.2 |
6,698.2 |
6,494.4 |
|
| R1 |
6,559.8 |
6,559.8 |
6,457.9 |
6,629.0 |
| PP |
6,300.7 |
6,300.7 |
6,300.7 |
6,335.3 |
| S1 |
6,162.3 |
6,162.3 |
6,385.1 |
6,231.5 |
| S2 |
5,903.2 |
5,903.2 |
6,348.6 |
|
| S3 |
5,505.7 |
5,764.8 |
6,312.2 |
|
| S4 |
5,108.2 |
5,367.3 |
6,202.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,439.0 |
6,041.5 |
397.5 |
6.2% |
159.7 |
2.5% |
96% |
True |
False |
212,210 |
| 10 |
6,477.0 |
6,041.5 |
435.5 |
6.8% |
158.5 |
2.5% |
87% |
False |
False |
205,031 |
| 20 |
6,839.0 |
6,041.5 |
797.5 |
12.4% |
156.3 |
2.4% |
48% |
False |
False |
197,377 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
18.3% |
134.3 |
2.1% |
32% |
False |
False |
106,633 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
119.3 |
1.9% |
29% |
False |
False |
71,210 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
119.8 |
1.9% |
29% |
False |
False |
53,534 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
121.6 |
1.9% |
29% |
False |
False |
43,269 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.2% |
122.3 |
1.9% |
29% |
False |
False |
36,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,112.6 |
|
2.618 |
6,854.0 |
|
1.618 |
6,695.5 |
|
1.000 |
6,597.5 |
|
0.618 |
6,537.0 |
|
HIGH |
6,439.0 |
|
0.618 |
6,378.5 |
|
0.500 |
6,359.8 |
|
0.382 |
6,341.0 |
|
LOW |
6,280.5 |
|
0.618 |
6,182.5 |
|
1.000 |
6,122.0 |
|
1.618 |
6,024.0 |
|
2.618 |
5,865.5 |
|
4.250 |
5,606.9 |
|
|
| Fisher Pivots for day following 18-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,400.9 |
6,361.1 |
| PP |
6,380.3 |
6,300.7 |
| S1 |
6,359.8 |
6,240.3 |
|