| Trading Metrics calculated at close of trading on 21-Jul-2008 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2008 |
21-Jul-2008 |
Change |
Change % |
Previous Week |
| Open |
6,308.0 |
6,435.0 |
127.0 |
2.0% |
6,279.0 |
| High |
6,439.0 |
6,534.0 |
95.0 |
1.5% |
6,439.0 |
| Low |
6,280.5 |
6,388.5 |
108.0 |
1.7% |
6,041.5 |
| Close |
6,421.5 |
6,476.0 |
54.5 |
0.8% |
6,421.5 |
| Range |
158.5 |
145.5 |
-13.0 |
-8.2% |
397.5 |
| ATR |
158.0 |
157.1 |
-0.9 |
-0.6% |
0.0 |
| Volume |
189,512 |
144,215 |
-45,297 |
-23.9% |
1,061,050 |
|
| Daily Pivots for day following 21-Jul-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,902.7 |
6,834.8 |
6,556.0 |
|
| R3 |
6,757.2 |
6,689.3 |
6,516.0 |
|
| R2 |
6,611.7 |
6,611.7 |
6,502.7 |
|
| R1 |
6,543.8 |
6,543.8 |
6,489.3 |
6,577.8 |
| PP |
6,466.2 |
6,466.2 |
6,466.2 |
6,483.1 |
| S1 |
6,398.3 |
6,398.3 |
6,462.7 |
6,432.3 |
| S2 |
6,320.7 |
6,320.7 |
6,449.3 |
|
| S3 |
6,175.2 |
6,252.8 |
6,436.0 |
|
| S4 |
6,029.7 |
6,107.3 |
6,396.0 |
|
|
| 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 |
6,534.0 |
6,041.5 |
492.5 |
7.6% |
165.9 |
2.6% |
88% |
True |
False |
207,355 |
| 10 |
6,534.0 |
6,041.5 |
492.5 |
7.6% |
159.0 |
2.5% |
88% |
True |
False |
202,079 |
| 20 |
6,703.5 |
6,041.5 |
662.0 |
10.2% |
152.2 |
2.3% |
66% |
False |
False |
194,037 |
| 40 |
7,217.0 |
6,041.5 |
1,175.5 |
18.2% |
134.9 |
2.1% |
37% |
False |
False |
110,224 |
| 60 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
119.2 |
1.8% |
33% |
False |
False |
73,606 |
| 80 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
120.0 |
1.9% |
33% |
False |
False |
55,333 |
| 100 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
122.2 |
1.9% |
33% |
False |
False |
44,711 |
| 120 |
7,340.0 |
6,041.5 |
1,298.5 |
20.1% |
122.8 |
1.9% |
33% |
False |
False |
37,322 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,152.4 |
|
2.618 |
6,914.9 |
|
1.618 |
6,769.4 |
|
1.000 |
6,679.5 |
|
0.618 |
6,623.9 |
|
HIGH |
6,534.0 |
|
0.618 |
6,478.4 |
|
0.500 |
6,461.3 |
|
0.382 |
6,444.1 |
|
LOW |
6,388.5 |
|
0.618 |
6,298.6 |
|
1.000 |
6,243.0 |
|
1.618 |
6,153.1 |
|
2.618 |
6,007.6 |
|
4.250 |
5,770.1 |
|
|
| Fisher Pivots for day following 21-Jul-2008 |
| Pivot |
1 day |
3 day |
| R1 |
6,471.1 |
6,447.8 |
| PP |
6,466.2 |
6,419.5 |
| S1 |
6,461.3 |
6,391.3 |
|